SDD · Expected Move
ProShares UltraShort SmallCap600 · ETF
The expected move for SDD 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).
SDD straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current SDD Expected Move
30-Day Straddle
$3.83
7-Day Straddle
$3.83
Avg IV
239.8%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to SDD'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.
SDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.83 | $3.83 | 239.8% | 100% |
| 20261001 | $3.05 | $3.05 | 217.9% | 100% |
| 20260930 | $0.68 | $0.68 | 158.8% | 71% |
| 20260929 | $7.95 | $7.95 | 173.3% | 79% |
| 20260928 | $0.65 | $0.65 | 180.4% | 83% |
| 20260925 | $2.90 | $2.90 | 168.4% | 76% |
| 20260924 | $2.92 | $2.92 | 197.0% | 92% |
| 20260923 | $2.85 | $2.85 | 83.5% | 30% |
| 20260922 | $2.77 | $2.77 | 151.8% | 67% |
| 20260921 | $5.00 | $5.00 | 159.9% | 72% |
| 20260918 | $5.00 | $9.50 | 143.0% | 62% |
| 20260917 | $0.65 | $0.55 | 103.0% | 40% |
| 20260916 | $0.65 | $2.25 | 85.7% | 31% |
| 20260915 | $2.82 | $0.45 | 93.4% | 35% |
| 20260914 | $0.77 | $0.50 | 94.7% | 36% |
| 20260911 | $8.12 | $2.70 | 93.5% | 35% |
| 20260910 | $8.03 | $0.55 | 93.7% | 34% |
| 20260909 | $0.90 | $0.57 | 94.0% | 34% |
| 20260908 | $3.27 | $0.68 | 86.2% | 30% |
| 20260904 | $8.03 | $3.75 | 109.5% | 42% |
| 20260903 | $3.10 | $0.68 | 121.5% | 49% |
| 20260902 | $3.02 | $3.02 | 179.2% | 79% |
| 20260901 | $2.92 | $2.92 | 95.7% | 35% |
| 20260831 | $2.60 | $2.60 | 61.4% | 17% |
| 20260828 | $0.55 | $0.55 | 115.1% | 45% |
| 20260827 | $0.55 | $0.55 | 145.6% | 62% |
| 20260826 | $0.55 | $0.55 | 151.0% | 64% |
| 20260825 | $2.88 | $2.88 | 121.7% | 49% |
| 20260824 | $0.60 | $0.60 | 124.8% | 51% |
| 20260821 | $0.60 | $9.50 | 166.5% | 73% |
| 20260820 | $0.60 | $8.38 | 75.0% | 24% |
| 20260819 | $15.00 | $2.70 | 92.4% | 33% |
| 20260818 | $0.60 | $2.70 | 90.5% | 32% |
| 20260817 | $0.60 | $0.42 | 47.0% | 9% |
| 20260814 | $0.62 | $2.75 | 109.3% | 42% |
| 20260813 | $0.62 | $2.62 | 73.3% | 23% |
| 20260812 | $0.62 | $7.70 | 129.8% | 53% |
| 20260811 | $0.65 | $4.50 | 119.3% | 48% |
| 20260810 | $0.75 | $5.00 | 115.8% | 46% |
| 20260806 | $0.88 | $0.60 | 120.1% | 48% |
| 20260805 | $10.75 | $10.75 | 181.1% | 80% |
| 20260804 | $0.57 | $0.57 | 194.6% | 88% |
| 20260803 | $10.00 | $10.00 | 187.6% | 84% |
| 20260731 | $0.75 | $0.75 | 177.9% | 79% |
| 20260730 | $0.73 | $0.73 | 146.9% | 62% |
| 20260729 | $0.78 | $0.78 | 138.4% | 58% |
| 20260728 | $5.00 | $5.00 | 29.4% | 0% |
| 20260727 | $0.72 | $0.72 | 128.5% | 48% |
| 20260724 | $5.00 | $5.00 | 71.2% | 14% |
| 20260723 | $3.02 | $3.02 | 104.7% | 34% |
| 20260722 | $2.95 | $2.95 | 116.0% | 40% |
| 20260721 | $3.00 | $3.00 | 72.7% | 15% |
| 20260720 | $0.85 | $0.85 | 106.1% | 35% |
| 20260716 | $8.03 | $10.75 | 103.1% | 33% |
| 20260715 | $8.00 | $0.52 | 107.5% | 35% |
| 20260714 | $0.90 | $3.65 | 97.2% | 29% |
| 20260713 | $0.92 | $7.88 | 85.9% | 23% |
| 20260710 | $0.95 | $7.70 | 91.1% | 26% |
| 20260709 | $8.07 | $5.75 | 106.0% | 35% |
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.