OND · Expected Move

ProShares On-Demand ETF · ETF

The expected move for OND 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).

OND 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 OND Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$6.17
30-Day ATM IV
69.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to OND'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.
OND Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $6.20 $6.17 69.1% 100%
20261008 $2.45 $2.35 50.8% 66%
20261007 $2.55 $2.50 27.8% 18%
20261006 $10.00 $10.00 58.7% 83%
20261005 $6.30 $6.28 61.0% 88%
20261002 $6.22 $6.22 — —
20261001 $2.58 $2.58 25.9% 14%
20260930 $10.00 $10.00 26.0% 15%
20260929 $6.28 $6.28 28.8% 20%
20260928 $1.55 $1.55 24.3% 11%
20260925 $1.55 $1.55 24.9% 12%
20260924 $1.57 $1.57 31.5% 26%
20260923 $1.57 $1.57 30.2% 23%
20260922 $1.65 $1.65 27.1% 17%
20260921 $1.67 $1.67 27.7% 18%
20260918 $1.73 $9.50 21.8% 6%
20260917 $1.68 $1.12 21.7% 6%
20260916 $1.65 $1.12 20.4% 3%
20260915 $1.77 $1.27 27.4% 18%
20260914 $1.70 $1.20 29.2% 21%
20260911 $1.77 $1.33 27.3% 17%
20260910 $1.90 $1.35 25.1% 13%
20260909 $1.85 $1.38 25.1% 13%
20260908 $2.05 $1.42 24.5% 11%
20260904 $1.92 $1.45 23.2% 9%
20260903 $1.95 $1.42 23.1% 9%
20260902 $1.45 $1.45 24.4% 11%
20260901 $1.52 $1.52 23.9% 10%
20260831 $1.52 $1.52 23.6% 10%
20260828 $1.60 $1.60 22.6% 7%
20260827 $1.58 $1.58 22.1% 6%
20260826 $1.57 $1.57 22.1% 6%
20260825 $1.60 $1.60 21.9% 6%
20260824 $1.60 $1.60 21.5% 5%
20260821 $1.77 $5.15 20.7% 4%
20260820 $1.68 $1.08 19.2% 0%
20260819 $1.65 $1.10 19.0% 0%
20260818 $1.70 $1.20 21.1% 2%
20260817 $1.83 $1.20 20.2% 0%
20260814 $1.68 $1.10 23.0% 6%
20260813 $1.80 $1.30 22.2% 4%
20260812 $1.80 $1.23 20.2% 0%
20260811 $2.33 $1.35 25.7% 10%
20260810 $2.00 $1.15 21.7% 2%
20260807 — — 21.0% 0%
20260806 $2.12 $1.25 21.9% 2%
20260805 $1.32 $1.32 22.0% 2%
20260804 $1.33 $1.33 22.1% 3%
20260803 $1.45 $1.45 23.0% 5%
20260731 $1.55 $1.55 22.2% 3%
20260730 $1.55 $1.55 22.9% 4%
20260729 $1.77 $1.77 25.1% 9%
20260728 $1.77 $1.77 23.3% 5%
20260727 $1.62 $1.62 22.8% 4%
20260724 $1.68 $1.68 23.1% 5%
20260723 $1.77 $1.77 24.0% 7%
20260722 $1.80 $1.80 25.1% 9%
20260721 $1.75 $1.75 21.6% 1%
20260720 $1.73 $1.73 21.1% 0%
20260716 $1.90 $0.70 21.8% 2%

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.