BIS · Expected Move
ProShares UltraShort NASDAQ Biotechnology · ETF
The expected move for BIS 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).
BIS straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BIS Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
Avg IV
201.2%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to BIS'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.
BIS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.20 | $1.20 | 201.2% | 37% |
| 20261001 | $1.18 | $1.18 | 110.6% | 12% |
| 20260930 | $0.80 | $0.80 | 87.5% | 5% |
| 20260929 | $0.82 | $0.82 | 91.6% | 6% |
| 20260928 | $0.90 | $0.90 | 144.7% | 21% |
| 20260925 | $1.10 | $1.10 | 135.6% | 18% |
| 20260924 | $1.18 | $1.18 | 163.3% | 26% |
| 20260923 | $1.05 | $1.05 | 105.8% | 10% |
| 20260922 | $1.65 | $1.65 | 96.3% | 8% |
| 20260921 | $1.57 | $1.57 | 127.6% | 16% |
| 20260918 | $1.68 | $1.88 | 98.9% | 8% |
| 20260917 | $1.73 | $0.85 | 95.0% | 7% |
| 20260916 | $1.73 | $0.53 | 82.9% | 4% |
| 20260915 | $1.75 | $0.68 | 98.7% | 8% |
| 20260914 | $1.57 | $1.05 | 98.7% | 8% |
| 20260911 | $1.52 | $0.80 | 83.9% | 4% |
| 20260910 | $2.05 | $0.88 | 87.7% | 5% |
| 20260909 | $3.90 | $0.95 | 90.2% | 6% |
| 20260908 | $1.98 | $1.07 | 78.6% | 3% |
| 20260904 | $1.55 | $0.70 | 79.4% | 3% |
| 20260903 | $1.57 | $0.73 | 83.9% | 4% |
| 20260902 | $0.80 | $0.80 | 133.1% | 18% |
| 20260901 | $1.02 | $1.02 | 138.4% | 19% |
| 20260831 | $1.52 | $1.52 | 129.2% | 17% |
| 20260828 | $1.10 | $1.10 | 115.3% | 13% |
| 20260827 | $1.38 | $1.38 | 115.7% | 13% |
| 20260826 | $1.10 | $1.10 | 90.8% | 6% |
| 20260825 | $1.42 | $1.42 | 106.9% | 11% |
| 20260824 | $0.95 | $0.95 | 114.6% | 13% |
| 20260821 | $1.15 | $7.55 | 94.5% | 7% |
| 20260820 | $1.15 | $8.00 | 99.5% | 9% |
| 20260819 | $1.55 | $5.78 | 129.9% | 17% |
| 20260818 | $1.05 | $6.15 | 104.9% | 10% |
| 20260817 | $1.15 | $5.95 | 99.1% | 8% |
| 20260814 | $1.88 | $6.90 | 95.6% | 7% |
| 20260813 | $1.55 | $7.12 | 72.5% | 1% |
| 20260812 | $1.40 | $6.17 | 88.3% | 5% |
| 20260811 | $0.97 | $6.05 | 71.0% | 1% |
| 20260810 | $1.23 | $6.58 | 88.5% | 6% |
| 20260806 | $1.60 | $6.70 | 68.9% | 0% |
| 20260805 | $6.72 | $6.72 | 297.4% | 63% |
| 20260804 | $6.25 | $6.25 | 292.2% | 62% |
| 20260803 | $7.25 | $7.25 | 260.8% | 53% |
| 20260731 | $7.35 | $7.35 | 256.5% | 52% |
| 20260730 | $7.47 | $7.47 | 271.6% | 56% |
| 20260729 | $7.45 | $7.45 | 270.6% | 56% |
| 20260728 | $16.20 | $16.20 | 243.5% | 48% |
| 20260727 | $7.47 | $7.47 | 236.8% | 47% |
| 20260724 | $7.45 | $7.45 | 223.9% | 43% |
| 20260723 | $8.25 | $8.25 | 238.1% | 47% |
| 20260722 | $7.58 | $7.58 | 222.1% | 43% |
| 20260721 | $14.55 | $14.55 | 216.7% | 41% |
| 20260720 | $14.70 | $14.70 | 220.4% | 42% |
| 20260716 | $7.45 | $7.58 | 202.8% | 37% |
| 20260715 | $8.42 | $7.47 | 215.1% | 41% |
| 20260714 | $9.70 | $7.45 | 197.2% | 36% |
| 20260713 | $14.80 | $7.55 | 182.6% | 32% |
| 20260710 | $6.85 | $6.90 | 200.0% | 36% |
| 20260709 | $7.08 | $7.70 | 201.5% | 37% |
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.