DAT · Expected Move
ProShares Big Data Refiners ETF · ETF
The expected move for DAT 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).
DAT 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 DAT Expected Move
30-Day Straddle
$3.20
7-Day Straddle
$2.95
30-Day ATM IV
33.3%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to DAT'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.
DAT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $3.20 | $2.95 | 33.3% | 28% |
| 20261008 | $3.40 | $3.12 | 35.4% | 36% |
| 20261007 | $3.35 | $3.15 | 38.3% | 50% |
| 20261006 | $3.45 | $3.23 | 35.0% | 34% |
| 20261005 | $3.50 | $3.30 | 36.5% | 41% |
| 20261002 | $3.30 | $3.30 | 36.1% | 39% |
| 20261001 | $3.55 | $3.55 | 36.1% | 39% |
| 20260930 | $3.50 | $3.50 | 34.1% | 30% |
| 20260929 | $3.55 | $3.55 | 33.6% | 28% |
| 20260928 | $2.95 | $2.95 | 33.2% | 26% |
| 20260925 | $2.90 | $2.90 | 31.3% | 17% |
| 20260924 | $3.10 | $3.10 | 32.0% | 20% |
| 20260923 | $3.20 | $3.20 | 31.3% | 17% |
| 20260922 | $3.12 | $3.12 | 30.1% | 11% |
| 20260921 | $3.35 | $3.35 | 31.0% | 16% |
| 20260918 | $3.70 | $3.70 | 42.1% | 67% |
| 20260917 | $3.80 | $2.40 | 42.6% | 69% |
| 20260916 | $3.80 | $2.65 | 43.6% | 74% |
| 20260915 | $3.80 | $2.73 | 42.9% | 71% |
| 20260914 | $3.85 | $2.83 | 40.9% | 61% |
| 20260911 | $3.95 | $2.75 | 35.5% | 37% |
| 20260910 | $4.00 | $3.00 | 37.7% | 47% |
| 20260909 | $3.75 | $2.92 | 35.4% | 36% |
| 20260908 | $3.85 | $2.92 | 38.4% | 50% |
| 20260904 | $4.05 | $3.08 | 41.3% | 63% |
| 20260903 | $4.10 | $3.12 | 38.7% | 51% |
| 20260902 | $3.10 | $3.10 | 35.2% | 35% |
| 20260901 | $3.25 | $3.25 | 40.1% | 58% |
| 20260831 | $3.15 | $3.15 | 39.2% | 53% |
| 20260828 | $3.30 | $3.30 | 38.9% | 52% |
| 20260827 | $3.35 | $3.35 | 36.3% | 40% |
| 20260826 | $3.35 | $3.35 | 33.4% | 27% |
| 20260825 | $3.40 | $3.40 | 33.6% | 28% |
| 20260824 | $3.50 | $3.50 | 34.7% | 33% |
| 20260821 | $3.55 | $5.00 | 37.9% | 47% |
| 20260820 | $3.40 | $2.22 | 30.4% | 13% |
| 20260819 | $3.48 | $2.40 | 30.5% | 14% |
| 20260818 | $3.45 | $2.45 | 28.8% | 6% |
| 20260817 | $3.52 | $2.58 | 28.5% | 4% |
| 20260814 | $3.58 | $2.65 | 32.0% | 21% |
| 20260813 | $3.65 | $2.73 | 30.7% | 15% |
| 20260812 | $3.60 | $2.65 | 30.8% | 15% |
| 20260811 | $3.70 | $2.90 | 29.1% | 7% |
| 20260810 | $3.48 | $2.28 | 27.7% | 1% |
| 20260807 | — | — | 27.6% | 0% |
| 20260806 | $3.65 | $2.52 | 33.6% | 26% |
| 20260805 | $2.48 | $2.48 | 28.2% | 1% |
| 20260804 | $3.22 | $3.22 | 33.6% | 27% |
| 20260803 | $2.47 | $2.47 | 33.1% | 24% |
| 20260731 | $2.67 | $2.67 | 36.2% | 39% |
| 20260730 | $2.95 | $2.95 | 31.7% | 18% |
| 20260729 | $2.98 | $2.98 | 32.1% | 20% |
| 20260728 | $2.88 | $2.88 | 31.4% | 16% |
| 20260727 | $2.83 | $2.83 | 33.2% | 25% |
| 20260724 | $2.88 | $2.88 | 36.4% | 40% |
| 20260723 | $2.90 | $2.90 | 31.9% | 19% |
| 20260722 | $2.80 | $2.80 | 42.8% | 70% |
| 20260721 | $2.90 | $2.90 | 28.7% | 3% |
| 20260720 | $3.25 | $3.25 | 36.9% | 42% |
| 20260716 | $3.20 | $1.80 | 29.5% | 8% |
More on DAT
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.