SDP · Expected Move
ProShares UltraShort Utilities · ETF
The expected move for SDP 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).
SDP 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 SDP Expected Move
30-Day Straddle
$1.97
7-Day Straddle
$1.97
Avg IV
69.8%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SDP'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.
SDP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.97 | $1.97 | 69.8% | 7% |
| 20261001 | $2.27 | $2.27 | 90.0% | 13% |
| 20260930 | $2.45 | $2.45 | 64.3% | 6% |
| 20260929 | $1.92 | $1.92 | 61.9% | 5% |
| 20260928 | $2.05 | $2.05 | 75.3% | 9% |
| 20260925 | $2.20 | $2.20 | 75.6% | 9% |
| 20260924 | $1.80 | $1.80 | 58.2% | 4% |
| 20260923 | $2.00 | $2.00 | 68.5% | 7% |
| 20260922 | $1.80 | $1.80 | 50.7% | 2% |
| 20260921 | $1.85 | $1.85 | 51.1% | 2% |
| 20260918 | $2.27 | $1.00 | 62.0% | 5% |
| 20260917 | $3.50 | $1.05 | 54.1% | 3% |
| 20260916 | $2.08 | $1.10 | 57.3% | 4% |
| 20260915 | $1.98 | $1.12 | 48.5% | 2% |
| 20260914 | $1.80 | $1.17 | 45.1% | 1% |
| 20260911 | $1.88 | $1.05 | 45.5% | 1% |
| 20260910 | $1.98 | $1.35 | 44.8% | 1% |
| 20260909 | $2.25 | $1.15 | 51.3% | 2% |
| 20260908 | $2.08 | $2.25 | 47.0% | 1% |
| 20260904 | $1.92 | $1.07 | 47.5% | 1% |
| 20260903 | $1.95 | $1.40 | 42.3% | 0% |
| 20260902 | $2.58 | $2.58 | 81.2% | 9% |
| 20260901 | $1.65 | $1.65 | 72.2% | 7% |
| 20260831 | $1.73 | $1.73 | 59.7% | 3% |
| 20260828 | $2.05 | $2.05 | 55.8% | 2% |
| 20260827 | $1.45 | $1.45 | 58.6% | 3% |
| 20260826 | $1.45 | $1.45 | 52.5% | 1% |
| 20260825 | $1.75 | $1.75 | 59.6% | 3% |
| 20260824 | $1.68 | $1.68 | 63.9% | 5% |
| 20260821 | $1.65 | $2.77 | 52.5% | 1% |
| 20260820 | $1.62 | $11.78 | 50.7% | 1% |
| 20260819 | $2.80 | $11.97 | 56.0% | 2% |
| 20260818 | $1.50 | $12.07 | 56.7% | 3% |
| 20260817 | $1.70 | $12.07 | 50.4% | 1% |
| 20260814 | $1.98 | $11.97 | 54.3% | 2% |
| 20260813 | $1.92 | $11.88 | 55.6% | 2% |
| 20260812 | $2.35 | $11.78 | 57.0% | 3% |
| 20260811 | $2.20 | $12.12 | 58.8% | 3% |
| 20260810 | $2.35 | $1.45 | 47.6% | 0% |
| 20260806 | $2.02 | $19.10 | 58.1% | 0% |
| 20260805 | $11.40 | $11.40 | 239.8% | 51% |
| 20260804 | $12.07 | $12.07 | 224.0% | 47% |
| 20260803 | $11.12 | $11.12 | 231.8% | 49% |
| 20260731 | $11.93 | $11.93 | 221.8% | 46% |
| 20260730 | $11.57 | $11.57 | 215.8% | 44% |
| 20260729 | $11.78 | $11.78 | 201.9% | 40% |
| 20260728 | $11.22 | $11.22 | 227.2% | 48% |
| 20260727 | $11.10 | $11.10 | 200.1% | 40% |
| 20260724 | $11.03 | $11.03 | 197.6% | 39% |
| 20260723 | $11.32 | $11.32 | 184.8% | 35% |
| 20260722 | $10.57 | $10.57 | 199.1% | 40% |
| 20260721 | $11.38 | $11.38 | 182.6% | 35% |
| 20260720 | $18.75 | $18.75 | 175.3% | 33% |
| 20260716 | $11.38 | $1.27 | 176.0% | 33% |
| 20260715 | $11.78 | $1.33 | 157.1% | 27% |
| 20260714 | $17.20 | $10.28 | 157.4% | 28% |
| 20260713 | $10.72 | $10.72 | 164.1% | 29% |
| 20260710 | $10.88 | $11.28 | 166.2% | 30% |
| 20260709 | $11.68 | $2.97 | 147.3% | 25% |
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.