ISPY · Expected Move
ProShares S&P 500 High Income ETF · ETF
The expected move for ISPY 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).
ISPY 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 ISPY Expected Move
30-Day Straddle
$1.55
7-Day Straddle
$1.55
30-Day ATM IV
18.0%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to ISPY'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.
ISPY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.55 | $1.55 | 18.0% | 34% |
| 20261021 | $1.45 | $1.45 | 16.2% | 27% |
| 20261020 | $1.48 | $1.48 | 18.0% | 34% |
| 20261019 | $1.52 | $1.52 | 17.9% | 34% |
| 20261016 | $1.48 | $2.67 | 16.7% | 29% |
| 20261015 | $1.52 | $0.95 | 16.3% | 27% |
| 20261014 | $1.52 | $1.02 | 16.6% | 28% |
| 20261013 | $4.90 | $3.15 | 14.0% | 18% |
| 20261012 | $1.62 | $4.90 | 13.9% | 17% |
| 20261009 | $1.67 | $3.15 | 14.1% | 18% |
| 20261008 | $1.68 | $1.18 | 17.8% | 33% |
| 20261007 | $1.80 | $1.30 | 15.1% | 22% |
| 20261006 | $3.40 | $3.15 | 12.7% | 12% |
| 20261005 | $1.68 | $1.25 | 15.3% | 23% |
| 20261002 | $1.30 | $1.30 | 17.9% | 34% |
| 20261001 | $1.35 | $1.35 | 16.5% | 28% |
| 20260930 | $4.90 | $4.90 | 15.4% | 24% |
| 20260929 | $1.32 | $1.32 | 15.6% | 24% |
| 20260928 | $1.33 | $1.33 | 14.5% | 20% |
| 20260925 | $1.38 | $1.38 | 15.0% | 22% |
| 20260924 | $1.35 | $1.35 | 16.2% | 27% |
| 20260923 | $1.30 | $1.30 | 15.6% | 24% |
| 20260922 | $1.48 | $1.48 | 14.1% | 18% |
| 20260921 | $1.48 | $1.48 | 16.5% | 28% |
| 20260918 | $1.45 | $4.00 | 16.2% | 27% |
| 20260917 | $1.48 | $1.02 | 16.0% | 26% |
| 20260916 | $1.45 | $0.97 | 14.1% | 18% |
| 20260915 | $1.52 | $1.15 | 14.4% | 19% |
| 20260914 | $1.50 | $3.00 | 14.8% | 21% |
| 20260911 | $1.38 | $0.95 | 15.8% | 25% |
| 20260910 | $1.65 | $1.25 | 18.5% | 36% |
| 20260909 | $1.60 | $1.23 | 19.1% | 39% |
| 20260908 | $1.62 | $1.27 | 16.9% | 29% |
| 20260904 | $3.38 | $3.25 | 9.7% | 0% |
| 20260903 | $1.62 | $1.00 | 13.1% | 0% |
| 20260902 | $3.08 | $3.08 | 23.1% | 40% |
| 20260901 | $1.35 | $1.35 | 22.6% | 37% |
| 20260831 | $2.82 | $2.82 | 16.7% | 5% |
| 20260828 | $1.25 | $1.25 | 16.5% | 3% |
| 20260827 | $1.43 | $1.43 | 15.9% | 0% |
| 20260826 | $4.80 | $4.80 | 20.5% | 26% |
| 20260825 | $1.45 | $1.45 | 20.9% | 28% |
| 20260824 | $1.48 | $1.48 | 22.3% | 35% |
| 20260821 | $1.50 | $2.17 | 20.7% | 26% |
| 20260820 | $1.48 | $1.10 | 24.4% | 47% |
| 20260819 | $1.48 | $1.07 | 23.9% | 44% |
| 20260818 | $1.62 | $1.18 | 26.1% | 56% |
| 20260817 | $1.48 | $1.05 | 23.3% | 41% |
| 20260814 | $1.58 | $1.15 | 20.3% | 24% |
| 20260813 | $1.50 | $1.08 | 19.1% | 18% |
| 20260812 | $1.57 | $1.12 | 20.9% | 28% |
| 20260811 | $2.08 | $0.82 | 21.1% | 29% |
| 20260810 | $2.70 | $2.15 | 27.0% | 61% |
| 20260807 | — | — | 25.6% | 54% |
| 20260806 | $4.80 | $4.80 | 25.9% | 50% |
| 20260805 | $2.28 | $2.28 | 26.2% | 52% |
| 20260804 | $2.17 | $2.17 | 25.3% | 47% |
| 20260803 | $2.28 | $2.28 | 28.0% | 60% |
| 20260731 | $2.17 | $2.17 | 24.0% | 41% |
| 20260730 | $2.20 | $2.20 | 22.7% | 34% |
More on ISPY
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.