XSVM · Expected Move
Invesco S&P SmallCap Value with Momentum ETF · ETF
The expected move for XSVM 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).
XSVM straddle price & implied vol
60 sessionsBars: 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 XSVM Expected Move
30-Day Straddle
$2.98
7-Day Straddle
$2.98
30-Day ATM IV
20.4%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to XSVM'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.
XSVM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.98 | $2.98 | 20.4% | 17% |
| 20261016 | $3.30 | $4.00 | 21.7% | 27% |
| 20261015 | $3.25 | $1.57 | 19.4% | 9% |
| 20261014 | $3.30 | $1.68 | 19.4% | 9% |
| 20261013 | $3.20 | $1.73 | 18.9% | 5% |
| 20261012 | $3.28 | $1.93 | 19.4% | 9% |
| 20261009 | $3.40 | $1.93 | 21.2% | 23% |
| 20261008 | $3.58 | $1.88 | 24.2% | 47% |
| 20261007 | $3.50 | $3.43 | 24.4% | 48% |
| 20261006 | $3.83 | $2.23 | 21.5% | 25% |
| 20261005 | $3.73 | $2.05 | 21.1% | 23% |
| 20261002 | $3.48 | $3.48 | 23.0% | 38% |
| 20261001 | $2.45 | $2.45 | 21.4% | 25% |
| 20260930 | $2.40 | $2.40 | 20.0% | 14% |
| 20260929 | $3.55 | $3.55 | 20.2% | 15% |
| 20260928 | $2.42 | $2.42 | 19.7% | 11% |
| 20260925 | $3.75 | $3.75 | 20.4% | 17% |
| 20260924 | $3.80 | $3.80 | 19.3% | 8% |
| 20260923 | $2.65 | $2.65 | 19.1% | 6% |
| 20260922 | $2.58 | $2.58 | 18.3% | 0% |
| 20260921 | $2.62 | $2.62 | 19.9% | 2% |
| 20260918 | $3.10 | $3.12 | 22.6% | 26% |
| 20260917 | $4.25 | $1.77 | 19.9% | 2% |
| 20260916 | $3.03 | $1.90 | 19.7% | 0% |
| 20260915 | $3.42 | $2.25 | 25.0% | 43% |
| 20260914 | $3.35 | $2.33 | 20.7% | 1% |
| 20260911 | $3.45 | $3.70 | 22.1% | 15% |
| 20260910 | $3.60 | $2.55 | 23.0% | 24% |
| 20260909 | $3.55 | $2.50 | 22.7% | 21% |
| 20260908 | $3.45 | $2.45 | 22.2% | 15% |
| 20260904 | $3.55 | $3.83 | 20.7% | 2% |
| 20260903 | $3.75 | $2.62 | 21.2% | 6% |
| 20260902 | $2.58 | $2.58 | 22.0% | 14% |
| 20260901 | $2.70 | $2.70 | 24.0% | 33% |
| 20260831 | $2.92 | $2.92 | 24.1% | 32% |
| 20260828 | $3.88 | $3.88 | 23.9% | 28% |
| 20260827 | $2.75 | $2.75 | 22.3% | 14% |
| 20260826 | $2.85 | $2.85 | 22.8% | 18% |
| 20260825 | $3.88 | $3.88 | 22.9% | 19% |
| 20260824 | $3.10 | $3.10 | 23.2% | 20% |
| 20260821 | $3.08 | $1.77 | 21.9% | 8% |
| 20260820 | $3.08 | $2.03 | 23.1% | 15% |
| 20260819 | $3.22 | $1.67 | 21.9% | 8% |
| 20260818 | $4.15 | $2.02 | 21.3% | 4% |
| 20260817 | $3.25 | $2.17 | 20.6% | 0% |
| 20260814 | $6.70 | $3.70 | 30.9% | 63% |
| 20260813 | $3.35 | $2.35 | 21.4% | 2% |
| 20260812 | $3.25 | $2.22 | 20.9% | 0% |
| 20260811 | $3.45 | $4.80 | 22.6% | 2% |
| 20260810 | $4.20 | $2.92 | 25.2% | 16% |
| 20260807 | — | — | 24.5% | 12% |
| 20260806 | $4.95 | $3.10 | 26.9% | 25% |
| 20260805 | $3.00 | $3.00 | 24.1% | 10% |
| 20260804 | $2.98 | $2.98 | 23.4% | 7% |
| 20260803 | $3.45 | $3.45 | 24.1% | 10% |
| 20260731 | $3.58 | $3.58 | 25.3% | 16% |
| 20260730 | $4.05 | $4.05 | 25.6% | 18% |
| 20260729 | $4.45 | $4.45 | 27.5% | 27% |
| 20260728 | $3.70 | $3.70 | 24.7% | 13% |
| 20260727 | $3.85 | $3.85 | 25.6% | 18% |
More on XSVM
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.