UPRO · Expected Move

ProShares UltraPro S&P 500 · ETF

The expected move for UPRO 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).

UPRO 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 UPRO Expected Move
30-Day Straddle
$14.80
7-Day Straddle
$7.88
30-Day ATM IV
42.8%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to UPRO'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.
UPRO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $14.80 $7.88 42.8% 58%
20261020 $14.05 $8.25 40.6% 44%
20261019 $14.45 $5.50 41.2% 36%
20261016 $13.75 $6.70 43.9% 50%
20261015 $12.85 $6.08 38.1% 20%
20261014 $13.60 $6.95 39.5% 27%
20261013 $12.95 $6.50 35.4% 7%
20261012 $13.90 $4.20 37.0% 15%
20261009 $11.85 $5.12 34.9% 4%
20261008 $12.35 $5.90 35.7% 8%
20261007 $13.50 $6.33 38.1% 20%
20261006 $12.85 $6.17 35.8% 8%
20261005 $13.10 $4.30 36.5% 12%
20261002 $12.25 $5.22 37.2% 16%
20261001 $13.50 $6.47 41.1% 35%
20260930 $13.75 $7.88 41.1% 35%
20260929 $13.95 $7.15 40.2% 31%
20260928 $13.70 $5.25 40.1% 30%
20260925 $12.00 $5.65 37.1% 15%
20260924 $12.40 $6.65 37.7% 18%
20260923 $12.05 $6.82 35.7% 8%
20260922 $12.70 $6.28 35.5% 7%
20260921 $12.90 $3.95 35.6% 7%
20260918 $11.25 $5.05 34.2% 0%
20260917 $12.25 $5.95 37.3% 16%
20260916 $14.00 $8.05 43.3% 47%
20260915 $13.65 $8.00 41.1% 35%
20260914 $14.05 $4.95 40.8% 34%
20260911 $12.70 $5.85 39.0% 24%
20260910 $15.00 $7.45 44.6% 53%
20260909 $12.55 $7.60 38.2% 20%
20260908 $14.20 $7.20 39.9% 29%
20260904 $12.10 $4.75 36.0% 9%
20260903 $11.70 $5.35 34.2% 0%
20260902 $12.70 $5.92 37.2% 9%
20260901 $13.50 $6.45 39.2% 20%
20260831 $12.95 $4.22 35.6% 0%
20260828 $12.05 $4.78 36.9% 7%
20260827 $12.05 $5.65 35.7% 0%
20260826 $12.90 $5.97 37.8% 12%
20260825 $13.95 $6.55 39.8% 23%
20260824 $13.45 $4.67 38.9% 18%
20260821 $12.05 $5.97 36.5% 5%
20260820 $12.70 $6.50 38.5% 16%
20260819 $13.55 $6.53 36.4% 4%
20260818 $13.40 $6.80 37.0% 7%
20260817 $13.60 $3.93 37.1% 8%
20260814 $12.15 $4.78 35.7% 0%
20260813 $12.90 $5.72 36.4% 0%
20260812 $13.20 $5.70 37.3% 1%
20260811 $13.25 $6.92 37.5% 2%
20260810 $14.40 $4.80 38.9% 7%
20260807 — — 37.9% 2%
20260806 $13.85 $7.15 40.4% 8%
20260805 $15.10 $7.70 42.8% 13%
20260804 $14.75 $7.45 41.4% 10%
20260803 $12.85 $4.50 37.6% 1%
20260731 $12.35 $5.32 39.8% 6%
20260730 $13.25 $6.60 43.0% 14%
20260729 $14.20 $9.10 46.8% 22%

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.