LTL · Expected Move

ProShares Ultra Communication Services · ETF

The expected move for LTL 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).

LTL 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 LTL Expected Move
30-Day Straddle
$1.32
7-Day Straddle
$1.32
Avg IV
58.0%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to LTL'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.
LTL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $1.32 $1.32 58.0% 45%
20261001 $3.08 $3.08 65.4% 58%
20260930 $3.23 $3.23 56.2% 42%
20260929 $1.45 $1.45 48.3% 28%
20260928 $1.40 $1.40 66.7% 60%
20260925 $3.38 $3.38 55.5% 41%
20260924 $3.70 $3.70 57.6% 44%
20260923 $1.57 $1.57 48.2% 28%
20260922 $1.77 $1.77 44.2% 21%
20260921 $1.67 $1.67 51.1% 33%
20260918 $1.77 $3.02 51.4% 34%
20260917 $1.82 $1.18 39.6% 14%
20260916 $1.85 $0.82 45.3% 23%
20260915 $1.95 $0.62 42.8% 19%
20260914 $1.82 $3.15 43.3% 20%
20260911 $2.17 $0.88 45.0% 23%
20260910 $1.95 $1.40 50.4% 32%
20260909 $2.17 $1.15 37.5% 10%
20260908 $1.98 $1.70 31.6% 0%
20260904 $2.00 $1.25 42.4% 15%
20260903 $2.10 $1.20 40.0% 11%
20260902 $1.20 $1.20 67.8% 60%
20260901 $1.42 $1.42 53.5% 35%
20260831 $1.40 $1.40 54.3% 36%
20260828 $1.43 $1.43 47.5% 24%
20260827 $1.57 $1.57 61.0% 48%
20260826 $1.65 $1.65 51.9% 32%
20260825 $1.67 $1.67 39.8% 11%
20260824 $1.72 $1.72 54.1% 36%
20260821 $1.77 $3.00 47.5% 24%
20260820 $1.90 $1.10 44.9% 20%
20260819 $2.03 $1.00 34.1% 1%
20260818 $1.85 $1.23 45.0% 20%
20260817 $1.83 $1.08 47.8% 25%
20260814 $1.98 $0.75 33.9% 0%
20260813 $2.05 $0.88 33.8% 0%
20260812 $2.15 $1.30 53.5% 30%
20260811 $2.08 $1.45 41.6% 8%
20260810 $2.15 $1.27 46.1% 16%
20260806 $2.30 $1.50 44.9% 14%
20260805 $1.57 $1.57 77.0% 75%
20260804 $1.62 $1.62 68.7% 59%
20260803 $1.62 $1.62 70.1% 62%
20260731 $1.58 $1.58 68.2% 58%
20260730 $1.67 $1.67 73.0% 67%
20260729 $2.33 $2.33 61.0% 45%
20260728 $1.95 $1.95 67.4% 57%
20260727 $1.88 $1.88 61.0% 44%
20260724 $2.08 $2.08 61.3% 45%
20260723 $1.93 $1.93 63.8% 50%
20260722 $1.92 $1.92 57.9% 39%
20260721 $2.00 $2.00 56.5% 36%
20260720 $2.17 $2.17 51.3% 26%
20260716 $2.23 $3.30 52.5% 28%
20260715 $2.27 $1.20 52.8% 29%
20260714 $2.33 $1.23 52.1% 28%
20260713 $2.45 $1.30 48.2% 20%
20260710 $2.45 $1.30 48.3% 20%
20260709 $2.30 $1.48 52.7% 29%

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.