RWM · Expected Move

ProShares Short Russell2000 · ETF

The expected move for RWM 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).

RWM 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 RWM Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.82
30-Day ATM IV
21.7%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to RWM'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.
RWM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.82 $0.82 21.7% 3%
20261021 $0.80 $0.80 41.4% 29%
20261020 $0.80 $0.80 21.0% 3%
20261019 $0.75 $0.75 22.2% 4%
20261016 $0.77 $0.30 21.1% 3%
20261015 $0.78 $0.35 19.1% 0%
20261014 $0.77 $0.40 20.4% 2%
20261013 $0.80 $0.40 — —
20261012 $3.12 $0.47 — —
20261009 $0.90 $0.60 19.9% 1%
20261008 $2.12 $0.55 23.7% 6%
20261007 $1.05 $1.23 25.3% 8%
20261006 $0.73 $0.75 21.6% 3%
20261005 $0.82 $2.45 34.5% 20%
20261002 $0.72 $0.72 26.1% 9%
20261001 $0.82 $0.82 25.4% 8%
20260930 $0.70 $0.70 24.5% 7%
20260929 $0.68 $0.68 21.9% 4%
20260928 $0.60 $0.60 20.3% 2%
20260925 $2.80 $2.80 22.2% 4%
20260924 $0.55 $0.55 20.5% 2%
20260923 $0.65 $0.65 25.0% 8%
20260922 $0.68 $0.68 20.5% 2%
20260921 $0.68 $0.68 22.3% 4%
20260918 $0.72 $0.40 23.1% 5%
20260917 $0.78 $0.23 24.9% 8%
20260916 $0.57 $0.43 19.0% 0%
20260915 $0.70 $0.55 21.8% 1%
20260914 $2.42 $0.53 — —
20260911 $0.77 $0.38 23.3% 3%
20260910 $0.75 $0.45 22.4% 2%
20260909 $1.48 $0.50 21.8% 1%
20260908 $0.80 $0.50 23.0% 3%
20260904 $0.85 $0.53 27.7% 9%
20260903 $0.90 $0.50 27.1% 8%
20260902 $0.48 $0.48 24.5% 5%
20260901 $0.53 $0.53 28.8% 11%
20260831 $0.80 $0.80 32.5% 15%
20260828 $0.67 $0.67 29.5% 11%
20260827 $0.70 $0.70 33.0% 16%
20260826 $0.93 $0.93 28.4% 10%
20260825 $0.85 $0.85 26.8% 8%
20260824 $0.75 $0.75 30.1% 12%
20260821 $0.75 $0.55 25.8% 7%
20260820 $1.35 $0.68 28.3% 10%
20260819 $0.70 $1.25 25.1% 6%
20260818 $7.92 $1.27 24.2% 4%
20260817 $0.68 $0.50 29.3% 11%
20260814 $2.42 $0.40 26.5% 8%
20260813 $0.80 $0.48 25.1% 6%
20260812 $2.00 $2.75 — —
20260811 $0.80 $1.73 25.7% 6%
20260810 $1.07 $0.80 27.9% 9%
20260807 — — 24.5% 5%
20260806 $1.30 $0.80 — —
20260805 $0.85 $0.85 28.6% 10%
20260804 $0.75 $0.75 22.0% 2%
20260803 $0.57 $0.57 26.0% 7%
20260731 $0.73 $0.73 26.7% 8%
20260730 $0.65 $0.65 25.3% 6%

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.