SMDD · Expected Move
ProShares UltraPro Short MidCap400 · ETF
The expected move for SMDD 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).
SMDD 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 SMDD Expected Move
30-Day Straddle
$4.95
7-Day Straddle
$4.95
Avg IV
95.5%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to SMDD'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.
SMDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $4.95 | $4.95 | 95.5% | 13% |
| 20261001 | $0.80 | $0.80 | 212.7% | 44% |
| 20260930 | $2.83 | $2.83 | 124.1% | 20% |
| 20260929 | $0.93 | $0.93 | 188.9% | 38% |
| 20260928 | $0.88 | $0.88 | 47.6% | 0% |
| 20260925 | $0.98 | $0.98 | 54.6% | 0% |
| 20260924 | $0.95 | $0.95 | 142.0% | 23% |
| 20260923 | $0.97 | $0.97 | 112.0% | 15% |
| 20260922 | $1.05 | $1.05 | 143.4% | 24% |
| 20260921 | $1.05 | $1.05 | 145.8% | 24% |
| 20260918 | $1.02 | $2.75 | 97.5% | 11% |
| 20260917 | $1.10 | $0.73 | 120.8% | 17% |
| 20260916 | $1.10 | $0.62 | 131.3% | 20% |
| 20260915 | $1.15 | $0.77 | 102.5% | 12% |
| 20260914 | $1.30 | $0.82 | 97.8% | 11% |
| 20260911 | $1.07 | $0.80 | 135.4% | 21% |
| 20260910 | $1.35 | $0.90 | 102.2% | 12% |
| 20260909 | $1.07 | $0.77 | 111.6% | 15% |
| 20260908 | $1.02 | $0.80 | 113.9% | 16% |
| 20260904 | $3.00 | $0.75 | 112.7% | 15% |
| 20260903 | $1.08 | $0.82 | 122.8% | 18% |
| 20260902 | $4.90 | $4.90 | 249.9% | 53% |
| 20260901 | $0.82 | $0.82 | 126.6% | 19% |
| 20260831 | $0.80 | $0.80 | 101.5% | 12% |
| 20260828 | $0.80 | $0.80 | 137.3% | 22% |
| 20260827 | $3.00 | $3.00 | 176.4% | 33% |
| 20260826 | $0.88 | $0.88 | 101.9% | 12% |
| 20260825 | $0.93 | $0.93 | 174.2% | 32% |
| 20260824 | $0.93 | $0.93 | 84.0% | 7% |
| 20260821 | $3.00 | $2.85 | 85.5% | 8% |
| 20260820 | $0.97 | $0.73 | 84.8% | 8% |
| 20260819 | $3.12 | $0.85 | 113.2% | 15% |
| 20260818 | $2.97 | $4.80 | 106.3% | 14% |
| 20260817 | $0.93 | $0.50 | 138.4% | 22% |
| 20260814 | $0.93 | $0.65 | 141.0% | 23% |
| 20260813 | $0.93 | $2.70 | 56.9% | 0% |
| 20260812 | $3.00 | $0.57 | 113.5% | 11% |
| 20260811 | $1.30 | $4.90 | 87.0% | 3% |
| 20260810 | $1.82 | $3.00 | 78.8% | 1% |
| 20260806 | $1.95 | $1.55 | 129.0% | 15% |
| 20260805 | $3.35 | $3.35 | 172.2% | 28% |
| 20260804 | $1.52 | $1.52 | 3.3% | 74% |
| 20260803 | $3.17 | $3.17 | 240.8% | 48% |
| 20260731 | $1.58 | $1.58 | 157.6% | 24% |
| 20260730 | $4.90 | $4.90 | 236.0% | 46% |
| 20260729 | $1.62 | $1.62 | 144.4% | 20% |
| 20260728 | $3.22 | $3.22 | 195.7% | 35% |
| 20260727 | $3.35 | $3.35 | 157.1% | 23% |
| 20260724 | $1.73 | $1.73 | 113.3% | 11% |
| 20260723 | $1.75 | $1.75 | 160.7% | 24% |
| 20260722 | $4.80 | $4.80 | 115.1% | 11% |
| 20260721 | $1.73 | $1.73 | 135.1% | 17% |
| 20260720 | $1.70 | $1.70 | 115.6% | 11% |
| 20260716 | $1.75 | $1.15 | 84.7% | 2% |
| 20260715 | $1.80 | $1.10 | 130.6% | 16% |
| 20260714 | $1.88 | $1.25 | 84.9% | 3% |
| 20260713 | $1.88 | $1.23 | 138.9% | 18% |
| 20260710 | $3.35 | $1.30 | 87.9% | 3% |
| 20260709 | $3.33 | $1.30 | 81.2% | 1% |
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.