SZK · Expected Move
ProShares UltraShort Consumer Staples · ETF
The expected move for SZK 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).
SZK 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 SZK Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$3.27
Avg IV
74.6%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to SZK'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.
SZK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.27 | $3.27 | 74.6% | 11% |
| 20261001 | $1.27 | $1.27 | 49.4% | 5% |
| 20260930 | $1.23 | $1.23 | 51.2% | 6% |
| 20260929 | $1.20 | $1.20 | 64.2% | 9% |
| 20260928 | $1.32 | $1.32 | 63.4% | 9% |
| 20260925 | $3.73 | $3.73 | 58.9% | 8% |
| 20260924 | $1.25 | $1.25 | 69.8% | 10% |
| 20260923 | $1.38 | $1.38 | 68.1% | 10% |
| 20260922 | $3.15 | $3.15 | 53.5% | 6% |
| 20260921 | $1.55 | $1.55 | 47.8% | 5% |
| 20260918 | $1.38 | $1.48 | 44.9% | 4% |
| 20260917 | $1.45 | $2.88 | 69.5% | 10% |
| 20260916 | $1.55 | $0.82 | 53.2% | 6% |
| 20260915 | $1.50 | $0.90 | 52.4% | 6% |
| 20260914 | $1.60 | $3.35 | 34.2% | 2% |
| 20260911 | $1.58 | $1.00 | 26.9% | 0% |
| 20260910 | $1.75 | $1.05 | 39.1% | 2% |
| 20260909 | $1.77 | $1.10 | 51.3% | 5% |
| 20260908 | $1.70 | $5.00 | 36.7% | 1% |
| 20260904 | $1.67 | $3.00 | 54.2% | 6% |
| 20260903 | $1.73 | $1.15 | 44.3% | 3% |
| 20260902 | $2.98 | $2.98 | 41.9% | 3% |
| 20260901 | $1.15 | $1.15 | 51.1% | 5% |
| 20260831 | $1.15 | $1.15 | 62.6% | 8% |
| 20260828 | $1.12 | $1.12 | 63.4% | 8% |
| 20260827 | $1.23 | $1.23 | 59.1% | 7% |
| 20260826 | $1.30 | $1.30 | 52.7% | 5% |
| 20260825 | $1.35 | $1.35 | 31.5% | 0% |
| 20260824 | $1.30 | $1.30 | 55.0% | 4% |
| 20260821 | $1.48 | $13.10 | 38.9% | 0% |
| 20260820 | $1.48 | $11.28 | 46.4% | 1% |
| 20260819 | $1.45 | $10.03 | 47.6% | 1% |
| 20260818 | $1.50 | $11.32 | 50.9% | 2% |
| 20260817 | $1.48 | $11.18 | 43.2% | 0% |
| 20260814 | $1.60 | $11.03 | 43.5% | 0% |
| 20260813 | $1.65 | $10.93 | 48.5% | 1% |
| 20260812 | $1.62 | $10.62 | 48.3% | 1% |
| 20260811 | $1.70 | $11.08 | 47.3% | 1% |
| 20260810 | $1.80 | $10.72 | 44.3% | 0% |
| 20260806 | $1.95 | $18.20 | 48.3% | 0% |
| 20260805 | $10.57 | $10.57 | 278.7% | 57% |
| 20260804 | $12.90 | $12.90 | 274.6% | 56% |
| 20260803 | $11.07 | $11.07 | 262.4% | 53% |
| 20260731 | $11.18 | $11.18 | 258.8% | 52% |
| 20260730 | $18.25 | $18.25 | 267.9% | 55% |
| 20260729 | $10.78 | $10.78 | 243.6% | 48% |
| 20260728 | $10.72 | $10.72 | 235.3% | 46% |
| 20260727 | $10.72 | $10.72 | 236.4% | 46% |
| 20260724 | $11.43 | $11.43 | 211.2% | 40% |
| 20260723 | $11.43 | $11.43 | 202.9% | 38% |
| 20260722 | $10.88 | $10.88 | 209.2% | 39% |
| 20260721 | $10.72 | $10.72 | 190.9% | 35% |
| 20260720 | $10.93 | $10.93 | 201.6% | 37% |
| 20260716 | $11.28 | $13.20 | 208.5% | 39% |
| 20260715 | $11.43 | $1.02 | 200.5% | 37% |
| 20260714 | $11.68 | $2.98 | 179.0% | 32% |
| 20260713 | $10.72 | $10.72 | 178.5% | 31% |
| 20260710 | $12.57 | $3.25 | 173.2% | 30% |
| 20260709 | $11.53 | $1.20 | 171.5% | 30% |
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.