SDS · Expected Move
ProShares UltraShort S&P500 · ETF
The expected move for SDS 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).
SDS straddle price & implied vol
60 sessionsBars: 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 SDS Expected Move
30-Day Straddle
$4.00
7-Day Straddle
$4.00
30-Day ATM IV
31.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to SDS'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.
SDS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.00 | $4.00 | 31.6% | 67% |
| 20261021 | $3.33 | $3.33 | 27.2% | 24% |
| 20261020 | $3.35 | $3.35 | 26.5% | 19% |
| 20261019 | $3.47 | $3.47 | 28.4% | 31% |
| 20261016 | $4.57 | $0.48 | 32.1% | 54% |
| 20261015 | $3.48 | $1.00 | 25.9% | 15% |
| 20261014 | $3.77 | $0.85 | 26.9% | 22% |
| 20261013 | $3.53 | $0.98 | 24.3% | 6% |
| 20261012 | $3.82 | $1.33 | 27.5% | 25% |
| 20261009 | $3.38 | $1.38 | 25.0% | 10% |
| 20261008 | $3.77 | $1.40 | 25.8% | 15% |
| 20261007 | $3.77 | $1.48 | 25.1% | 11% |
| 20261006 | $3.75 | $1.25 | 25.0% | 10% |
| 20261005 | $3.92 | $1.72 | 25.7% | 14% |
| 20261002 | $1.95 | $1.95 | 25.8% | 15% |
| 20261001 | $2.47 | $2.47 | 26.6% | 20% |
| 20260930 | $2.75 | $2.75 | 28.5% | 32% |
| 20260929 | $2.58 | $2.58 | 28.1% | 29% |
| 20260928 | $2.58 | $2.58 | 27.5% | 25% |
| 20260925 | $2.33 | $2.33 | 24.5% | 7% |
| 20260924 | $2.90 | $2.90 | 26.8% | 21% |
| 20260923 | $2.52 | $2.52 | 27.3% | 24% |
| 20260922 | $2.62 | $2.62 | 24.6% | 8% |
| 20260921 | $2.38 | $2.38 | 23.4% | 0% |
| 20260918 | $2.88 | $0.38 | 24.0% | 4% |
| 20260917 | $3.33 | $0.72 | 26.7% | 20% |
| 20260916 | $3.67 | $1.70 | 28.3% | 30% |
| 20260915 | $3.78 | $1.30 | 29.2% | 36% |
| 20260914 | $3.90 | $1.55 | — | — |
| 20260911 | $3.90 | $1.40 | 28.8% | 33% |
| 20260910 | $4.50 | $2.10 | 31.6% | 51% |
| 20260909 | $3.62 | $1.85 | 27.1% | 23% |
| 20260908 | $4.33 | $2.15 | 29.6% | 38% |
| 20260904 | $3.65 | $1.82 | 24.5% | 7% |
| 20260903 | $3.85 | $2.33 | 24.8% | 8% |
| 20260902 | $2.20 | $2.20 | 25.3% | 12% |
| 20260901 | $2.42 | $2.42 | 27.2% | 23% |
| 20260831 | $2.47 | $2.47 | 29.2% | 36% |
| 20260828 | $2.58 | $2.58 | 26.0% | 16% |
| 20260827 | $2.33 | $2.33 | 23.6% | 1% |
| 20260826 | $2.75 | $2.75 | 25.0% | 10% |
| 20260825 | $3.12 | $3.12 | 27.2% | 23% |
| 20260824 | $2.67 | $2.67 | 23.4% | 0% |
| 20260821 | $2.88 | $0.73 | 24.0% | 3% |
| 20260820 | $3.50 | $0.78 | 28.4% | 30% |
| 20260819 | $3.20 | $0.88 | 26.1% | 16% |
| 20260818 | $3.20 | $0.85 | 25.4% | 12% |
| 20260817 | $3.23 | $1.10 | 24.7% | 6% |
| 20260814 | $3.20 | $1.25 | 24.5% | 5% |
| 20260813 | $3.23 | $1.20 | 24.3% | 4% |
| 20260812 | $3.38 | $1.45 | 26.2% | 13% |
| 20260811 | $3.85 | $1.97 | 26.7% | 16% |
| 20260810 | $3.53 | $1.62 | 25.2% | 6% |
| 20260807 | — | — | 26.8% | 10% |
| 20260806 | $4.10 | $2.23 | 26.8% | 10% |
| 20260805 | $2.67 | $2.67 | 26.0% | 8% |
| 20260804 | $2.48 | $2.48 | 28.3% | 15% |
| 20260803 | $2.17 | $2.17 | 23.5% | 0% |
| 20260731 | $2.70 | $2.70 | 26.5% | 8% |
| 20260730 | $3.12 | $3.12 | 27.9% | 13% |
More on SDS
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.