EPV · Expected Move

ProShares UltraShort FTSE Europe · ETF

The expected move for EPV 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).

EPV straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current EPV Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
Avg IV
114.1%
IV Rank
95%
Implied one-standard-deviation move through the next 30 days. Compare to EPV'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.
EPV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $1.05 $1.05 114.1% 95%
20261001 $10.53 $10.53 98.4% 74%
20260930 $1.60 $1.60 101.9% 79%
20260929 $8.55 $8.55 92.0% 66%
20260928 $1.50 $1.50 99.2% 75%
20260925 $2.62 $2.62 101.4% 78%
20260924 $8.28 $8.28 86.8% 59%
20260923 $1.38 $1.38 88.2% 61%
20260922 $8.10 $8.10 90.7% 64%
20260921 $1.10 $1.10 89.8% 63%
20260918 $2.12 $1.25 84.1% 56%
20260917 $1.02 $0.72 80.3% 51%
20260916 $1.02 $0.65 90.4% 64%
20260915 $2.27 $1.62 81.1% 52%
20260914 $2.62 $4.00 79.9% 50%
20260911 $2.00 $1.15 77.9% 48%
20260910 $1.17 $2.90 76.5% 46%
20260909 $1.75 $1.55 80.6% 51%
20260908 $1.27 $0.72 77.5% 44%
20260904 $1.95 $3.00 65.4% 29%
20260903 $1.50 $0.80 70.3% 36%
20260902 $1.43 $1.43 90.1% 60%
20260901 $1.75 $1.75 90.7% 60%
20260831 $0.85 $0.85 89.0% 58%
20260828 $1.05 $1.05 90.8% 61%
20260827 $0.95 $0.95 82.5% 50%
20260826 $1.05 $1.05 75.0% 41%
20260825 $1.00 $1.00 64.8% 29%
20260824 $1.68 $1.68 72.4% 38%
20260821 $1.58 $1.57 53.3% 15%
20260820 $1.15 $1.25 61.8% 25%
20260819 $1.10 $0.75 66.9% 31%
20260818 $1.95 $0.88 58.0% 20%
20260817 $1.10 $0.75 59.5% 22%
20260814 $1.15 $11.00 58.0% 20%
20260813 $1.20 $1.55 57.7% 20%
20260812 $1.10 $7.85 57.8% 20%
20260811 $1.10 $4.90 59.2% 22%
20260810 $1.00 $1.35 58.3% 21%
20260806 $2.00 $1.35 54.1% 16%
20260805 $0.97 $0.97 72.0% 38%
20260804 $1.88 $1.88 93.3% 64%
20260803 $1.55 $1.55 87.1% 56%
20260731 $1.60 $1.60 70.1% 35%
20260730 $1.62 $1.62 89.8% 59%
20260729 $1.55 $1.55 83.8% 52%
20260728 $2.60 $2.60 87.1% 56%
20260727 $2.15 $2.15 62.9% 26%
20260724 $3.17 $3.17 65.3% 29%
20260723 $1.85 $1.85 41.3% 0%
20260722 $2.00 $2.00 55.9% 12%
20260721 $0.92 $0.92 46.6% 0%
20260720 $1.68 $1.68 57.6% 0%
20260716 $1.48 $0.77 66.9% 14%
20260715 $2.35 $1.68 66.8% 14%
20260714 $2.25 $4.40 60.5% 5%
20260713 $3.67 $1.45 78.6% 32%
20260710 $2.33 $10.50 62.0% 7%
20260709 $2.45 $4.55 57.4% 0%

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.