SCC · Expected Move

ProShares UltraShort Consumer Discretionary · ETF

The expected move for SCC 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).

SCC 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 SCC Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.65
30-Day ATM IV
55.0%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SCC'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.
SCC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.65 $1.65 55.0% 7%
20261021 $2.58 $2.58 48.6% 2%
20261020 $1.95 $1.95 48.4% 1%
20261019 $1.93 $1.93 53.2% 5%
20261016 $3.83 $3.30 — —
20261015 $2.02 $1.48 46.6% 0%
20261014 $1.93 $1.50 48.4% 0%
20261013 $2.12 $1.55 49.5% 1%
20261012 $2.17 $1.57 49.0% 0%
20261009 $2.25 $1.62 75.6% 23%
20261008 $2.20 $1.55 76.8% 24%
20261007 $2.27 $1.62 80.1% 27%
20261006 $2.27 $1.60 80.1% 27%
20261005 $2.35 $1.73 82.7% 29%
20261002 $1.75 $1.75 84.6% 31%
20261001 $1.80 $1.80 77.2% 24%
20260930 $1.80 $1.80 76.5% 24%
20260929 $3.27 $3.27 48.4% 0%
20260928 $1.88 $1.88 80.2% 0%
20260925 $1.77 $1.77 98.7% 18%
20260924 $1.80 $1.80 125.2% 50%
20260923 $1.80 $1.80 103.3% 23%
20260922 $1.98 $1.98 97.3% 16%
20260921 $1.90 $1.90 98.8% 18%
20260918 $1.90 $3.15 113.5% 36%
20260917 $1.98 $1.38 113.4% 36%
20260916 $1.95 $1.43 96.3% 15%
20260915 $2.00 $1.50 104.8% 25%
20260914 $2.08 $1.57 93.9% 12%
20260911 $2.17 $1.62 101.1% 21%
20260910 $2.15 $1.65 107.6% 28%
20260909 $2.23 $1.65 105.5% 26%
20260908 $2.12 $1.65 102.0% 22%
20260904 $2.17 $1.65 112.4% 34%
20260903 $2.23 $1.70 120.8% 45%
20260902 $1.67 $1.67 117.2% 40%
20260901 $1.65 $1.65 118.0% 41%
20260831 $1.80 $1.80 105.3% 26%
20260828 $1.73 $1.73 133.2% 60%
20260827 $1.68 $1.68 132.7% 59%
20260826 $1.62 $1.62 166.1% 100%
20260825 $1.70 $1.70 138.7% 90%
20260824 $1.68 $1.68 140.5% 93%
20260821 $1.65 $3.17 142.9% 97%
20260820 $1.82 $1.40 144.6% 100%
20260819 $1.73 $1.30 144.8% 100%
20260818 $1.88 $1.52 144.2% 100%
20260817 $1.90 $1.58 141.7% 100%
20260814 $1.90 $1.48 138.0% 100%
20260813 $1.93 $1.50 135.6% 98%
20260812 $1.98 $1.57 133.6% 94%
20260811 $3.25 $2.75 136.7% 100%
20260810 $3.85 $3.00 136.3% 100%
20260807 — — 131.1% 95%
20260806 $3.95 $3.15 132.8% 99%
20260805 $3.20 $3.20 133.4% 100%
20260804 $3.20 $3.20 125.1% 89%
20260803 $3.45 $3.45 127.4% 94%
20260731 $3.55 $3.55 123.9% 86%
20260730 $3.70 $3.70 124.4% 88%

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.