SVXY · Expected Move

ProShares Short VIX Short-Term Futures ETF · ETF

The expected move for SVXY 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).

SVXY 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 SVXY Expected Move
30-Day Straddle
$5.18
7-Day Straddle
$5.18
30-Day ATM IV
35.5%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to SVXY'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.
SVXY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.18 $5.18 35.5% 74%
20261021 $4.95 $4.95 33.9% 65%
20261020 $4.90 $4.90 33.2% 61%
20261019 $5.32 $5.32 35.3% 73%
20261016 $6.12 $0.93 40.0% 100%
20261015 $4.83 $0.60 30.2% 45%
20261014 $4.40 $1.33 27.5% 29%
20261013 $4.67 $0.85 27.5% 29%
20261012 $4.35 $1.23 25.3% 17%
20261009 $4.47 $1.55 25.1% 16%
20261008 $5.05 $1.57 27.5% 29%
20261007 $5.05 $1.58 26.9% 26%
20261006 $5.33 $1.48 26.9% 26%
20261005 $4.93 $2.08 26.3% 22%
20261002 $2.20 $2.20 27.4% 29%
20261001 $2.67 $2.67 29.2% 39%
20260930 $2.53 $2.53 27.6% 30%
20260929 $2.33 $2.33 26.5% 24%
20260928 $2.83 $2.83 28.0% 32%
20260925 $3.10 $3.10 26.4% 23%
20260924 $3.27 $3.27 27.6% 30%
20260923 $3.20 $3.20 27.7% 30%
20260922 $3.40 $3.40 26.4% 23%
20260921 $3.60 $3.60 28.1% 33%
20260918 $3.75 $0.50 26.2% 22%
20260917 $3.92 $0.93 28.9% 38%
20260916 $3.88 $1.27 26.5% 24%
20260915 $4.65 $1.15 31.0% 50%
20260914 $4.33 $1.30 30.1% 45%
20260911 $4.92 $1.60 31.2% 51%
20260910 $4.62 $2.00 28.6% 36%
20260909 $4.50 $1.65 27.8% 31%
20260908 $4.38 $1.90 26.6% 24%
20260904 $4.62 $2.08 26.2% 22%
20260903 $5.15 $2.23 27.3% 28%
20260902 $2.67 $2.67 26.4% 23%
20260901 $2.58 $2.58 27.1% 27%
20260831 $2.65 $2.65 27.2% 28%
20260828 $2.85 $2.85 26.2% 22%
20260827 $2.85 $2.85 25.1% 16%
20260826 $3.05 $3.05 26.4% 23%
20260825 $2.88 $2.88 24.4% 12%
20260824 $3.55 $3.55 27.7% 31%
20260821 $3.12 $0.62 24.8% 14%
20260820 $3.75 $0.57 27.5% 29%
20260819 $3.55 $0.85 25.2% 16%
20260818 $3.77 $1.10 32.5% 58%
20260817 $3.58 $1.20 31.4% 52%
20260814 $3.33 $1.32 22.3% 0%
20260813 $4.18 $1.58 33.0% 32%
20260812 $3.85 $1.65 33.1% 33%
20260811 $4.05 $1.75 26.2% 7%
20260810 $4.35 $1.82 24.8% 2%
20260807 — — 27.1% 11%
20260806 $4.72 $3.12 29.1% 18%
20260805 $2.92 $2.92 30.0% 21%
20260804 $2.45 $2.45 26.1% 7%
20260803 $2.85 $2.85 28.4% 15%
20260731 $3.52 $3.52 31.9% 28%
20260730 $3.20 $3.20 30.9% 24%

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.