SETH · Expected Move
ProShares Short Ether ETF · ETF
The expected move for SETH 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).
SETH 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 SETH Expected Move
30-Day Straddle
$5.03
7-Day Straddle
$5.03
30-Day ATM IV
46.2%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to SETH'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.
SETH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.03 | $5.03 | 46.2% | 19% |
| 20261021 | $3.50 | $3.50 | 48.7% | 34% |
| 20261020 | $3.80 | $3.80 | 51.0% | 45% |
| 20261019 | $4.75 | $4.75 | 56.4% | 59% |
| 20261016 | $3.75 | $1.98 | 46.1% | 14% |
| 20261015 | $3.67 | $1.10 | 43.4% | 2% |
| 20261014 | $3.88 | $1.23 | 45.2% | 10% |
| 20261013 | $3.83 | $1.38 | 44.8% | 8% |
| 20261012 | $3.85 | $1.38 | 45.0% | 9% |
| 20261009 | $3.95 | $1.67 | 47.0% | 18% |
| 20261008 | $4.50 | $1.77 | 49.0% | 27% |
| 20261007 | $4.70 | $3.35 | 56.7% | 61% |
| 20261006 | $4.75 | $3.35 | 47.2% | 19% |
| 20261005 | $3.90 | $1.67 | 45.7% | 12% |
| 20261002 | $2.15 | $2.15 | 43.5% | 2% |
| 20261001 | $1.95 | $1.95 | 48.3% | 23% |
| 20260930 | $2.15 | $2.15 | 44.7% | 8% |
| 20260929 | $2.25 | $2.25 | 44.6% | 7% |
| 20260928 | $2.33 | $2.33 | 44.6% | 7% |
| 20260925 | $2.47 | $2.47 | 46.2% | 13% |
| 20260924 | $2.67 | $2.67 | 44.0% | 4% |
| 20260923 | $2.83 | $2.83 | 47.1% | 17% |
| 20260922 | $2.83 | $2.83 | 47.4% | 18% |
| 20260921 | $3.12 | $3.12 | 49.1% | 25% |
| 20260918 | $3.05 | $2.33 | 43.0% | 0% |
| 20260917 | $3.90 | $1.18 | 47.8% | 14% |
| 20260916 | $4.17 | $1.45 | 51.8% | 31% |
| 20260915 | $4.40 | $1.60 | 54.4% | 43% |
| 20260914 | $4.00 | $1.73 | 47.2% | 11% |
| 20260911 | $4.05 | $1.73 | 48.0% | 14% |
| 20260910 | $4.55 | $1.95 | 51.0% | 27% |
| 20260909 | $4.95 | $2.08 | 51.2% | 27% |
| 20260908 | $4.72 | $2.20 | 49.3% | 19% |
| 20260904 | $4.70 | $2.38 | 47.0% | 10% |
| 20260903 | $4.60 | $2.65 | 49.1% | 18% |
| 20260902 | $2.55 | $2.55 | 45.9% | 5% |
| 20260901 | $2.62 | $2.62 | 46.0% | 5% |
| 20260831 | $2.62 | $2.62 | 51.6% | 27% |
| 20260828 | $2.98 | $2.98 | 48.9% | 17% |
| 20260827 | $3.33 | $3.33 | 54.8% | 40% |
| 20260826 | $3.30 | $3.30 | 52.0% | 29% |
| 20260825 | $3.60 | $3.60 | 53.8% | 36% |
| 20260824 | $3.65 | $3.65 | 54.8% | 40% |
| 20260821 | $4.08 | $9.25 | 53.8% | 36% |
| 20260820 | $4.75 | $6.38 | 53.5% | 35% |
| 20260819 | $4.28 | $2.30 | 46.4% | 6% |
| 20260818 | $4.83 | $2.77 | 47.6% | 11% |
| 20260817 | $4.92 | $2.85 | 47.4% | 9% |
| 20260814 | $4.80 | $3.12 | 46.1% | 5% |
| 20260813 | $4.72 | $3.20 | 45.1% | 1% |
| 20260812 | $5.30 | $3.38 | 46.9% | 7% |
| 20260811 | $5.25 | $3.33 | 46.3% | 5% |
| 20260810 | $5.47 | $3.62 | 47.2% | 8% |
| 20260807 | — | — | 46.5% | 6% |
| 20260806 | $5.32 | $3.78 | 46.0% | 4% |
| 20260805 | $3.77 | $3.77 | 48.8% | 13% |
| 20260804 | $3.85 | $3.85 | 44.9% | 1% |
| 20260803 | $4.05 | $4.05 | 44.7% | 0% |
| 20260731 | $4.72 | $4.72 | 48.7% | 11% |
| 20260730 | $4.38 | $4.38 | 49.1% | 12% |
More on SETH
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.