DIG · Expected Move
ProShares Ultra Energy · ETF
The expected move for DIG 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).
DIG 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 DIG Expected Move
30-Day Straddle
$10.05
7-Day Straddle
$10.05
30-Day ATM IV
57.4%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to DIG'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.
DIG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.05 | $10.05 | 57.4% | 90% |
| 20261021 | $10.10 | $10.10 | 56.5% | 83% |
| 20261020 | $10.35 | $10.35 | 56.3% | 82% |
| 20261019 | $9.80 | $9.80 | 53.6% | 63% |
| 20261016 | $9.75 | $1.62 | 50.2% | 40% |
| 20261015 | $9.90 | $2.62 | 52.7% | 57% |
| 20261014 | $10.40 | $2.25 | 52.6% | 57% |
| 20261013 | $10.70 | $3.05 | 54.2% | 68% |
| 20261012 | $10.40 | $3.95 | 54.8% | 72% |
| 20261009 | $10.25 | $3.62 | 52.1% | 53% |
| 20261008 | $10.50 | $4.03 | 51.3% | 48% |
| 20261007 | $10.20 | $4.42 | 53.0% | 60% |
| 20261006 | $9.52 | $4.90 | 51.4% | 49% |
| 20261005 | $10.45 | $5.20 | 53.6% | 64% |
| 20261002 | $5.72 | $5.72 | 51.5% | 49% |
| 20261001 | $6.40 | $6.40 | 55.1% | 72% |
| 20260930 | $5.30 | $5.30 | 51.7% | 50% |
| 20260929 | $6.00 | $6.00 | 53.2% | 59% |
| 20260928 | $6.35 | $6.35 | 55.1% | 73% |
| 20260925 | $6.40 | $6.40 | 51.6% | 49% |
| 20260924 | $6.65 | $6.65 | 51.9% | 51% |
| 20260923 | $6.53 | $6.53 | 51.7% | 49% |
| 20260922 | $6.60 | $6.60 | 51.0% | 44% |
| 20260921 | $7.05 | $7.05 | 51.1% | 45% |
| 20260918 | $8.40 | $1.32 | 53.0% | 58% |
| 20260917 | $7.97 | $2.17 | 51.1% | 45% |
| 20260916 | $8.90 | $2.58 | 55.3% | 74% |
| 20260915 | $8.95 | $4.22 | 52.7% | 56% |
| 20260914 | $8.60 | $3.65 | 51.6% | 49% |
| 20260911 | $8.90 | $4.20 | 50.0% | 38% |
| 20260910 | $9.35 | $4.83 | 52.1% | 52% |
| 20260909 | $8.70 | $5.35 | 47.5% | 21% |
| 20260908 | $9.20 | $5.08 | 49.1% | 32% |
| 20260904 | $9.00 | $4.80 | 47.1% | 19% |
| 20260903 | $9.50 | $5.38 | 47.9% | 24% |
| 20260902 | $6.18 | $6.18 | 48.7% | 29% |
| 20260901 | $6.20 | $6.20 | 47.2% | 19% |
| 20260831 | $5.72 | $5.72 | 46.1% | 12% |
| 20260828 | $6.50 | $6.50 | 46.8% | 16% |
| 20260827 | $6.28 | $6.28 | 47.3% | 20% |
| 20260826 | $6.42 | $6.42 | 48.3% | 27% |
| 20260825 | $6.30 | $6.30 | 46.7% | 16% |
| 20260824 | $6.65 | $6.65 | 48.7% | 29% |
| 20260821 | $7.15 | $1.62 | 47.4% | 20% |
| 20260820 | $7.38 | $3.00 | 47.2% | 19% |
| 20260819 | $7.45 | $2.67 | 46.7% | 15% |
| 20260818 | $7.70 | $2.75 | 46.9% | 17% |
| 20260817 | $7.80 | $4.10 | 47.6% | 22% |
| 20260814 | $7.98 | $4.30 | 49.3% | 30% |
| 20260813 | $8.00 | $3.30 | 48.6% | 22% |
| 20260812 | $8.45 | $5.05 | 50.9% | 34% |
| 20260811 | $9.30 | $5.30 | 54.8% | 54% |
| 20260810 | $7.65 | $5.30 | 50.2% | 31% |
| 20260807 | — | — | 51.6% | 36% |
| 20260806 | $8.75 | $5.03 | 54.7% | 50% |
| 20260805 | $4.47 | $4.47 | 52.2% | 38% |
| 20260804 | $4.92 | $4.92 | 50.0% | 27% |
| 20260803 | $5.93 | $5.93 | 52.3% | 39% |
| 20260731 | $5.70 | $5.70 | 50.6% | 31% |
| 20260730 | $5.97 | $5.97 | 52.7% | 41% |
More on DIG
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.