TWM · Expected Move
ProShares UltraShort Russell2000 · ETF
The expected move for TWM 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).
TWM 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 TWM Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$2.20
30-Day ATM IV
39.4%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to TWM'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.
TWM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.20 | $2.20 | 39.4% | 22% |
| 20261021 | $2.15 | $2.15 | 38.3% | 18% |
| 20261020 | $2.38 | $2.38 | 39.5% | 22% |
| 20261019 | $2.40 | $2.40 | 40.5% | 26% |
| 20261016 | $3.02 | $0.78 | 44.5% | 41% |
| 20261015 | $2.38 | $0.90 | 37.3% | 14% |
| 20261014 | $2.47 | $0.90 | 39.0% | 21% |
| 20261013 | $2.35 | $0.85 | 37.6% | 16% |
| 20261012 | $2.40 | $0.82 | 38.5% | 19% |
| 20261009 | $2.50 | $0.95 | 38.6% | 19% |
| 20261008 | $2.60 | $1.12 | 43.8% | 38% |
| 20261007 | $2.65 | $1.10 | 39.3% | 22% |
| 20261006 | $2.65 | $1.18 | 39.8% | 24% |
| 20261005 | $2.55 | $1.20 | 38.5% | 19% |
| 20261002 | $1.42 | $1.42 | 40.0% | 24% |
| 20261001 | $1.83 | $1.83 | 41.8% | 31% |
| 20260930 | $1.65 | $1.65 | 41.2% | 29% |
| 20260929 | $1.62 | $1.62 | 39.3% | 22% |
| 20260928 | $1.68 | $1.68 | 39.0% | 20% |
| 20260925 | $1.62 | $1.62 | 37.0% | 13% |
| 20260924 | $1.62 | $1.62 | 37.3% | 15% |
| 20260923 | $1.80 | $1.80 | 38.7% | 19% |
| 20260922 | $1.70 | $1.70 | 35.7% | 9% |
| 20260921 | $1.77 | $1.77 | 37.2% | 14% |
| 20260918 | $1.75 | $0.57 | 35.0% | 6% |
| 20260917 | $2.08 | $0.68 | 40.4% | 26% |
| 20260916 | $2.05 | $0.93 | 39.2% | 21% |
| 20260915 | $2.10 | $0.95 | 39.6% | 23% |
| 20260914 | $2.25 | $0.93 | 40.3% | 25% |
| 20260911 | $2.42 | $1.20 | 40.3% | 25% |
| 20260910 | $2.38 | $1.25 | 44.6% | 41% |
| 20260909 | $2.25 | $1.20 | 40.6% | 27% |
| 20260908 | $2.27 | $1.23 | 40.4% | 26% |
| 20260904 | $1.93 | $1.88 | 34.9% | 6% |
| 20260903 | $2.33 | $1.32 | 36.5% | 12% |
| 20260902 | $1.35 | $1.35 | 36.7% | 12% |
| 20260901 | $1.40 | $1.40 | 37.7% | 16% |
| 20260831 | $1.30 | $1.30 | 34.9% | 6% |
| 20260828 | $1.50 | $1.50 | 35.8% | 9% |
| 20260827 | $1.25 | $1.25 | 33.3% | 0% |
| 20260826 | $1.40 | $1.40 | 35.1% | 4% |
| 20260825 | $1.58 | $1.58 | 37.0% | 11% |
| 20260824 | $1.55 | $1.55 | 36.3% | 8% |
| 20260821 | $1.60 | $0.25 | 35.1% | 4% |
| 20260820 | $1.90 | $0.82 | 39.6% | 21% |
| 20260819 | $1.77 | $1.45 | 34.8% | 3% |
| 20260818 | $1.70 | $0.80 | 34.1% | 0% |
| 20260817 | $1.68 | $1.35 | 35.0% | 2% |
| 20260814 | $1.70 | $0.88 | 43.3% | 24% |
| 20260813 | $1.72 | $0.82 | 34.6% | 0% |
| 20260812 | $3.05 | $0.92 | 51.4% | 45% |
| 20260811 | $1.98 | $1.05 | 36.5% | 5% |
| 20260810 | $2.05 | $1.07 | 36.7% | 6% |
| 20260807 | — | — | 36.7% | 6% |
| 20260806 | $2.17 | $1.18 | 37.4% | 8% |
| 20260805 | $1.45 | $1.45 | 39.4% | 13% |
| 20260804 | $1.60 | $1.60 | 39.0% | 12% |
| 20260803 | $1.55 | $1.55 | 38.6% | 11% |
| 20260731 | $1.77 | $1.77 | 42.2% | 21% |
| 20260730 | $1.67 | $1.67 | 39.2% | 13% |
More on TWM
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.