SPXU · Expected Move

ProShares UltraPro Short S&P 500 · ETF

The expected move for SPXU 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).

SPXU straddle price & implied vol

60 sessions

Bars: 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 SPXU Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$3.30
30-Day ATM IV
44.1%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to SPXU'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.
SPXU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $3.30 $3.30 44.1% 55%
20261023 $3.60 $3.60 47.2% 74%
20261022 $3.70 $3.70 46.4% 69%
20261021 $3.02 $3.02 38.4% 21%
20261020 $3.38 $3.38 42.8% 47%
20261019 $3.12 $3.12 40.3% 33%
20261016 $3.77 $0.33 43.9% 48%
20261015 $3.25 $0.65 37.8% 15%
20261014 $3.55 $0.88 41.4% 35%
20261013 $3.35 $0.95 39.4% 24%
20261012 $3.35 $0.98 39.2% 23%
20261009 $3.30 $1.07 36.5% 9%
20261008 $3.62 $1.32 38.9% 21%
20261007 $3.47 $1.43 37.9% 16%
20261006 $3.28 $1.30 34.8% 0%
20261005 $3.73 $1.88 39.4% 23%
20261002 $1.85 $1.85 38.1% 16%
20261001 $2.30 $2.30 41.2% 32%
20260930 $2.38 $2.38 42.1% 37%
20260929 $2.38 $2.38 39.6% 24%
20260928 $2.40 $2.40 39.2% 22%
20260925 $2.20 $2.20 37.2% 11%
20260924 $2.27 $2.27 37.6% 13%
20260923 $2.45 $2.45 39.4% 23%
20260922 $2.42 $2.42 35.3% 1%
20260921 $2.75 $2.75 37.1% 10%
20260918 $2.75 $0.30 35.8% 3%
20260917 $2.80 $0.65 35.3% 1%
20260916 $3.88 $1.43 44.7% 51%
20260915 $3.42 $1.38 41.5% 34%
20260914 $3.70 $1.58 41.9% 36%
20260911 $3.40 $1.50 40.0% 26%
20260910 $3.90 $2.00 43.7% 46%
20260909 $3.73 $1.83 43.1% 42%
20260908 $3.55 $1.62 38.9% 20%
20260904 $3.33 $1.88 36.4% 7%
20260903 $3.50 $2.25 37.5% 12%
20260902 $2.15 $2.15 40.0% 26%
20260901 $2.38 $2.38 40.4% 27%
20260831 $2.25 $2.25 37.9% 9%
20260828 $2.48 $2.48 36.9% 6%
20260827 $2.58 $2.58 37.3% 7%
20260826 $2.53 $2.53 39.2% 13%
20260825 $2.77 $2.77 40.4% 17%
20260824 $2.78 $2.78 39.9% 11%
20260821 $2.92 $0.48 38.2% 6%
20260820 $3.12 $0.60 40.2% 11%
20260819 $3.22 $0.77 38.9% 8%
20260818 $3.22 $0.88 38.5% 7%
20260817 $3.48 $0.97 40.4% 11%
20260814 $3.67 $0.93 38.5% 7%
20260813 $3.75 $1.12 37.5% 5%
20260812 $3.78 $1.35 39.0% 8%
20260811 $3.75 $1.70 39.4% 9%
20260810 $3.95 $1.00 40.0% 10%
20260807 — — 39.0% 8%
20260806 $4.15 $1.60 41.1% 13%
20260805 $2.50 $1.77 41.0% 12%
20260804 $2.40 $1.98 41.7% 14%
20260803 $2.20 $0.95 37.8% 6%

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.