ANEW · Expected Move
ProShares MSCI Transformational Changes ETF · ETF
The expected move for ANEW 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).
ANEW 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 ANEW Expected Move
30-Day Straddle
$2.45
7-Day Straddle
$2.40
30-Day ATM IV
18.5%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to ANEW'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.
ANEW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.45 | $2.40 | 18.5% | 15% |
| 20261008 | $2.50 | $2.40 | 41.8% | 92% |
| 20261007 | $2.58 | $2.47 | 36.2% | 73% |
| 20261006 | $2.58 | $2.52 | 32.8% | 62% |
| 20261005 | $2.58 | $2.48 | 33.6% | 65% |
| 20261002 | $2.58 | $2.58 | 44.1% | 100% |
| 20261001 | $2.60 | $2.60 | 24.4% | 54% |
| 20260930 | $2.65 | $2.65 | 20.5% | 33% |
| 20260929 | $2.75 | $2.75 | 19.5% | 28% |
| 20260928 | $1.80 | $1.80 | 19.4% | 27% |
| 20260925 | $1.77 | $1.77 | 19.2% | 26% |
| 20260924 | $1.80 | $1.80 | 18.9% | 25% |
| 20260923 | $1.73 | $1.73 | 19.7% | 29% |
| 20260922 | $1.95 | $1.95 | 19.5% | 28% |
| 20260921 | $1.88 | $1.88 | 18.9% | 25% |
| 20260918 | $1.95 | $5.00 | 21.8% | 40% |
| 20260917 | $2.00 | $1.38 | 22.9% | 45% |
| 20260916 | $1.95 | $1.67 | 20.7% | 34% |
| 20260915 | $2.08 | $1.65 | 19.5% | 28% |
| 20260914 | $1.95 | $1.50 | 20.1% | 31% |
| 20260911 | $2.20 | $1.67 | 19.6% | 28% |
| 20260910 | $2.17 | $1.62 | 19.0% | 25% |
| 20260909 | $2.30 | $1.75 | 18.3% | 21% |
| 20260908 | $2.10 | $1.62 | 18.8% | 24% |
| 20260904 | $2.22 | $1.70 | 17.0% | 15% |
| 20260903 | $2.20 | $1.68 | 17.3% | 16% |
| 20260902 | $1.70 | $1.70 | 17.7% | 19% |
| 20260901 | $1.77 | $1.77 | 19.1% | 25% |
| 20260831 | $1.88 | $1.88 | 18.1% | 21% |
| 20260828 | $1.75 | $1.75 | 17.3% | 17% |
| 20260827 | $1.77 | $1.77 | 17.3% | 16% |
| 20260826 | $1.88 | $1.88 | 17.1% | 16% |
| 20260825 | $1.85 | $1.85 | 16.5% | 12% |
| 20260824 | $1.95 | $1.95 | 16.9% | 15% |
| 20260821 | $1.85 | $5.00 | 15.4% | 7% |
| 20260820 | $1.95 | $1.35 | 19.4% | 27% |
| 20260819 | $1.90 | $1.25 | 14.1% | 0% |
| 20260818 | $1.93 | $1.30 | 24.0% | 30% |
| 20260817 | $1.98 | $1.35 | 21.9% | 18% |
| 20260814 | $1.93 | $1.42 | 23.8% | 29% |
| 20260813 | $1.93 | $1.43 | 22.1% | 19% |
| 20260812 | $1.95 | $1.48 | 24.1% | 31% |
| 20260811 | $2.00 | $1.43 | 22.8% | 23% |
| 20260810 | $2.45 | $1.80 | 25.2% | 37% |
| 20260807 | — | — | 25.5% | 39% |
| 20260806 | $2.58 | $1.98 | 24.1% | 31% |
| 20260805 | $1.95 | $1.95 | 24.9% | 35% |
| 20260804 | $1.82 | $1.82 | 27.2% | 49% |
| 20260803 | $1.90 | $1.90 | 25.4% | 38% |
| 20260731 | $2.02 | $2.02 | 28.1% | 54% |
| 20260730 | $2.15 | $2.15 | 28.1% | 54% |
| 20260729 | $2.15 | $2.15 | 28.7% | 57% |
| 20260728 | $2.12 | $2.12 | 27.0% | 48% |
| 20260727 | $2.27 | $2.27 | 28.2% | 55% |
| 20260724 | $2.27 | $2.27 | 23.8% | 29% |
| 20260723 | $2.40 | $2.40 | 23.8% | 29% |
| 20260722 | $2.23 | $2.23 | 25.9% | 41% |
| 20260721 | $2.28 | $2.28 | 24.7% | 34% |
| 20260720 | $2.35 | $2.35 | 24.9% | 35% |
| 20260716 | $2.30 | $1.60 | 19.0% | 2% |
More on ANEW
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.