URTY · Expected Move
ProShares UltraPro Russell2000 · ETF
The expected move for URTY 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).
URTY 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 URTY Expected Move
30-Day Straddle
$8.95
7-Day Straddle
$1.43
30-Day ATM IV
59.2%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to URTY'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.
URTY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.95 | $1.43 | 59.2% | 38% |
| 20261015 | $8.85 | $2.02 | 54.4% | 21% |
| 20261014 | $9.05 | $2.95 | 57.8% | 32% |
| 20261013 | $9.60 | $2.85 | 56.9% | 30% |
| 20261012 | $9.75 | $3.50 | 56.0% | 26% |
| 20261009 | $10.40 | $4.45 | 56.2% | 27% |
| 20261008 | $10.65 | $3.80 | 58.0% | 33% |
| 20261007 | $10.75 | $4.53 | 57.2% | 30% |
| 20261006 | $10.70 | $4.93 | 55.1% | 23% |
| 20261005 | $11.30 | $5.03 | 55.4% | 24% |
| 20261002 | $5.53 | $5.53 | 56.1% | 26% |
| 20261001 | $6.70 | $6.70 | 58.9% | 37% |
| 20260930 | $7.23 | $7.23 | 58.7% | 36% |
| 20260929 | $7.10 | $7.10 | 57.5% | 32% |
| 20260928 | $7.07 | $7.07 | 57.7% | 32% |
| 20260925 | $7.30 | $7.30 | 55.7% | 25% |
| 20260924 | $7.32 | $7.32 | 54.8% | 22% |
| 20260923 | $7.73 | $7.73 | 55.3% | 24% |
| 20260922 | $7.40 | $7.40 | 50.4% | 7% |
| 20260921 | $7.70 | $7.70 | 51.1% | 9% |
| 20260918 | $8.05 | $1.23 | 50.6% | 7% |
| 20260917 | $8.18 | $2.38 | 50.7% | 8% |
| 20260916 | $9.55 | $3.67 | 56.0% | 26% |
| 20260915 | $9.80 | $3.85 | 58.1% | 34% |
| 20260914 | $9.30 | $4.55 | 54.6% | 21% |
| 20260911 | $10.45 | $4.97 | 54.4% | 21% |
| 20260910 | $10.60 | $5.65 | 58.6% | 35% |
| 20260909 | $10.65 | $5.35 | 54.9% | 22% |
| 20260908 | $10.65 | $5.75 | 52.3% | 13% |
| 20260904 | $10.85 | $5.85 | 48.6% | 0% |
| 20260903 | $11.35 | $6.65 | 51.0% | 7% |
| 20260902 | $7.28 | $7.28 | 51.7% | 9% |
| 20260901 | $6.95 | $6.95 | 50.9% | 6% |
| 20260831 | $7.05 | $7.05 | 51.4% | 8% |
| 20260828 | $8.30 | $8.30 | 50.2% | 4% |
| 20260827 | $8.00 | $8.00 | 49.5% | 1% |
| 20260826 | $8.80 | $8.80 | 52.7% | 12% |
| 20260825 | $8.55 | $8.55 | 51.2% | 7% |
| 20260824 | $9.60 | $9.60 | 53.7% | 16% |
| 20260821 | $9.50 | $0.82 | 51.0% | 6% |
| 20260820 | $10.05 | $2.60 | 54.1% | 17% |
| 20260819 | $9.80 | $3.17 | 49.2% | 0% |
| 20260818 | $10.20 | $2.67 | 51.5% | 7% |
| 20260817 | $10.45 | $3.55 | 50.0% | 2% |
| 20260814 | $10.80 | $4.10 | 49.6% | 0% |
| 20260813 | $11.20 | $4.82 | 50.7% | 0% |
| 20260812 | $11.55 | $5.38 | 51.7% | 0% |
| 20260811 | $12.05 | $5.80 | 53.6% | 5% |
| 20260810 | $12.00 | $6.05 | 53.6% | 4% |
| 20260807 | — | — | 52.2% | 0% |
| 20260806 | $13.30 | $7.35 | 55.6% | 4% |
| 20260805 | $7.90 | $7.90 | 56.0% | 5% |
| 20260804 | $7.68 | $7.68 | 54.6% | 2% |
| 20260803 | $8.05 | $8.05 | 53.9% | 0% |
| 20260731 | $8.25 | $8.25 | 57.0% | 6% |
| 20260730 | $9.45 | $9.45 | 59.2% | 10% |
| 20260729 | $10.30 | $10.30 | 64.3% | 21% |
| 20260728 | $10.05 | $10.05 | 60.0% | 12% |
| 20260727 | $10.40 | $10.40 | 61.2% | 15% |
| 20260724 | $10.45 | $10.45 | 60.3% | 13% |
More on URTY
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.