ITWO · Expected Move
ProShares Russell 2000 High Income ETF · ETF
The expected move for ITWO 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).
ITWO 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 ITWO Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$1.73
30-Day ATM IV
20.1%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to ITWO'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.
ITWO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.73 | $1.73 | 20.1% | 9% |
| 20261023 | $1.95 | $1.95 | 20.8% | 11% |
| 20261022 | $1.92 | $1.92 | 20.3% | 9% |
| 20261021 | $1.80 | $1.80 | 19.3% | 6% |
| 20261020 | $1.93 | $1.93 | 19.6% | 7% |
| 20261019 | $1.77 | $1.77 | 17.9% | 2% |
| 20261016 | $1.90 | $5.00 | 18.3% | 3% |
| 20261015 | $1.93 | $0.95 | 18.7% | 4% |
| 20261014 | $1.97 | $3.00 | 18.5% | 4% |
| 20261013 | $1.95 | $1.05 | 19.7% | 8% |
| 20261012 | $1.92 | $3.00 | 18.8% | 5% |
| 20261009 | $2.10 | $3.08 | 23.7% | 20% |
| 20261008 | $2.15 | $1.20 | 19.2% | 6% |
| 20261007 | $2.20 | $1.23 | 19.9% | 8% |
| 20261006 | $2.27 | $3.33 | 27.1% | 30% |
| 20261005 | $2.25 | $1.25 | 19.3% | 6% |
| 20261002 | $1.40 | $1.40 | 20.4% | 9% |
| 20261001 | $1.38 | $1.38 | 20.0% | 9% |
| 20260930 | $3.25 | $3.25 | 19.0% | 5% |
| 20260929 | $1.45 | $1.45 | 19.7% | 7% |
| 20260928 | $1.52 | $1.52 | 18.7% | 4% |
| 20260925 | $1.67 | $1.67 | 26.1% | 25% |
| 20260924 | $1.65 | $1.65 | 19.4% | 6% |
| 20260923 | $1.50 | $1.50 | 18.0% | 2% |
| 20260922 | $3.45 | $3.45 | 17.2% | 0% |
| 20260921 | $1.62 | $1.62 | 18.7% | 4% |
| 20260918 | $1.65 | $5.00 | 19.8% | 7% |
| 20260917 | $1.75 | $1.07 | 18.1% | 2% |
| 20260916 | $1.75 | $0.90 | 17.4% | 0% |
| 20260915 | $1.90 | $1.25 | 18.6% | 3% |
| 20260914 | $1.95 | $1.25 | 17.4% | 0% |
| 20260911 | $2.17 | $1.30 | 20.5% | 8% |
| 20260910 | $2.15 | $1.48 | 21.9% | 12% |
| 20260909 | $2.20 | $1.30 | 20.1% | 7% |
| 20260908 | $2.08 | $1.42 | 19.1% | 4% |
| 20260904 | $2.05 | $1.38 | 18.6% | 3% |
| 20260903 | $2.15 | $1.48 | 18.3% | 2% |
| 20260902 | $1.43 | $1.43 | 19.0% | 4% |
| 20260901 | $3.25 | $3.25 | 20.0% | 7% |
| 20260831 | $1.52 | $1.52 | 19.1% | 4% |
| 20260828 | $1.50 | $1.50 | 26.2% | 25% |
| 20260827 | $1.55 | $1.55 | 25.0% | 21% |
| 20260826 | $1.65 | $1.65 | 27.0% | 27% |
| 20260825 | $1.70 | $1.70 | 27.4% | 28% |
| 20260824 | $1.73 | $1.73 | 31.1% | 38% |
| 20260821 | $1.73 | $3.20 | 26.3% | 25% |
| 20260820 | $1.70 | $0.97 | 31.8% | 40% |
| 20260819 | $1.75 | $1.07 | 23.6% | 17% |
| 20260818 | $1.98 | $1.05 | 27.4% | 28% |
| 20260817 | $1.82 | $1.08 | 17.6% | 0% |
| 20260814 | $1.83 | $1.10 | 20.1% | 0% |
| 20260813 | $1.98 | $1.15 | 22.1% | 0% |
| 20260812 | $2.02 | $1.18 | 33.5% | 15% |
| 20260811 | $2.20 | $1.35 | 34.3% | 18% |
| 20260810 | $3.20 | $2.35 | 46.9% | 65% |
| 20260807 | — | — | 44.9% | 58% |
| 20260806 | $4.25 | $2.52 | 46.6% | 64% |
| 20260805 | $2.52 | $2.52 | 46.5% | 64% |
| 20260804 | $2.48 | $2.48 | 44.2% | 55% |
| 20260803 | $2.40 | $2.40 | 49.2% | 74% |
More on ITWO
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.