SPXN · Expected Move
ProShares S&P 500 Ex-Financials ETF · ETF
The expected move for SPXN 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).
SPXN 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 SPXN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
17.2%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to SPXN'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.
SPXN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.00 | $0.00 | 17.2% | 16% |
| 20261106 | $2.65 | $0.00 | 21.3% | 32% |
| 20261105 | $0.00 | $0.00 | 22.4% | 36% |
| 20261104 | $0.00 | $0.00 | 18.3% | 20% |
| 20261103 | $0.00 | $0.00 | 17.8% | 18% |
| 20261102 | $1.93 | $1.93 | 18.6% | 21% |
| 20261030 | $0.00 | $0.00 | 17.4% | 17% |
| 20261029 | $0.00 | $0.00 | 15.9% | 11% |
| 20261028 | $0.00 | $0.00 | 16.1% | 11% |
| 20261027 | $0.00 | $0.00 | 16.0% | 11% |
| 20261026 | $0.00 | $0.00 | 16.5% | 13% |
| 20261023 | $0.00 | $0.00 | 16.2% | 12% |
| 20261022 | $0.00 | $0.00 | 16.2% | 12% |
| 20261021 | $0.00 | $0.00 | 13.9% | 3% |
| 20261020 | $1.30 | $1.30 | 14.1% | 4% |
| 20261019 | $0.00 | $0.00 | 15.3% | 8% |
| 20261016 | $3.48 | $10.00 | 16.7% | 14% |
| 20261015 | $2.95 | $1.30 | 13.7% | 2% |
| 20261014 | $3.12 | $1.35 | 14.6% | 6% |
| 20261013 | $2.92 | $1.52 | 13.2% | 0% |
| 20261012 | $2.98 | $1.55 | 13.5% | 0% |
| 20261009 | $3.17 | $1.70 | 16.7% | 9% |
| 20261008 | $3.25 | $1.75 | 16.1% | 7% |
| 20261007 | $3.33 | $1.73 | 16.3% | 8% |
| 20261006 | $3.50 | $1.88 | 17.9% | 14% |
| 20261005 | $3.12 | $1.77 | 16.8% | 10% |
| 20261002 | $2.00 | $2.00 | 15.7% | 5% |
| 20261001 | $2.08 | $2.08 | 16.3% | 7% |
| 20260930 | $10.00 | $10.00 | 28.2% | 57% |
| 20260929 | $2.20 | $2.20 | 18.8% | 18% |
| 20260928 | $2.05 | $2.05 | 19.6% | 21% |
| 20260925 | $2.42 | $2.42 | 24.5% | 42% |
| 20260924 | $2.17 | $2.17 | 20.7% | 26% |
| 20260923 | $2.25 | $2.25 | 17.2% | 12% |
| 20260922 | $2.20 | $2.20 | 16.3% | 8% |
| 20260921 | $2.33 | $2.33 | 16.1% | 7% |
| 20260918 | $2.38 | $10.00 | 18.0% | 15% |
| 20260917 | $2.48 | $1.50 | 17.5% | 12% |
| 20260916 | $2.75 | $1.52 | 16.4% | 8% |
| 20260915 | $2.75 | $1.80 | 15.3% | 4% |
| 20260914 | $2.80 | $1.75 | 14.5% | 0% |
| 20260911 | $2.75 | $1.85 | 16.6% | 9% |
| 20260910 | $3.05 | $2.02 | 23.4% | 37% |
| 20260909 | $2.92 | $1.95 | 18.6% | 17% |
| 20260908 | $2.85 | $2.00 | 16.4% | 8% |
| 20260904 | $3.02 | $2.00 | 15.3% | 4% |
| 20260903 | $2.98 | $2.05 | 15.2% | 3% |
| 20260902 | $2.10 | $2.10 | 15.9% | 6% |
| 20260901 | $2.20 | $2.20 | 17.5% | 13% |
| 20260831 | $2.17 | $2.17 | 14.5% | 0% |
| 20260828 | $2.22 | $2.22 | 16.0% | 3% |
| 20260827 | $2.25 | $2.25 | 15.3% | 0% |
| 20260826 | $2.25 | $2.25 | 16.2% | 3% |
| 20260825 | $2.27 | $2.27 | 16.4% | 4% |
| 20260824 | $2.47 | $2.47 | 17.9% | 10% |
| 20260821 | $2.40 | $9.60 | 15.5% | 0% |
| 20260820 | $2.88 | $1.62 | 19.2% | 15% |
| 20260819 | $2.55 | $1.50 | 31.6% | 69% |
| 20260818 | $2.58 | $1.65 | 32.1% | 71% |
| 20260817 | $2.60 | $1.67 | 21.6% | 26% |
More on SPXN
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.