SH · Expected Move
ProShares Short S&P500 · ETF
The expected move for SH 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).
SH 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 SH Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$0.40
30-Day ATM IV
13.1%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to SH'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.
SH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $1.10 | $0.40 | 13.1% | 22% |
| 20261008 | $1.20 | $0.38 | 13.5% | 27% |
| 20261007 | $1.38 | $0.62 | 15.4% | 45% |
| 20261006 | $1.20 | $0.53 | 13.5% | 26% |
| 20261005 | $1.10 | $0.53 | 12.5% | 17% |
| 20261002 | $0.65 | $0.65 | 13.4% | 26% |
| 20261001 | $0.68 | $0.68 | 16.8% | 58% |
| 20260930 | $0.73 | $0.73 | 13.9% | 30% |
| 20260929 | $0.70 | $0.70 | 13.0% | 22% |
| 20260928 | $0.80 | $0.80 | 15.7% | 47% |
| 20260925 | $0.65 | $0.65 | 10.6% | 0% |
| 20260924 | $0.90 | $0.90 | 14.3% | 34% |
| 20260923 | $0.78 | $0.78 | 13.6% | 27% |
| 20260922 | $0.80 | $0.80 | 13.4% | 26% |
| 20260921 | $0.82 | $0.82 | 13.6% | 27% |
| 20260918 | $1.18 | $0.30 | 14.8% | 38% |
| 20260917 | $1.15 | $0.33 | 15.0% | 40% |
| 20260916 | $1.18 | $0.30 | 15.9% | 49% |
| 20260915 | $1.25 | $0.40 | — | — |
| 20260914 | $1.23 | $0.55 | 14.5% | 35% |
| 20260911 | $1.20 | $0.70 | 17.5% | 64% |
| 20260910 | $1.38 | $0.68 | 17.2% | 60% |
| 20260909 | $1.48 | $0.65 | 17.1% | 60% |
| 20260908 | $1.23 | $0.72 | 14.1% | 32% |
| 20260904 | $1.05 | $0.75 | 14.2% | 33% |
| 20260903 | $1.38 | $0.60 | 11.4% | 7% |
| 20260902 | $1.05 | $1.05 | — | — |
| 20260901 | $0.62 | $0.62 | 10.7% | 0% |
| 20260831 | $0.72 | $0.72 | 14.8% | 38% |
| 20260828 | $0.72 | $0.72 | 19.1% | 79% |
| 20260827 | $0.73 | $0.73 | 13.5% | 26% |
| 20260826 | $0.82 | $0.82 | 13.5% | 25% |
| 20260825 | $0.98 | $0.98 | 20.1% | 88% |
| 20260824 | $1.00 | $1.00 | 13.1% | 21% |
| 20260821 | $1.15 | $0.70 | 14.9% | 38% |
| 20260820 | $1.02 | $0.48 | — | — |
| 20260819 | $0.97 | $0.38 | — | — |
| 20260818 | $0.95 | $0.33 | — | — |
| 20260817 | $1.08 | $0.28 | 14.4% | 34% |
| 20260814 | $1.05 | $0.25 | 13.2% | 23% |
| 20260813 | $1.17 | $0.45 | 14.4% | 24% |
| 20260812 | $0.95 | $0.53 | 11.8% | 6% |
| 20260811 | $1.20 | $0.60 | 14.4% | 24% |
| 20260810 | $0.88 | $7.83 | 10.8% | 0% |
| 20260807 | — | — | 13.6% | 6% |
| 20260806 | $1.15 | $8.00 | 13.7% | 7% |
| 20260805 | $0.57 | $0.57 | 13.2% | 3% |
| 20260804 | $0.77 | $0.77 | 12.8% | 1% |
| 20260803 | $0.95 | $0.95 | 15.5% | 21% |
| 20260731 | $0.75 | $0.75 | 12.7% | 0% |
| 20260730 | $1.05 | $1.05 | 14.9% | 15% |
| 20260729 | $1.12 | $1.12 | 16.5% | 27% |
| 20260728 | $1.07 | $1.07 | — | — |
| 20260727 | $1.25 | $1.25 | 16.8% | 29% |
| 20260724 | $1.15 | $1.15 | 17.7% | 36% |
| 20260723 | $0.97 | $0.97 | 13.0% | 1% |
| 20260722 | $1.12 | $1.12 | 15.1% | 16% |
| 20260721 | $1.02 | $1.02 | 13.6% | 5% |
| 20260720 | $0.93 | $0.93 | 12.9% | 0% |
| 20260716 | $1.10 | $0.97 | 13.7% | 4% |
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.