XSMO · Expected Move

Invesco S&P SmallCap Momentum ETF · ETF

The expected move for XSMO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

XSMO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current XSMO Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
30-Day ATM IV
27.3%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to XSMO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
XSMO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.05 $5.05 27.3% 75%
20261021 $5.05 $5.05 27.4% 76%
20261020 $5.00 $5.00 27.5% 77%
20261019 $5.05 $5.05 27.4% 76%
20261016 $5.00 $4.35 23.1% 32%
20261015 $5.00 $4.40 25.1% 53%
20261014 $5.10 $4.30 24.6% 47%
20261013 $5.10 $4.75 24.5% 47%
20261012 $5.05 $4.75 23.8% 40%
20261009 $5.15 $4.70 27.2% 74%
20261008 $5.15 $5.00 27.4% 76%
20261007 $5.00 $5.00 27.3% 76%
20261006 $5.10 $4.85 27.0% 72%
20261005 $5.10 $4.80 26.6% 68%
20261002 $4.90 $4.90 26.4% 66%
20261001 $4.90 $4.90 27.2% 74%
20260930 $4.95 $4.95 28.6% 89%
20260929 $5.00 $5.00 27.3% 76%
20260928 $5.00 $5.00 26.9% 72%
20260925 $5.00 $5.00 27.1% 73%
20260924 $5.00 $5.00 27.1% 73%
20260923 $5.05 $5.05 27.2% 74%
20260922 $5.00 $5.00 26.9% 72%
20260921 $5.10 $5.10 27.2% 74%
20260918 $5.00 $3.75 28.0% 82%
20260917 $5.10 $5.00 27.6% 78%
20260916 $5.10 $4.80 27.3% 75%
20260915 $5.05 $4.90 26.7% 69%
20260914 $5.10 $5.00 26.3% 65%
20260911 $5.05 $5.00 26.8% 70%
20260910 $5.15 $5.00 26.4% 66%
20260909 $5.05 $4.90 26.5% 67%
20260908 $4.72 $5.00 29.7% 100%
20260904 $5.10 $5.00 27.3% 91%
20260903 $5.05 $5.00 26.9% 86%
20260902 $5.00 $5.00 26.4% 80%
20260901 $5.30 $5.30 27.4% 92%
20260831 $5.00 $5.00 25.4% 68%
20260828 $5.05 $5.05 26.1% 72%
20260827 $5.05 $5.05 27.4% 87%
20260826 $5.00 $5.00 26.1% 72%
20260825 $5.05 $5.05 26.4% 76%
20260824 $5.00 $5.00 26.4% 69%
20260821 $5.05 $5.00 24.5% 32%
20260820 $5.00 $4.80 24.9% 34%
20260819 $5.00 $4.85 24.8% 34%
20260818 $5.00 $5.00 25.3% 37%
20260817 $5.10 $5.00 24.1% 29%
20260814 $5.05 $4.90 24.5% 31%
20260813 $5.05 $5.00 24.6% 32%
20260812 $5.10 $5.00 24.3% 30%
20260811 $4.12 $4.05 21.3% 10%
20260810 $4.55 $3.15 21.9% 14%
20260807 — — 21.4% 10%
20260806 $4.55 $3.25 22.7% 19%
20260805 $3.22 $3.22 23.1% 22%
20260804 $3.12 $3.12 22.0% 15%
20260803 $3.20 $3.20 22.1% 15%
20260731 $3.40 $3.40 22.7% 19%
20260730 $3.58 $3.58 20.6% 5%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.