SMN · Expected Move

ProShares UltraShort Materials · ETF

The expected move for SMN 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).

SMN straddle price & implied vol

59 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).

Current SMN Expected Move
30-Day Straddle
$2.35
7-Day Straddle
$2.35
Avg IV
270.8%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to SMN'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.
SMN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.35 $2.35 270.8% 62%
20261001 $2.05 $2.05 229.4% 50%
20260930 $2.33 $2.33 255.9% 58%
20260929 $1.25 $1.25 255.4% 57%
20260928 $10.55 $10.55 206.4% 43%
20260925 $10.80 $10.80 195.6% 40%
20260924 $10.90 $10.90 203.0% 42%
20260923 $10.92 $10.92 190.4% 39%
20260922 $11.12 $11.12 207.7% 44%
20260921 $11.07 $11.07 200.7% 42%
20260918 $10.40 $2.27 183.0% 36%
20260917 $10.38 $1.40 173.6% 34%
20260916 $11.20 $1.75 166.4% 32%
20260915 $10.12 $1.95 165.9% 32%
20260914 $11.22 $0.95 182.0% 36%
20260911 $10.10 $1.88 159.4% 30%
20260910 $10.25 $2.00 160.9% 30%
20260909 $10.20 $1.95 162.9% 31%
20260908 $9.85 $1.93 171.8% 33%
20260904 $9.85 $1.95 151.7% 27%
20260903 $9.25 $1.38 143.9% 25%
20260902 $2.03 $2.03 91.1% 10%
20260901 $2.12 $2.12 90.5% 10%
20260831 $1.98 $1.98 88.1% 9%
20260828 $2.12 $2.12 81.0% 7%
20260827 $2.00 $2.00 73.6% 5%
20260826 $1.73 $1.73 77.9% 6%
20260825 $2.23 $2.23 89.8% 10%
20260824 $2.05 $2.05 81.6% 7%
20260821 $2.05 $1.70 79.1% 6%
20260820 $2.15 $1.62 76.3% 6%
20260819 $2.12 $1.58 81.0% 7%
20260818 $2.38 $1.98 65.5% 2%
20260817 $2.28 $1.65 65.9% 3%
20260814 $1.80 $3.15 64.2% 2%
20260813 $1.85 $1.93 71.0% 4%
20260812 $2.00 $0.90 73.9% 5%
20260811 $2.40 $1.92 58.8% 1%
20260810 $1.70 $1.05 69.0% 3%
20260806 $1.68 $1.20 59.7% 1%
20260805 $2.22 $2.22 101.5% 13%
20260804 $2.12 $2.12 111.5% 16%
20260803 $1.65 $1.65 106.3% 14%
20260731 $2.42 $2.42 69.0% 3%
20260730 $2.42 $2.42 83.7% 8%
20260729 $2.47 $2.47 68.2% 3%
20260728 $2.40 $2.40 71.8% 4%
20260727 $1.93 $1.93 76.0% 6%
20260724 $2.50 $2.50 71.6% 4%
20260723 $2.65 $2.65 69.2% 4%
20260722 $2.58 $2.58 64.0% 2%
20260721 $2.85 $2.85 61.4% 1%
20260720 $2.67 $2.67 58.4% 0%
20260716 $2.75 $10.07 71.0% 4%
20260715 $2.75 $10.05 64.8% 2%
20260714 $2.78 $10.25 60.6% 1%
20260713 $2.17 $10.25 68.0% 3%
20260710 $2.25 $10.05 67.6% 3%
20260709 $2.45 $11.03 57.4% 0%

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.