SRS · Expected Move

ProShares UltraShort Real Estate · ETF

The expected move for SRS 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).

SRS 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 SRS Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
Avg IV
76.0%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to SRS'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.
SRS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20261002 $2.67 $2.67 76.0% 77%
20261001 $2.70 $2.70 74.9% 75%
20260930 $3.35 $3.35 76.1% 78%
20260929 $2.75 $2.75 65.2% 52%
20260928 $2.78 $2.78 70.8% 65%
20260925 $2.85 $2.85 64.7% 51%
20260924 $2.50 $2.50 65.1% 51%
20260923 $2.90 $2.90 62.2% 45%
20260922 $2.77 $2.77 63.7% 48%
20260921 $2.97 $2.97 59.3% 38%
20260918 $2.88 $0.90 59.9% 40%
20260917 $3.70 $2.12 61.8% 44%
20260916 $3.35 $1.35 63.9% 49%
20260915 $3.90 $1.40 57.5% 34%
20260914 $3.68 $2.27 64.5% 50%
20260911 $3.62 $1.73 55.9% 30%
20260910 $3.47 $1.60 62.9% 47%
20260909 $3.60 $1.50 58.1% 36%
20260908 $3.17 $1.92 57.4% 34%
20260904 $3.28 $1.57 53.3% 24%
20260903 $3.30 $1.62 49.0% 14%
20260902 $2.92 $2.92 64.5% 51%
20260901 $2.27 $2.27 61.4% 43%
20260831 $2.08 $2.08 59.4% 39%
20260828 $2.08 $2.08 60.4% 41%
20260827 $2.15 $2.15 55.8% 30%
20260826 $2.40 $2.40 55.7% 30%
20260825 $2.12 $2.12 51.8% 21%
20260824 $2.88 $2.88 58.6% 37%
20260821 $2.52 $1.15 50.0% 17%
20260820 $3.17 $1.68 48.3% 13%
20260819 $3.48 $1.68 51.4% 20%
20260818 $2.77 $1.12 52.0% 21%
20260817 $3.00 $1.15 50.4% 18%
20260814 $3.15 $1.78 48.3% 13%
20260813 $2.80 $1.65 53.9% 26%
20260812 $4.18 $3.10 50.8% 19%
20260811 $3.45 $2.02 45.8% 7%
20260810 $3.83 $3.30 51.5% 20%
20260806 $4.18 $3.33 52.2% 22%
20260805 $2.02 $2.02 64.7% 51%
20260804 $2.65 $2.65 77.1% 80%
20260803 $2.62 $2.62 62.4% 46%
20260731 $2.73 $2.73 64.4% 50%
20260730 $2.95 $2.95 67.8% 58%
20260729 $2.33 $2.33 62.5% 46%
20260728 $2.52 $2.52 61.9% 44%
20260727 $2.55 $2.55 60.7% 42%
20260724 $2.85 $2.85 59.0% 38%
20260723 $2.80 $2.80 51.3% 20%
20260722 $2.80 $2.80 54.5% 27%
20260721 $2.80 $2.80 51.7% 21%
20260720 $2.52 $2.52 51.2% 19%
20260716 $2.92 $2.35 53.0% 24%
20260715 $3.85 $2.70 51.2% 20%
20260714 $3.58 $1.30 49.5% 16%
20260713 $4.25 $1.35 53.0% 24%
20260710 $4.62 $2.27 50.0% 17%
20260709 $3.08 $1.65 44.1% 3%

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.