SCO · Expected Move
ProShares UltraShort Bloomberg Crude Oil
The expected move for SCO 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).
SCO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current SCO Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$2.92
Avg IV
174.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SCO'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.
SCO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $2.92 | $2.92 | 174.6% | 100% |
| 20260227 | $2.62 | $2.62 | 115.5% | 70% |
| 20260226 | $2.65 | $2.65 | 108.8% | 62% |
| 20260225 | $2.42 | $2.42 | 101.2% | 54% |
| 20260224 | $2.60 | $2.60 | 102.3% | 55% |
| 20260223 | $2.52 | $2.52 | 103.0% | 56% |
| 20260221 | $2.62 | $2.62 | 97.2% | 50% |
| 20260220 | $2.45 | $0.53 | 95.6% | 48% |
| 20260219 | $2.67 | $0.55 | 97.0% | 49% |
| 20260218 | $2.42 | $0.70 | 87.6% | 39% |
| 20260217 | $2.10 | $0.80 | 70.5% | 20% |
| 20260213 | $2.30 | $1.00 | 71.6% | 22% |
| 20260212 | $2.25 | $1.10 | 73.9% | 25% |
| 20260211 | $2.27 | $1.17 | 79.8% | 31% |
| 20260210 | $2.67 | $1.30 | 82.7% | 34% |
| 20260209 | $2.88 | $1.45 | 83.7% | 35% |
| 20260206 | $3.30 | $1.92 | 80.6% | 32% |
| 20260205 | $3.42 | $2.28 | 79.5% | 31% |
| 20260204 | $2.17 | $2.17 | 118.5% | 73% |
| 20260203 | $2.27 | $2.27 | 106.8% | 61% |
| 20260202 | $2.08 | $2.08 | 98.7% | 52% |
| 20260130 | $2.60 | $2.60 | 105.7% | 59% |
| 20260129 | $2.52 | $2.52 | 104.1% | 58% |
| 20260128 | $2.25 | $2.25 | 94.9% | 48% |
| 20260127 | $2.27 | $2.27 | 95.2% | 48% |
| 20260126 | $2.25 | $2.25 | 84.0% | 36% |
| 20260123 | $2.55 | $2.55 | 80.5% | 32% |
| 20260122 | $2.38 | $2.38 | 77.9% | 29% |
| 20260121 | $2.30 | $2.30 | 77.3% | 28% |
| 20260120 | $2.40 | $2.40 | 71.8% | 22% |
| 20260116 | $2.50 | $0.25 | 69.5% | 20% |
| 20260115 | $2.47 | $0.62 | 64.3% | 14% |
| 20260114 | $2.85 | $0.90 | 76.4% | 27% |
| 20260113 | $3.10 | $0.95 | 71.8% | 22% |
| 20260112 | $2.48 | $1.15 | 60.6% | 10% |
| 20260109 | $2.40 | $1.23 | 58.4% | 8% |
| 20260108 | $2.55 | $1.38 | 57.0% | 6% |
| 20260107 | $2.33 | $1.20 | 52.3% | 1% |
| 20260106 | $2.30 | $1.25 | 53.0% | 2% |
| 20260105 | $2.17 | $0.93 | 54.6% | 3% |
| 20260102 | $1.20 | $1.20 | 142.8% | 100% |
| 20251231 | $1.52 | $1.52 | 128.4% | 100% |
| 20251230 | $1.25 | $1.25 | 109.6% | 76% |
| 20251229 | $1.48 | $1.48 | 114.4% | 82% |
| 20251226 | $1.70 | $1.70 | 99.3% | 63% |
| 20251224 | $1.70 | $1.70 | 96.8% | 59% |
| 20251223 | $1.88 | $1.88 | 96.7% | 59% |
| 20251222 | $1.88 | $1.88 | 77.2% | 34% |
| 20251219 | $1.80 | $0.35 | 85.9% | 45% |
| 20251218 | $2.23 | $0.72 | 94.8% | 57% |
| 20251217 | $2.23 | $0.80 | 85.9% | 45% |
| 20251216 | $2.20 | $0.55 | 77.2% | 34% |
| 20251215 | $1.92 | $0.72 | 87.7% | 47% |
| 20251212 | $2.00 | $0.88 | 83.9% | 42% |
| 20251211 | $1.75 | $1.10 | 81.3% | 39% |
| 20251210 | $2.35 | $1.00 | 75.8% | 32% |
| 20251209 | $2.15 | $1.18 | 71.7% | 26% |
| 20251208 | $1.93 | $1.07 | 79.3% | 36% |
| 20251205 | $1.82 | $1.05 | 77.0% | 33% |
| 20251204 | $2.50 | $1.18 | 82.1% | 40% |
More on SCO
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.