FXP · Expected Move
ProShares UltraShort FTSE China 50 of ProShares Trust · ETF
The expected move for FXP 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).
FXP straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current FXP Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
Avg IV
73.4%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to FXP'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.
FXP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.38 | $1.38 | 73.4% | 13% |
| 20261001 | $1.42 | $1.42 | 94.4% | 26% |
| 20260930 | $1.52 | $1.52 | 66.9% | 9% |
| 20260929 | $1.57 | $1.57 | 74.0% | 14% |
| 20260928 | $1.60 | $1.60 | 70.4% | 11% |
| 20260925 | $1.67 | $1.67 | 59.6% | 5% |
| 20260924 | $1.80 | $1.80 | 59.1% | 4% |
| 20260923 | $1.75 | $1.75 | 59.5% | 5% |
| 20260922 | $2.17 | $2.17 | 71.9% | 12% |
| 20260921 | $2.10 | $2.10 | 65.2% | 8% |
| 20260918 | $1.98 | $0.82 | 56.3% | 3% |
| 20260917 | $2.02 | $0.75 | 59.3% | 5% |
| 20260916 | $2.08 | $0.80 | 60.7% | 5% |
| 20260915 | $2.27 | $1.45 | 55.3% | 2% |
| 20260914 | $2.27 | $0.82 | 56.4% | 3% |
| 20260911 | $2.12 | $1.00 | 56.1% | 3% |
| 20260910 | $2.23 | $1.10 | 62.1% | 6% |
| 20260909 | $2.25 | $1.20 | 57.7% | 4% |
| 20260908 | $2.30 | $1.18 | 58.0% | 4% |
| 20260904 | $2.17 | $1.10 | 60.5% | 5% |
| 20260903 | $2.22 | $1.17 | 51.9% | 0% |
| 20260902 | $1.27 | $1.27 | 127.1% | 44% |
| 20260901 | $1.45 | $1.45 | 106.6% | 31% |
| 20260831 | $1.32 | $1.32 | 88.8% | 20% |
| 20260828 | $1.60 | $1.60 | 80.4% | 14% |
| 20260827 | $1.70 | $1.70 | 73.7% | 10% |
| 20260826 | $1.62 | $1.62 | 95.1% | 24% |
| 20260825 | $1.90 | $1.90 | 85.2% | 17% |
| 20260824 | $1.75 | $1.75 | 91.7% | 21% |
| 20260821 | $1.68 | $0.90 | 88.6% | 19% |
| 20260820 | $1.93 | $0.73 | 93.2% | 22% |
| 20260819 | $2.38 | $1.42 | 94.6% | 23% |
| 20260818 | $2.62 | $1.05 | 70.1% | 8% |
| 20260817 | $2.60 | $2.08 | 68.2% | 6% |
| 20260814 | $2.62 | $1.95 | 72.3% | 9% |
| 20260813 | $2.50 | $1.40 | 68.6% | 7% |
| 20260812 | $2.80 | $2.15 | 65.3% | 5% |
| 20260811 | $2.08 | $2.12 | 79.2% | 13% |
| 20260810 | $1.70 | $1.60 | 84.8% | 17% |
| 20260806 | $2.48 | $1.68 | 84.2% | 17% |
| 20260805 | $2.10 | $2.10 | 102.5% | 28% |
| 20260804 | $2.02 | $2.02 | 105.4% | 30% |
| 20260803 | $2.30 | $2.30 | 98.1% | 26% |
| 20260731 | $2.10 | $2.10 | 95.6% | 24% |
| 20260730 | $1.67 | $1.67 | 95.5% | 24% |
| 20260729 | $2.85 | $2.85 | 85.4% | 17% |
| 20260728 | $2.08 | $2.08 | 87.2% | 19% |
| 20260727 | $2.47 | $2.47 | 74.0% | 10% |
| 20260724 | $3.03 | $3.03 | 79.2% | 13% |
| 20260723 | $2.53 | $2.53 | 74.9% | 11% |
| 20260722 | $3.42 | $3.42 | 72.8% | 9% |
| 20260721 | $3.00 | $3.00 | 73.1% | 10% |
| 20260720 | $3.05 | $3.05 | 69.7% | 7% |
| 20260716 | $3.35 | $2.08 | 69.8% | 7% |
| 20260715 | $3.27 | $1.80 | 71.0% | 8% |
| 20260714 | $3.10 | $1.52 | 67.1% | 6% |
| 20260713 | $3.83 | $2.12 | 60.7% | 2% |
| 20260710 | $3.38 | $2.02 | 59.0% | 1% |
| 20260709 | $4.00 | $2.70 | 65.9% | 5% |
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.