SJB · Expected Move
ProShares Short High Yield · ETF
The expected move for SJB 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).
SJB 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 SJB Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$1.50
30-Day ATM IV
22.9%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to SJB'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.
SJB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $0.62 | $1.50 | 22.9% | 42% |
| 20261008 | $0.70 | $0.85 | 17.7% | 22% |
| 20261007 | $0.65 | $0.68 | 19.2% | 28% |
| 20261006 | $0.70 | $0.80 | 18.9% | 27% |
| 20261005 | $1.62 | $0.35 | 24.7% | 48% |
| 20261002 | $0.57 | $0.57 | 21.9% | 38% |
| 20261001 | $0.65 | $0.65 | 30.2% | 68% |
| 20260930 | $0.62 | $0.62 | 18.3% | 24% |
| 20260929 | $0.60 | $0.60 | 20.5% | 33% |
| 20260928 | $0.60 | $0.60 | 18.0% | 29% |
| 20260925 | $0.40 | $0.40 | 21.6% | 41% |
| 20260924 | $0.38 | $0.38 | 19.4% | 35% |
| 20260923 | $0.50 | $0.50 | 19.7% | 36% |
| 20260922 | $0.47 | $0.47 | 22.3% | 45% |
| 20260921 | $0.40 | $0.40 | 15.3% | 21% |
| 20260918 | $0.35 | $0.57 | 21.2% | 41% |
| 20260917 | $0.33 | $0.35 | 23.6% | 49% |
| 20260916 | $0.47 | $0.50 | 21.4% | 42% |
| 20260915 | $0.65 | $0.42 | 19.3% | 35% |
| 20260914 | $0.53 | $0.42 | 22.3% | 45% |
| 20260911 | $0.55 | $0.68 | 21.9% | 44% |
| 20260910 | $0.50 | $0.57 | 16.6% | 26% |
| 20260909 | $0.53 | $0.38 | 15.4% | 22% |
| 20260908 | $0.47 | $0.32 | 17.5% | 29% |
| 20260904 | $0.28 | $0.38 | 16.5% | 25% |
| 20260903 | $0.32 | $0.25 | 17.5% | 29% |
| 20260902 | $0.33 | $0.33 | 16.0% | 24% |
| 20260901 | $0.35 | $0.35 | 15.7% | 23% |
| 20260831 | $0.33 | $0.33 | 16.2% | 25% |
| 20260828 | $0.35 | $0.35 | 14.2% | 18% |
| 20260827 | $0.47 | $0.47 | 14.4% | 18% |
| 20260826 | $0.25 | $0.25 | 15.7% | 23% |
| 20260825 | $0.32 | $0.32 | 14.8% | 20% |
| 20260824 | $0.28 | $0.28 | 12.9% | 14% |
| 20260821 | $0.53 | $0.70 | 13.5% | 15% |
| 20260820 | $1.25 | $0.50 | 13.1% | 14% |
| 20260819 | $0.33 | $0.45 | 14.2% | 18% |
| 20260818 | $0.35 | $0.35 | 13.2% | 14% |
| 20260817 | $0.50 | $1.42 | 12.8% | 13% |
| 20260814 | $0.35 | $0.50 | 13.7% | 16% |
| 20260813 | $1.43 | $0.72 | 22.0% | 44% |
| 20260812 | $0.38 | $0.35 | 13.6% | 16% |
| 20260811 | $0.35 | $0.35 | 26.5% | 59% |
| 20260810 | $0.40 | $0.40 | 19.5% | 35% |
| 20260807 | — | — | 26.7% | 59% |
| 20260806 | $0.42 | $0.45 | 25.8% | 56% |
| 20260805 | $0.32 | $0.32 | 11.7% | 9% |
| 20260804 | $0.35 | $0.35 | 21.2% | 41% |
| 20260803 | $1.60 | $1.60 | 25.7% | 56% |
| 20260731 | $0.60 | $0.60 | 16.7% | 26% |
| 20260730 | $1.45 | $1.45 | 20.8% | 40% |
| 20260729 | $1.05 | $1.05 | 32.2% | 78% |
| 20260728 | $1.65 | $1.65 | 32.1% | 78% |
| 20260727 | $0.43 | $0.43 | 15.3% | 21% |
| 20260724 | $0.60 | $0.60 | 16.4% | 25% |
| 20260723 | $0.50 | $0.50 | 15.6% | 22% |
| 20260722 | $0.53 | $0.53 | 15.1% | 21% |
| 20260721 | $0.30 | $0.30 | 28.7% | 53% |
| 20260720 | $0.38 | $0.38 | 26.2% | 46% |
| 20260716 | $0.50 | $0.45 | 15.0% | 16% |
More on SJB
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.