SSO · Expected Move
ProShares Ultra S&P500 · ETF
The expected move for SSO 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).
SSO 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 SSO Expected Move
30-Day Straddle
$4.40
7-Day Straddle
$2.27
30-Day ATM IV
27.2%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to SSO'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.
SSO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.40 | $2.27 | 27.2% | 40% |
| 20261020 | $4.70 | $2.60 | 28.0% | 46% |
| 20261019 | $4.60 | $1.83 | 28.6% | 49% |
| 20261016 | $4.32 | $2.27 | 28.9% | 51% |
| 20261015 | $4.12 | $1.88 | 26.2% | 34% |
| 20261014 | $4.58 | $2.02 | 28.4% | 48% |
| 20261013 | $4.90 | $2.35 | 28.6% | 49% |
| 20261012 | $4.08 | $1.25 | 23.8% | 19% |
| 20261009 | $3.73 | $1.55 | 21.8% | 6% |
| 20261008 | $3.62 | $1.90 | 23.0% | 14% |
| 20261007 | $4.38 | $1.90 | 26.5% | 36% |
| 20261006 | $4.40 | $1.98 | 25.5% | 29% |
| 20261005 | $5.05 | $1.35 | 29.2% | 53% |
| 20261002 | $4.17 | $1.60 | 26.4% | 35% |
| 20261001 | $4.35 | $2.08 | 27.5% | 42% |
| 20260930 | $4.38 | $2.33 | 27.8% | 44% |
| 20260929 | $4.65 | $2.55 | 27.1% | 40% |
| 20260928 | $4.68 | $1.55 | 28.2% | 47% |
| 20260925 | $4.65 | $1.73 | 28.7% | 50% |
| 20260924 | $4.25 | $2.05 | 26.4% | 35% |
| 20260923 | $3.58 | $1.90 | 22.7% | 12% |
| 20260922 | $3.77 | $1.90 | 22.5% | 11% |
| 20260921 | $4.20 | $1.30 | 24.0% | 20% |
| 20260918 | $3.80 | $1.50 | 24.9% | 26% |
| 20260917 | $3.83 | $2.02 | 24.9% | 26% |
| 20260916 | $4.62 | $2.95 | 31.1% | 66% |
| 20260915 | $4.60 | $2.83 | 28.5% | 49% |
| 20260914 | $4.35 | $1.95 | 27.5% | 43% |
| 20260911 | $4.12 | $2.02 | 26.8% | 38% |
| 20260910 | $3.93 | $2.48 | 26.1% | 33% |
| 20260909 | $4.85 | $2.42 | 29.2% | 53% |
| 20260908 | $3.98 | $2.38 | 24.7% | 24% |
| 20260904 | $3.50 | $1.45 | 24.4% | 22% |
| 20260903 | $3.45 | $1.73 | 22.6% | 11% |
| 20260902 | $4.12 | $2.05 | 26.1% | 33% |
| 20260901 | $4.32 | $2.12 | 26.4% | 35% |
| 20260831 | $3.93 | $1.40 | 23.6% | 17% |
| 20260828 | $3.42 | $1.62 | 23.0% | 13% |
| 20260827 | $3.95 | $2.25 | 23.9% | 20% |
| 20260826 | $3.90 | $2.20 | 23.5% | 17% |
| 20260825 | $4.38 | $2.48 | 26.4% | 35% |
| 20260824 | $4.47 | $1.83 | 25.4% | 29% |
| 20260821 | $3.85 | $1.77 | 24.3% | 22% |
| 20260820 | $4.42 | $2.17 | 26.4% | 36% |
| 20260819 | $4.20 | $1.98 | 26.1% | 33% |
| 20260818 | $4.15 | $2.25 | 26.1% | 34% |
| 20260817 | $4.45 | $1.30 | 25.2% | 28% |
| 20260814 | $3.70 | $1.20 | 23.4% | 13% |
| 20260813 | $4.00 | $1.75 | 24.5% | 18% |
| 20260812 | $3.90 | $2.00 | 24.7% | 19% |
| 20260811 | $4.40 | $2.48 | 25.7% | 24% |
| 20260810 | $3.72 | $1.30 | 24.7% | 16% |
| 20260807 | — | — | 20.8% | 0% |
| 20260806 | $3.90 | $2.23 | 25.6% | 15% |
| 20260805 | $4.90 | $2.20 | 29.5% | 27% |
| 20260804 | $4.38 | $3.05 | 27.5% | 21% |
| 20260803 | $4.17 | $1.35 | 26.5% | 18% |
| 20260731 | $4.45 | $1.85 | 29.4% | 27% |
| 20260730 | $4.40 | $2.25 | 29.7% | 28% |
| 20260729 | $5.20 | $3.70 | 36.2% | 49% |
More on SSO
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.