EETH · Expected Move

ProShares Ether ETF · ETF

The expected move for EETH 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).

EETH straddle price & implied vol

60 sessions

Bars: 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 EETH Expected Move
30-Day Straddle
$3.93
7-Day Straddle
$1.42
30-Day ATM IV
46.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to EETH'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.
EETH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $3.93 $1.42 46.9% 18%
20261008 $4.08 $2.12 49.3% 22%
20261007 $4.68 $1.95 52.3% 26%
20261006 $5.45 $2.73 58.3% 34%
20261005 $4.60 $2.25 47.2% 19%
20261002 $2.38 $2.38 47.4% 19%
20261001 $2.80 $2.80 48.5% 20%
20260930 $2.50 $2.50 47.2% 19%
20260929 $2.25 $2.25 47.2% 19%
20260928 $2.65 $2.65 47.0% 18%
20260925 $3.05 $3.05 — —
20260924 $3.35 $3.35 49.8% 22%
20260923 $3.25 $3.25 49.0% 21%
20260922 $3.40 $3.40 50.0% 22%
20260921 $3.73 $3.73 52.1% 25%
20260918 $3.90 $0.57 54.0% 28%
20260917 $3.20 $1.10 45.7% 16%
20260916 $3.40 $1.35 49.3% 22%
20260915 $3.67 $1.65 52.2% 26%
20260914 $3.88 $1.55 50.9% 24%
20260911 $3.80 $2.20 49.4% 22%
20260910 $3.98 $1.95 51.2% 24%
20260909 $4.08 $1.70 51.3% 24%
20260908 $4.08 $2.25 49.5% 22%
20260904 $4.17 $2.50 47.5% 19%
20260903 $4.25 $2.62 47.1% 18%
20260902 $2.62 $2.62 46.1% 17%
20260901 $2.50 $2.50 44.6% 15%
20260831 $2.58 $2.58 45.6% 16%
20260828 $2.88 $2.88 44.9% 15%
20260827 $3.08 $3.08 48.8% 21%
20260826 $3.25 $3.25 50.8% 24%
20260825 $3.47 $3.47 54.6% 29%
20260824 $3.55 $3.55 55.2% 30%
20260821 $3.75 $0.55 54.0% 28%
20260820 $3.38 $1.27 49.8% 22%
20260819 $2.75 $1.35 39.4% 8%
20260818 $2.40 $1.25 36.1% 3%
20260817 $2.40 $1.55 36.1% 3%
20260814 $2.55 $1.15 35.3% 2%
20260813 $2.58 $1.23 33.8% 0%
20260812 $3.08 $1.65 46.4% 15%
20260811 $3.12 $2.38 48.3% 17%
20260810 $3.33 $1.55 43.4% 10%
20260807 — — 51.6% 22%
20260806 $3.90 $1.75 54.8% 27%
20260805 $2.92 $2.92 53.2% 24%
20260804 $2.60 $2.60 58.4% 32%
20260803 $2.60 $2.60 42.3% 9%
20260731 $3.23 $3.23 54.1% 26%
20260730 $3.17 $3.17 45.8% 14%
20260729 $3.12 $3.12 41.2% 7%
20260728 $3.35 $3.35 53.9% 25%
20260727 $3.05 $3.05 50.7% 21%
20260724 $2.75 $2.75 52.4% 23%
20260723 $3.65 $3.65 62.6% 38%
20260722 $3.35 $3.35 50.2% 20%
20260721 $2.97 $2.97 45.9% 14%
20260720 $3.75 $3.75 61.0% 36%
20260716 $3.67 $2.75 57.5% 31%

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.