SBB · Expected Move

ProShares Short SmallCap600 · ETF

The expected move for SBB 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).

SBB 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 SBB Expected Move
30-Day Straddle
$0.98
7-Day Straddle
$2.88
30-Day ATM IV
18.3%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to SBB'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.
SBB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $0.98 $2.88 18.3% 1%
20261008 $1.00 $0.72 17.3% 1%
20261007 $1.12 $0.75 19.0% 2%
20261006 $3.23 $3.00 30.0% 7%
20261005 $8.15 $8.03 16.1% 0%
20261002 $8.10 $8.10 33.7% 8%
20261001 $0.80 $0.80 19.9% 2%
20260930 $0.85 $0.85 15.4% 0%
20260929 $7.90 $7.90 15.5% 0%
20260928 $0.75 $0.75 17.2% 1%
20260925 $8.00 $8.00 15.5% 0%
20260924 $0.80 $0.80 16.3% 0%
20260923 $8.07 $8.07 15.9% 0%
20260922 $0.98 $0.98 26.6% 5%
20260921 $0.95 $0.95 16.7% 1%
20260918 $8.07 $2.40 — —
20260917 $8.25 $8.05 — —
20260916 $3.27 $3.00 16.3% 0%
20260915 $0.97 $0.65 16.6% 0%
20260914 $8.00 $0.65 — —
20260911 $0.95 $0.65 15.7% 0%
20260910 $0.93 $15.00 17.3% 1%
20260909 $3.02 $2.83 20.6% 2%
20260908 $3.05 $0.72 18.1% 1%
20260904 $1.02 $0.75 21.6% 3%
20260903 $1.00 $7.90 15.5% 0%
20260902 $0.70 $0.70 17.9% 1%
20260901 $0.75 $0.75 17.0% 0%
20260831 $0.80 $0.80 16.6% 0%
20260828 $3.08 $3.08 31.1% 6%
20260827 $3.12 $3.12 20.4% 1%
20260826 $3.05 $3.05 18.8% 1%
20260825 $3.02 $3.02 — —
20260824 $3.08 $3.08 24.4% 3%
20260821 $3.05 $13.35 — —
20260820 $0.85 $11.18 19.8% 1%
20260819 $0.75 $11.22 19.5% 1%
20260818 $7.95 $15.95 — —
20260817 $0.82 $11.32 18.1% 0%
20260814 $5.42 $11.38 27.2% 5%
20260813 $10.00 $11.43 24.1% 3%
20260812 $0.93 $11.32 17.1% 0%
20260811 $0.95 $13.45 112.5% 43%
20260810 $1.15 $11.32 23.7% 2%
20260806 $1.43 $15.95 23.1% 2%
20260805 $11.40 $11.40 20.5% 1%
20260804 $11.32 $11.32 43.2% 11%
20260803 $11.12 $11.12 31.0% 6%
20260731 $12.07 $12.07 29.0% 5%
20260730 $11.12 $11.12 20.6% 1%
20260729 $11.97 $11.97 23.0% 2%
20260728 $11.12 $11.12 195.6% 81%
20260727 $19.30 $19.30 41.0% 10%
20260724 $12.07 $12.07 37.2% 9%
20260723 $11.97 $11.97 37.2% 9%
20260722 $11.12 $11.12 211.8% 88%
20260721 $11.12 $11.12 20.6% 1%
20260720 $12.18 $12.18 20.2% 1%
20260716 $10.88 $11.12 20.9% 1%
20260715 $11.12 $11.12 19.2% 0%

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.