PEX · Expected Move

ProShares Global Listed Private Equity ETF · ETF

The expected move for PEX 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).

PEX 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 PEX Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$1.90
30-Day ATM IV
96.8%
IV Rank
97%
Implied one-standard-deviation move through the next 30 days. Compare to PEX'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.
PEX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.10 $1.90 96.8% 97%
20261008 $2.10 $1.75 73.6% 64%
20261007 $2.08 $1.75 99.1% 100%
20261006 $2.17 $3.43 56.0% 46%
20261005 $2.25 $1.90 82.5% 91%
20261002 $1.95 $1.95 80.9% 88%
20261001 $1.95 $1.95 80.7% 88%
20260930 $1.95 $1.95 86.1% 97%
20260929 $1.90 $1.90 81.7% 90%
20260928 $1.88 $1.88 81.9% 90%
20260925 $1.93 $1.93 77.5% 83%
20260924 $1.90 $1.90 81.2% 89%
20260923 $1.90 $1.90 78.5% 84%
20260922 $2.12 $2.12 67.9% 67%
20260921 $3.52 $3.52 67.6% 66%
20260918 $2.15 $3.45 73.6% 76%
20260917 $3.83 $1.88 47.2% 32%
20260916 $2.20 $1.88 70.8% 71%
20260915 $2.30 $2.00 69.5% 69%
20260914 $2.27 $2.00 68.1% 67%
20260911 $2.40 $1.62 67.5% 66%
20260910 $2.38 $2.05 67.4% 66%
20260909 $2.38 $1.95 66.0% 63%
20260908 $2.27 $1.85 64.9% 62%
20260904 $2.38 $1.95 60.7% 55%
20260903 $2.35 $1.95 59.9% 53%
20260902 $1.97 $1.97 62.2% 57%
20260901 $1.98 $1.98 61.5% 56%
20260831 $2.02 $2.02 53.3% 42%
20260828 $2.05 $2.05 52.7% 41%
20260827 $2.08 $2.08 68.1% 67%
20260826 $2.10 $2.10 69.5% 69%
20260825 $2.10 $2.10 45.6% 29%
20260824 $2.05 $2.05 54.5% 44%
20260821 $2.15 $4.00 40.4% 21%
20260820 $2.05 $1.77 45.7% 30%
20260819 $2.08 $1.77 43.7% 26%
20260818 $2.08 $1.80 44.9% 28%
20260817 $2.08 $1.77 44.0% 27%
20260814 $2.20 $1.93 38.6% 18%
20260813 $1.20 $1.00 55.7% 46%
20260812 $1.25 $1.00 43.2% 25%
20260811 $3.17 $1.08 48.1% 34%
20260810 $3.60 $2.05 48.6% 34%
20260806 $3.67 $3.58 51.3% 39%
20260805 $2.02 $2.02 55.6% 46%
20260804 $1.93 $1.93 65.4% 62%
20260803 $2.12 $2.12 71.6% 73%
20260731 $2.20 $2.20 55.7% 46%
20260730 $2.22 $2.22 57.4% 49%
20260729 $2.25 $2.25 60.0% 53%
20260728 $2.17 $2.17 88.0% 100%
20260727 $2.22 $2.22 57.5% 54%
20260724 $2.42 $2.42 60.5% 59%
20260723 $2.35 $2.35 61.1% 60%
20260722 $2.33 $2.33 79.0% 93%
20260721 $2.40 $2.40 77.6% 91%
20260720 $2.38 $2.38 61.0% 60%
20260716 $2.35 $1.52 70.7% 78%
20260715 $2.35 $1.55 70.5% 77%

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.