SIJ · Expected Move
ProShares UltraShort Industrials · ETF
The expected move for SIJ 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).
SIJ 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 SIJ Expected Move
30-Day Straddle
$1.27
7-Day Straddle
$1.27
Avg IV
291.9%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to SIJ'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.
SIJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.27 | $1.27 | 291.9% | 55% |
| 20261001 | $1.35 | $1.35 | 3.1% | 60% |
| 20260930 | $1.38 | $1.38 | 286.5% | 54% |
| 20260929 | $1.32 | $1.32 | 255.9% | 47% |
| 20260928 | $1.38 | $1.38 | 279.3% | 52% |
| 20260925 | $3.27 | $3.27 | 245.9% | 45% |
| 20260924 | $1.50 | $1.50 | 235.2% | 42% |
| 20260923 | $1.32 | $1.32 | 226.8% | 41% |
| 20260922 | $3.27 | $3.27 | 228.2% | 41% |
| 20260921 | $1.42 | $1.42 | 230.5% | 41% |
| 20260918 | $5.97 | $5.90 | 234.8% | 42% |
| 20260917 | $1.68 | $0.93 | 215.7% | 38% |
| 20260916 | $1.60 | $0.98 | 217.4% | 38% |
| 20260915 | $1.77 | $1.05 | 225.0% | 40% |
| 20260914 | $1.68 | $1.10 | 221.0% | 39% |
| 20260911 | $1.68 | $1.02 | 205.8% | 36% |
| 20260910 | $1.77 | $1.15 | 196.8% | 34% |
| 20260909 | $1.70 | $1.15 | 196.3% | 34% |
| 20260908 | $3.73 | $1.25 | 206.6% | 36% |
| 20260904 | $9.62 | $1.17 | 190.6% | 32% |
| 20260903 | $1.88 | $1.27 | 194.6% | 33% |
| 20260902 | $1.12 | $1.12 | 56.5% | 2% |
| 20260901 | $1.12 | $1.12 | 95.3% | 11% |
| 20260831 | $1.18 | $1.18 | 84.9% | 9% |
| 20260828 | $1.10 | $1.10 | 94.8% | 11% |
| 20260827 | $1.25 | $1.25 | 94.9% | 11% |
| 20260826 | $1.25 | $1.25 | 54.9% | 2% |
| 20260825 | $1.25 | $1.25 | 54.2% | 2% |
| 20260824 | $1.40 | $1.40 | 48.4% | 0% |
| 20260821 | $1.35 | $3.08 | 67.0% | 5% |
| 20260820 | $1.48 | $0.97 | 60.9% | 3% |
| 20260819 | $1.25 | $0.78 | 61.4% | 3% |
| 20260818 | $1.33 | $0.85 | 64.5% | 4% |
| 20260817 | $1.27 | $0.88 | 65.1% | 4% |
| 20260814 | $1.45 | $0.95 | 67.5% | 5% |
| 20260813 | $1.52 | $0.97 | 63.1% | 4% |
| 20260812 | $1.52 | $0.97 | 56.2% | 2% |
| 20260811 | $1.50 | $1.05 | 54.5% | 2% |
| 20260810 | $6.05 | $5.70 | 61.8% | 3% |
| 20260806 | $1.88 | $1.40 | 58.0% | 3% |
| 20260805 | $1.43 | $1.43 | 96.0% | 11% |
| 20260804 | $1.40 | $1.40 | 68.5% | 5% |
| 20260803 | $1.45 | $1.45 | 98.1% | 12% |
| 20260731 | $1.67 | $1.67 | 79.1% | 7% |
| 20260730 | $1.65 | $1.65 | 85.2% | 9% |
| 20260729 | $1.67 | $1.67 | 104.3% | 13% |
| 20260728 | $5.80 | $5.80 | 91.6% | 10% |
| 20260727 | $1.62 | $1.62 | 77.1% | 7% |
| 20260724 | $1.70 | $1.70 | 75.9% | 7% |
| 20260723 | $1.73 | $1.73 | 69.7% | 5% |
| 20260722 | $1.85 | $1.85 | 68.1% | 5% |
| 20260721 | $1.90 | $1.90 | 60.7% | 3% |
| 20260720 | $1.93 | $1.93 | 82.7% | 8% |
| 20260716 | $1.90 | $8.22 | 67.0% | 5% |
| 20260715 | $1.98 | $8.28 | 78.8% | 7% |
| 20260714 | $1.85 | $8.43 | 68.1% | 5% |
| 20260713 | $1.95 | $8.38 | 69.2% | 5% |
| 20260710 | $1.93 | $8.55 | 51.1% | 1% |
| 20260709 | $2.00 | $8.50 | 62.9% | 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.