SAA · Expected Move
ProShares Ulta SmallCap600 · ETF
The expected move for SAA 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).
SAA straddle price & implied vol
60 sessionsBars: 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 SAA Expected Move
30-Day Straddle
$2.55
7-Day Straddle
$1.05
30-Day ATM IV
29.4%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to SAA'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.
SAA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.55 | $1.05 | 29.4% | 24% |
| 20261008 | $2.65 | $1.15 | 30.4% | 30% |
| 20261007 | $2.60 | $1.17 | 29.6% | 26% |
| 20261006 | $2.70 | $1.27 | 29.7% | 27% |
| 20261005 | $2.75 | $1.25 | 29.6% | 26% |
| 20261002 | $1.25 | $1.25 | 29.1% | 19% |
| 20261001 | $1.52 | $1.52 | 30.2% | 24% |
| 20260930 | $1.60 | $1.60 | 30.2% | 24% |
| 20260929 | $1.60 | $1.60 | 30.6% | 27% |
| 20260928 | $1.68 | $1.68 | 29.9% | 23% |
| 20260925 | $1.75 | $1.75 | 28.0% | 14% |
| 20260924 | $1.82 | $1.82 | 28.2% | 14% |
| 20260923 | $1.83 | $1.83 | 28.0% | 13% |
| 20260922 | $1.83 | $1.83 | 26.6% | 7% |
| 20260921 | $1.82 | $1.82 | 26.8% | 8% |
| 20260918 | $1.85 | $2.77 | 25.5% | 1% |
| 20260917 | $2.02 | $0.53 | 26.3% | 5% |
| 20260916 | $2.40 | $0.60 | 30.0% | 23% |
| 20260915 | $2.38 | $0.83 | 29.4% | 20% |
| 20260914 | $2.30 | $1.02 | 28.8% | 17% |
| 20260911 | $2.42 | $1.18 | 28.4% | 16% |
| 20260910 | $2.60 | $1.40 | 30.9% | 28% |
| 20260909 | $2.53 | $1.35 | 28.8% | 17% |
| 20260908 | $2.58 | $1.38 | 27.9% | 13% |
| 20260904 | $2.58 | $1.40 | 26.2% | 5% |
| 20260903 | $2.58 | $1.62 | 26.4% | 6% |
| 20260902 | $1.73 | $1.73 | 27.8% | 12% |
| 20260901 | $1.85 | $1.85 | 28.7% | 17% |
| 20260831 | $1.73 | $1.73 | 26.6% | 6% |
| 20260828 | $1.62 | $1.62 | 25.3% | 0% |
| 20260827 | $1.80 | $1.80 | 25.9% | 1% |
| 20260826 | $2.00 | $2.00 | 27.3% | 8% |
| 20260825 | $2.02 | $2.02 | 26.9% | 6% |
| 20260824 | $2.20 | $2.20 | 28.5% | 14% |
| 20260821 | $2.17 | $4.80 | 26.9% | 6% |
| 20260820 | $2.33 | $0.93 | 28.3% | 13% |
| 20260819 | $2.45 | $0.88 | 28.4% | 13% |
| 20260818 | $2.25 | $0.92 | 25.9% | 1% |
| 20260817 | $2.78 | $1.02 | 27.0% | 6% |
| 20260814 | $2.60 | $1.10 | 25.8% | 0% |
| 20260813 | $2.88 | $1.10 | 26.7% | 0% |
| 20260812 | $2.83 | $1.23 | 27.2% | 0% |
| 20260811 | $2.88 | $0.55 | 28.4% | 5% |
| 20260810 | $2.83 | $1.45 | 28.0% | 3% |
| 20260807 | — | — | 29.0% | 6% |
| 20260806 | $3.50 | $2.00 | 28.1% | 3% |
| 20260805 | $2.08 | $2.08 | 29.1% | 6% |
| 20260804 | $2.27 | $2.27 | 28.2% | 3% |
| 20260803 | $1.90 | $1.90 | 28.5% | 4% |
| 20260731 | $2.20 | $2.20 | 31.4% | 14% |
| 20260730 | $2.25 | $2.25 | 30.7% | 12% |
| 20260729 | $2.33 | $2.33 | 31.2% | 13% |
| 20260728 | $2.45 | $2.45 | 29.2% | 6% |
| 20260727 | $2.40 | $2.40 | 31.3% | 14% |
| 20260724 | $2.52 | $2.52 | 31.7% | 15% |
| 20260723 | $2.60 | $2.60 | 32.1% | 16% |
| 20260722 | $2.60 | $2.60 | 28.1% | 3% |
| 20260721 | $2.67 | $2.67 | 27.4% | 0% |
| 20260720 | $2.75 | $2.75 | 27.3% | 0% |
| 20260716 | $2.92 | $1.35 | 28.9% | 0% |
More on SAA
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.