MZZ · Expected Move

ProShares UltraShort MidCap400 · ETF

The expected move for MZZ 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).

MZZ straddle price & implied vol

60 sessions

Bars: 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 MZZ Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.00
30-Day ATM IV
154.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to MZZ'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.
MZZ Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $0.90 $0.00 154.8% 100%
20261106 $1.73 $0.00 70.3% 46%
20261105 $0.90 $0.00 76.6% 56%
20261104 $0.00 $0.00 62.8% 35%
20261103 $0.00 $0.00 67.7% 42%
20261102 $0.00 $0.00 88.6% 75%
20261030 $0.30 $0.30 70.9% 47%
20261029 $0.00 $0.00 65.6% 39%
20261028 $0.25 $0.25 73.4% 51%
20261027 $0.00 $0.00 77.0% 57%
20261026 $0.00 $0.00 71.8% 49%
20261023 $0.00 $0.00 64.7% 38%
20261022 $0.80 $0.80 66.1% 40%
20261021 $0.00 $0.00 64.0% 36%
20261020 $0.00 $0.00 — —
20261019 $0.00 $0.00 71.3% 48%
20261016 $1.30 $0.65 52.7% 19%
20261015 $1.00 $0.65 45.9% 8%
20261014 $0.90 $0.78 40.5% 0%
20261013 $0.85 $0.78 46.2% 6%
20261012 $0.85 $0.78 54.4% 19%
20261009 $0.90 $0.78 70.0% 44%
20261008 $0.93 $2.95 — —
20261007 $0.97 $0.80 74.5% 51%
20261006 $0.90 $0.68 56.8% 23%
20261005 $0.93 $0.78 56.6% 23%
20261002 $0.83 $0.83 57.8% 30%
20261001 $0.90 $0.90 72.8% 52%
20260930 $0.83 $0.83 75.4% 56%
20260929 $0.78 $0.78 54.4% 24%
20260928 $0.85 $0.85 60.1% 27%
20260925 $0.80 $0.80 59.9% 27%
20260924 $0.85 $0.85 55.0% 21%
20260923 $0.75 $0.75 55.1% 21%
20260922 $0.77 $0.77 59.7% 27%
20260921 $0.80 $0.80 56.8% 23%
20260918 $0.85 $0.70 47.9% 12%
20260917 $0.80 $0.60 66.4% 35%
20260916 $0.85 $0.75 43.0% 6%
20260915 $0.82 $0.73 93.8% 69%
20260914 $0.82 $0.65 93.0% 68%
20260911 $0.82 $0.62 42.4% 5%
20260910 $0.88 $0.60 52.8% 18%
20260909 $0.82 $0.62 47.5% 12%
20260908 $0.85 $1.75 55.1% 21%
20260904 $0.88 $5.00 72.9% 43%
20260903 $0.88 $1.23 73.6% 44%
20260902 $0.55 $0.55 55.5% 21%
20260901 $0.68 $0.68 53.6% 18%
20260831 $0.95 $0.95 55.6% 21%
20260828 $0.50 $0.50 55.2% 20%
20260827 $1.75 $1.75 70.5% 39%
20260826 $0.72 $0.72 63.0% 30%
20260825 $0.53 $0.53 53.9% 19%
20260824 $1.72 $1.72 69.7% 38%
20260821 $0.75 $4.40 65.1% 32%
20260820 $1.18 $0.65 64.2% 31%
20260819 $0.72 $0.70 64.0% 31%
20260818 $0.72 $3.45 70.8% 39%
20260817 $0.78 $0.78 83.8% 54%

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.