TBF · Expected Move

ProShares Short 20+ Year Treasury ETF · ETF

The expected move for TBF 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).

TBF 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 TBF Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
30-Day ATM IV
18.6%
IV Rank
63%
Implied one-standard-deviation move through the next 30 days. Compare to TBF'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.
TBF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.12 $1.12 18.6% 63%
20261021 $0.82 $0.82 14.2% 36%
20261020 $0.95 $0.95 15.8% 46%
20261019 $0.90 $0.90 15.9% 47%
20261016 $0.88 $0.47 13.7% 34%
20261015 $1.00 $0.75 15.6% 45%
20261014 $1.23 $1.52 16.5% 51%
20261013 $0.98 $0.88 15.0% 42%
20261012 $1.00 $0.62 14.9% 41%
20261009 $1.02 $0.62 15.8% 46%
20261008 $1.23 $0.68 17.7% 58%
20261007 $1.20 $0.50 21.1% 79%
20261006 $1.23 $0.70 17.7% 58%
20261005 $1.20 $0.82 18.3% 62%
20261002 $0.90 $0.90 17.5% 56%
20261001 $0.80 $0.80 17.1% 54%
20260930 $0.72 $0.72 17.1% 54%
20260929 $0.85 $0.85 17.7% 58%
20260928 $0.78 $0.78 14.2% 36%
20260925 $0.57 $0.57 12.9% 29%
20260924 $0.90 $0.90 16.4% 50%
20260923 $0.85 $0.85 14.9% 41%
20260922 $0.85 $0.85 16.6% 51%
20260921 $0.97 $0.97 14.7% 40%
20260918 $0.82 $0.48 13.6% 33%
20260917 $0.77 $0.45 17.6% 57%
20260916 $0.82 $0.47 24.6% 100%
20260915 $0.65 $0.33 15.1% 45%
20260914 $0.88 $0.47 14.8% 43%
20260911 $0.88 $0.53 14.9% 44%
20260910 $0.97 $0.50 16.0% 51%
20260909 $1.05 $0.70 14.8% 43%
20260908 $1.12 $1.40 15.8% 50%
20260904 $1.08 $0.73 15.1% 45%
20260903 $1.02 $0.65 18.2% 65%
20260902 $1.43 $1.43 16.2% 52%
20260901 $0.80 $0.80 15.1% 45%
20260831 $0.75 $0.75 14.7% 42%
20260828 $0.70 $0.70 12.8% 30%
20260827 $0.70 $0.70 13.5% 34%
20260826 $0.80 $0.80 14.9% 44%
20260825 $0.68 $0.68 13.3% 34%
20260824 $0.62 $0.62 10.9% 18%
20260821 $0.75 $0.53 10.7% 17%
20260820 $0.65 $0.43 10.6% 16%
20260819 $0.62 $0.23 10.7% 16%
20260818 $0.88 $1.25 12.6% 29%
20260817 $0.78 $0.72 — —
20260814 $0.78 $0.68 11.1% 19%
20260813 $0.65 $0.48 16.1% 52%
20260812 $0.75 $0.60 20.4% 79%
20260811 $0.72 $0.60 11.8% 23%
20260810 $0.80 $0.55 13.3% 34%
20260807 — — 11.9% 24%
20260806 $0.70 $0.43 15.5% 47%
20260805 $0.40 $0.40 10.3% 14%
20260804 $0.45 $0.45 20.3% 79%
20260803 $0.57 $0.57 11.8% 23%
20260731 $0.62 $0.62 12.6% 29%
20260730 $0.60 $0.60 10.9% 18%

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.