TSLI · Expected Move

ProShares Ultra TSLA · ETF

Iron condor setups Expected move IV rank history Fibonacci levels

The expected move for TSLI 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).

TSLI straddle price & implied vol

32 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 TSLI Expected Move

30-Day Straddle

—

7-Day Straddle

—

30-Day ATM IV

39.4%

IV Rank

30%

Implied one-standard-deviation move through the next 30 days. Compare to TSLI'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.

TSLI Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20230622	—	—	39.4%	30%
20230621	—	—	39.4%	29%
20230616	—	—	35.9%	25%
20230615	—	—	36.5%	26%
20230614	—	—	17.8%	0%
20230613	—	—	30.9%	0%
20230612	—	—	31.8%	0%
20230609	—	—	36.1%	0%
20230608	—	—	39.0%	0%
20230606	—	—	38.9%	0%
20230605	—	—	39.2%	1%
20230601	—	—	38.8%	0%
20230531	—	—	46.5%	12%
20230530	—	—	42.9%	—
20230526	—	—	83.0%	—
20230525	—	—	62.9%	—
20230524	—	—	74.2%	—
20230523	—	—	55.6%	—
20230522	—	—	79.0%	—
20230519	—	—	47.2%	—
20230518	—	—	55.9%	—
20230517	—	—	72.7%	—
20230516	—	—	65.6%	—
20230515	—	—	64.2%	—
20230512	—	—	40.3%	—
20230511	—	—	77.2%	—
20230510	—	—	40.9%	—
20230509	—	—	59.4%	—
20230508	—	—	51.3%	—
20230504	—	—	91.1%	—
20230503	—	—	87.4%	—
20230502	—	—	75.3%	—