UMDD · Expected Move
ProShares UltraPro MidCap400 · ETF
The expected move for UMDD 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).
UMDD 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 UMDD Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$2.73
Avg IV
65.5%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to UMDD'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.
UMDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $2.73 | $2.73 | 65.5% | 25% |
| 20261001 | $2.85 | $2.85 | 92.1% | 52% |
| 20260930 | $2.45 | $2.45 | 74.3% | 34% |
| 20260929 | $2.78 | $2.78 | 68.0% | 27% |
| 20260928 | $2.90 | $2.90 | 69.5% | 29% |
| 20260925 | $2.92 | $2.92 | 62.8% | 22% |
| 20260924 | $2.90 | $2.90 | 61.6% | 21% |
| 20260923 | $3.10 | $3.10 | 59.3% | 18% |
| 20260922 | $2.62 | $2.62 | 54.1% | 13% |
| 20260921 | $2.92 | $2.92 | 56.5% | 15% |
| 20260918 | $2.85 | $3.58 | 56.0% | 15% |
| 20260917 | $3.40 | $1.65 | 54.3% | 13% |
| 20260916 | $3.35 | $2.15 | 61.8% | 21% |
| 20260915 | $3.70 | $2.58 | 56.4% | 15% |
| 20260914 | $3.77 | $1.90 | 50.9% | 9% |
| 20260911 | $3.00 | $2.00 | 49.9% | 8% |
| 20260910 | $3.70 | $2.45 | 51.5% | 10% |
| 20260909 | $4.05 | $2.50 | 48.9% | 7% |
| 20260908 | $4.00 | $3.00 | 45.9% | 4% |
| 20260904 | $3.62 | $2.55 | 41.8% | 0% |
| 20260903 | $3.85 | $2.75 | 45.0% | 0% |
| 20260902 | $2.50 | $2.50 | 91.2% | 48% |
| 20260901 | $3.10 | $3.10 | 89.7% | 47% |
| 20260831 | $3.30 | $3.30 | 86.8% | 43% |
| 20260828 | $3.12 | $3.12 | 98.1% | 56% |
| 20260827 | $3.05 | $3.05 | 88.3% | 45% |
| 20260826 | $2.60 | $2.60 | 78.3% | 34% |
| 20260825 | $3.92 | $3.92 | 78.0% | 33% |
| 20260824 | $4.50 | $4.50 | 81.5% | 37% |
| 20260821 | $3.20 | $3.67 | 76.3% | 32% |
| 20260820 | $3.30 | $2.08 | 71.0% | 26% |
| 20260819 | $3.42 | $2.15 | 84.3% | 40% |
| 20260818 | $4.00 | $2.45 | 82.0% | 38% |
| 20260817 | $4.07 | $2.67 | 72.5% | 27% |
| 20260814 | $4.00 | $2.00 | 80.9% | 37% |
| 20260813 | $4.22 | $2.80 | 77.4% | 33% |
| 20260812 | $4.67 | $2.50 | 69.4% | 24% |
| 20260811 | $4.78 | $2.95 | 70.5% | 25% |
| 20260810 | $4.00 | $5.00 | 77.0% | 32% |
| 20260806 | $4.65 | $3.00 | 67.5% | 22% |
| 20260805 | $4.00 | $4.00 | 73.1% | 28% |
| 20260804 | $4.00 | $4.00 | 73.6% | 29% |
| 20260803 | $5.30 | $5.30 | 67.4% | 22% |
| 20260731 | $4.00 | $4.00 | 63.0% | 17% |
| 20260730 | $4.00 | $4.00 | 62.5% | 16% |
| 20260729 | $4.50 | $4.50 | 68.0% | 22% |
| 20260728 | $4.10 | $4.10 | 55.4% | 8% |
| 20260727 | $3.00 | $3.00 | 56.8% | 10% |
| 20260724 | $5.00 | $5.00 | 53.9% | 7% |
| 20260723 | $5.00 | $5.00 | 54.6% | 7% |
| 20260722 | $5.15 | $5.15 | 53.2% | 6% |
| 20260721 | $5.00 | $5.00 | 52.2% | 5% |
| 20260720 | $4.50 | $4.50 | 60.0% | 13% |
| 20260716 | $4.30 | $4.15 | 48.9% | 1% |
| 20260715 | $5.10 | $3.50 | 53.6% | 6% |
| 20260714 | $5.65 | $3.30 | 53.0% | 6% |
| 20260713 | $5.00 | $4.60 | 53.3% | 6% |
| 20260710 | $5.35 | $4.80 | 51.4% | 4% |
| 20260709 | $5.25 | $3.45 | 50.4% | 3% |
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.