SRTY · Expected Move
ProShares UltraPro Short Russell2000 · ETF
The expected move for SRTY 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).
SRTY 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 SRTY Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
Avg IV
64.4%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to SRTY'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.
SRTY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.15 | $2.15 | 64.4% | 7% |
| 20261001 | $2.45 | $2.45 | 93.8% | 37% |
| 20260930 | $2.70 | $2.70 | 66.4% | 9% |
| 20260929 | $2.60 | $2.60 | 99.1% | 43% |
| 20260928 | $2.65 | $2.65 | 67.0% | 10% |
| 20260925 | $2.73 | $2.73 | 61.9% | 5% |
| 20260924 | $2.80 | $2.80 | 83.0% | 26% |
| 20260923 | $2.90 | $2.90 | 61.2% | 4% |
| 20260922 | $2.67 | $2.67 | 61.5% | 4% |
| 20260921 | $2.62 | $2.62 | 58.9% | 2% |
| 20260918 | $2.78 | $0.33 | 75.0% | 18% |
| 20260917 | $2.88 | $0.60 | 59.0% | 2% |
| 20260916 | $3.55 | $1.02 | 80.9% | 24% |
| 20260915 | $3.60 | $1.42 | 57.4% | 0% |
| 20260914 | $3.10 | $1.38 | 62.6% | 3% |
| 20260911 | $3.33 | $1.48 | 61.0% | 1% |
| 20260910 | $3.73 | $1.92 | 71.4% | 4% |
| 20260909 | $3.50 | $1.85 | 62.5% | 1% |
| 20260908 | $3.23 | $1.67 | 61.0% | 0% |
| 20260904 | $3.05 | $1.62 | 65.4% | 2% |
| 20260903 | $3.50 | $1.75 | 67.0% | 2% |
| 20260902 | $2.05 | $2.05 | 76.5% | 6% |
| 20260901 | $2.40 | $2.40 | 72.8% | 4% |
| 20260831 | $2.10 | $2.10 | 72.5% | 4% |
| 20260828 | $2.23 | $2.23 | 67.2% | 2% |
| 20260827 | $2.15 | $2.15 | 65.9% | 2% |
| 20260826 | $2.17 | $2.17 | 68.2% | 3% |
| 20260825 | $2.35 | $2.35 | 65.6% | 2% |
| 20260824 | $2.53 | $2.53 | 70.9% | 4% |
| 20260821 | $2.52 | $0.75 | 60.3% | 0% |
| 20260820 | $2.65 | $0.77 | 67.7% | 3% |
| 20260819 | $2.25 | $0.55 | 66.3% | 2% |
| 20260818 | $2.55 | $0.75 | 69.6% | 3% |
| 20260817 | $2.55 | $0.70 | 64.2% | 2% |
| 20260814 | $2.48 | $0.90 | 63.0% | 1% |
| 20260813 | $2.67 | $1.00 | 64.2% | 1% |
| 20260812 | $2.73 | $1.10 | 59.6% | 0% |
| 20260811 | $2.92 | $1.35 | 64.3% | 1% |
| 20260810 | $3.20 | $1.52 | 65.1% | 1% |
| 20260806 | $3.22 | $1.77 | 62.1% | 0% |
| 20260805 | $1.88 | $1.88 | 154.9% | 28% |
| 20260804 | $2.00 | $2.00 | 128.1% | 19% |
| 20260803 | $1.97 | $1.97 | 115.1% | 14% |
| 20260731 | $2.52 | $2.52 | 100.1% | 9% |
| 20260730 | $2.58 | $2.58 | 103.6% | 10% |
| 20260729 | $3.20 | $3.20 | 123.3% | 17% |
| 20260728 | $2.98 | $2.98 | 102.6% | 10% |
| 20260727 | $3.00 | $3.00 | 103.9% | 11% |
| 20260724 | $3.38 | $3.38 | 109.5% | 12% |
| 20260723 | $3.25 | $3.25 | 96.5% | 8% |
| 20260722 | $3.10 | $3.10 | 112.3% | 13% |
| 20260721 | $2.88 | $2.88 | 92.6% | 7% |
| 20260720 | $3.17 | $3.17 | 107.0% | 12% |
| 20260716 | $3.12 | $0.62 | 90.7% | 6% |
| 20260715 | $3.27 | $0.75 | 91.2% | 6% |
| 20260714 | $3.45 | $1.05 | 98.6% | 9% |
| 20260713 | $3.67 | $1.20 | 99.1% | 9% |
| 20260710 | $3.85 | $1.00 | 88.7% | 5% |
| 20260709 | $3.50 | $1.18 | 80.8% | 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.