EUM · Expected Move
ProShares Trust Short MSCI Emerging Markets · ETF
The expected move for EUM 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).
EUM 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 EUM Expected Move
30-Day Straddle
$5.47
7-Day Straddle
$2.80
30-Day ATM IV
235.5%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to EUM'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.
EUM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $5.47 | $2.80 | 235.5% | 75% |
| 20261008 | $4.90 | $4.90 | 240.6% | 77% |
| 20261007 | $0.80 | $0.62 | 106.7% | 29% |
| 20261006 | $5.45 | $0.60 | 143.1% | 42% |
| 20261005 | $1.38 | $5.28 | 200.7% | 63% |
| 20261002 | $3.28 | $3.28 | 157.8% | 48% |
| 20261001 | $7.55 | $7.55 | 124.0% | 36% |
| 20260930 | $0.72 | $0.72 | 259.1% | 83% |
| 20260929 | $0.68 | $0.68 | 152.9% | 46% |
| 20260928 | $4.80 | $4.80 | 101.4% | 28% |
| 20260925 | $4.80 | $4.80 | 279.1% | 90% |
| 20260924 | $0.72 | $0.72 | 84.4% | 22% |
| 20260923 | $0.70 | $0.70 | 145.8% | 43% |
| 20260922 | $10.12 | $10.12 | 289.3% | 94% |
| 20260921 | $4.80 | $4.80 | 180.3% | 56% |
| 20260918 | $0.70 | $2.48 | 55.1% | 11% |
| 20260917 | $4.80 | $4.80 | 306.3% | 100% |
| 20260916 | $4.80 | $4.80 | 297.3% | 100% |
| 20260915 | $4.80 | $4.80 | 291.8% | 100% |
| 20260914 | $4.80 | $4.80 | 288.5% | 100% |
| 20260911 | $5.40 | $5.30 | 167.7% | 55% |
| 20260910 | $4.80 | $4.80 | 287.3% | 100% |
| 20260909 | $10.28 | $5.35 | 171.2% | 68% |
| 20260908 | $4.80 | $4.80 | — | — |
| 20260904 | $5.38 | $5.55 | 242.2% | 100% |
| 20260903 | $3.30 | $5.30 | 99.7% | 36% |
| 20260902 | $0.57 | $0.57 | 31.5% | 4% |
| 20260901 | $3.40 | $3.40 | — | — |
| 20260831 | $4.80 | $4.80 | 238.1% | 100% |
| 20260828 | $1.25 | $1.25 | 97.0% | 35% |
| 20260827 | $4.80 | $4.80 | 220.4% | 94% |
| 20260826 | $4.80 | $4.80 | 214.2% | 91% |
| 20260825 | $4.80 | $4.80 | 209.7% | 89% |
| 20260824 | $4.80 | $4.80 | 200.7% | 85% |
| 20260821 | $4.80 | $4.80 | 187.3% | 78% |
| 20260820 | $4.80 | $4.80 | 179.7% | 75% |
| 20260819 | $3.00 | $2.50 | 26.2% | 2% |
| 20260818 | $4.80 | $4.80 | — | — |
| 20260817 | $2.00 | $2.65 | 106.5% | 40% |
| 20260814 | $2.42 | $1.25 | 174.1% | 72% |
| 20260813 | $1.48 | $2.25 | 91.1% | 32% |
| 20260812 | $3.40 | $1.25 | 97.2% | 35% |
| 20260811 | $1.18 | $2.80 | 51.0% | 13% |
| 20260810 | $4.80 | $2.42 | 89.2% | 32% |
| 20260807 | — | — | 62.2% | 19% |
| 20260806 | $3.00 | $3.15 | 108.6% | 41% |
| 20260805 | $4.80 | $4.80 | 159.5% | 65% |
| 20260804 | $4.80 | $4.80 | 159.3% | 65% |
| 20260803 | $4.80 | $4.80 | 161.9% | 66% |
| 20260731 | $3.15 | $3.15 | 105.7% | 39% |
| 20260730 | $4.80 | $4.80 | 154.7% | 63% |
| 20260729 | $4.80 | $4.80 | 107.5% | 40% |
| 20260728 | $4.53 | $4.53 | 35.8% | 6% |
| 20260727 | $4.80 | $4.80 | 150.4% | 61% |
| 20260724 | $4.80 | $4.80 | 145.5% | 58% |
| 20260723 | $7.43 | $7.43 | 36.3% | 6% |
| 20260722 | $1.45 | $1.45 | 44.3% | 10% |
| 20260721 | $4.80 | $4.80 | 51.5% | 14% |
| 20260720 | $4.80 | $4.80 | 85.7% | 30% |
| 20260716 | $4.80 | $2.65 | 131.8% | 52% |
More on EUM
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.