EMTY · Expected Move
ProShares Decline of the Retail Store ETF · ETF
The expected move for EMTY 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).
EMTY 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 EMTY Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$1.98
30-Day ATM IV
36.0%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to EMTY'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.
EMTY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.50 | $1.98 | 36.0% | 25% |
| 20261008 | $2.45 | $1.95 | 74.5% | 87% |
| 20261007 | $2.62 | $2.15 | 73.0% | 85% |
| 20261006 | $2.67 | $2.15 | 74.3% | 87% |
| 20261005 | $2.77 | $2.12 | 73.5% | 86% |
| 20261002 | $2.15 | $2.15 | 75.7% | 85% |
| 20261001 | $2.15 | $2.15 | 76.5% | 86% |
| 20260930 | $2.10 | $2.10 | 77.1% | 84% |
| 20260929 | $2.20 | $2.20 | 78.9% | 86% |
| 20260928 | $2.17 | $2.17 | 81.2% | 89% |
| 20260925 | $2.23 | $2.23 | 82.5% | 91% |
| 20260924 | $2.20 | $2.20 | 82.2% | 91% |
| 20260923 | $2.20 | $2.20 | 82.4% | 91% |
| 20260922 | $2.38 | $2.38 | 67.4% | 69% |
| 20260921 | $2.22 | $2.22 | 44.3% | 35% |
| 20260918 | $2.22 | $5.00 | 44.6% | 36% |
| 20260917 | $2.30 | $1.88 | 63.3% | 63% |
| 20260916 | $2.20 | $1.90 | 64.1% | 64% |
| 20260915 | $2.28 | $1.92 | 37.5% | 25% |
| 20260914 | $2.27 | $1.90 | 41.3% | 31% |
| 20260911 | $2.45 | $2.08 | 40.5% | 30% |
| 20260910 | $2.40 | $2.05 | 43.2% | 34% |
| 20260909 | $2.40 | $2.02 | 40.8% | 30% |
| 20260908 | $2.50 | $2.12 | 42.6% | 33% |
| 20260904 | $2.50 | $2.10 | 42.7% | 33% |
| 20260903 | $2.52 | $2.08 | 41.9% | 32% |
| 20260902 | $2.15 | $2.15 | 41.5% | 31% |
| 20260901 | $2.17 | $2.17 | 41.2% | 31% |
| 20260831 | $2.15 | $2.15 | 38.6% | 27% |
| 20260828 | $2.12 | $2.12 | 37.9% | 26% |
| 20260827 | $2.20 | $2.20 | 38.5% | 27% |
| 20260826 | $2.17 | $2.17 | 41.5% | 31% |
| 20260825 | $2.22 | $2.22 | 42.5% | 33% |
| 20260824 | $2.20 | $2.20 | 58.1% | 56% |
| 20260821 | $2.23 | $3.60 | 46.4% | 38% |
| 20260820 | $2.12 | $1.75 | 35.8% | 23% |
| 20260819 | $2.20 | $1.90 | 58.6% | 56% |
| 20260818 | $2.25 | $2.00 | 51.0% | 45% |
| 20260817 | $2.22 | $1.92 | 46.2% | 38% |
| 20260814 | $2.28 | $1.95 | 57.4% | 55% |
| 20260813 | $2.23 | $1.88 | 65.1% | 66% |
| 20260812 | $2.27 | $1.90 | 62.7% | 62% |
| 20260811 | $2.27 | $1.92 | 65.1% | 66% |
| 20260810 | $2.55 | $2.05 | 59.4% | 57% |
| 20260807 | — | — | 60.0% | 39% |
| 20260806 | $2.62 | $2.12 | 59.0% | 38% |
| 20260805 | $2.08 | $2.08 | 58.0% | 37% |
| 20260804 | $2.10 | $2.10 | 56.0% | 32% |
| 20260803 | $2.12 | $2.12 | 57.8% | 34% |
| 20260731 | $2.35 | $2.35 | 40.6% | 17% |
| 20260730 | $2.33 | $2.33 | 42.0% | 18% |
| 20260729 | $2.33 | $2.33 | 45.8% | 20% |
| 20260728 | $2.25 | $2.25 | 42.9% | 18% |
| 20260727 | $2.27 | $2.27 | 33.4% | 11% |
| 20260724 | $2.50 | $2.50 | 30.4% | 8% |
| 20260723 | $2.45 | $2.45 | 31.3% | 9% |
| 20260722 | $2.42 | $2.42 | 29.2% | 7% |
| 20260721 | $2.42 | $2.42 | 28.7% | 7% |
| 20260720 | $2.50 | $2.50 | 28.4% | 6% |
| 20260716 | $2.50 | $1.82 | 29.7% | 8% |
More on EMTY
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.