VIXY · Expected Move
ProShares VIX Short-Term Futures ETF · ETF
The expected move for VIXY 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).
VIXY 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 VIXY Expected Move
30-Day Straddle
$3.77
7-Day Straddle
$1.95
30-Day ATM IV
81.2%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to VIXY'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.
VIXY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.77 | $1.95 | 81.2% | 46% |
| 20261106 | $5.78 | $3.80 | 105.8% | 76% |
| 20261105 | $6.45 | $5.17 | 124.7% | 100% |
| 20261104 | $1.60 | $1.60 | 67.8% | 56% |
| 20261103 | $2.40 | $2.40 | 82.6% | 91% |
| 20261102 | $2.75 | $2.75 | 86.3% | 100% |
| 20261030 | $3.05 | $3.05 | 83.6% | 100% |
| 20261029 | $2.47 | $2.47 | 71.7% | 70% |
| 20261028 | $2.42 | $2.42 | 74.9% | 78% |
| 20261027 | $2.55 | $2.55 | 72.8% | 72% |
| 20261026 | $2.75 | $2.75 | 73.0% | 73% |
| 20261023 | $3.15 | $3.15 | 79.7% | 90% |
| 20261022 | $3.22 | $3.22 | 77.7% | 85% |
| 20261021 | $2.80 | $2.80 | 69.0% | 62% |
| 20261020 | $2.80 | $2.80 | 70.6% | 67% |
| 20261019 | $2.95 | $2.95 | 74.0% | 75% |
| 20261016 | $3.72 | $0.60 | 83.7% | 100% |
| 20261015 | $2.17 | $0.42 | 55.7% | 34% |
| 20261014 | $2.23 | $0.65 | 51.9% | 23% |
| 20261013 | $2.20 | $0.53 | 54.0% | 29% |
| 20261012 | $2.30 | $0.42 | 55.5% | 34% |
| 20261009 | $2.35 | $0.55 | 52.8% | 25% |
| 20261008 | $2.38 | $0.98 | 55.8% | 34% |
| 20261007 | $2.40 | $0.88 | 53.2% | 27% |
| 20261006 | $2.48 | $0.70 | 53.5% | 28% |
| 20261005 | $2.58 | $1.05 | 57.1% | 38% |
| 20261002 | $1.12 | $1.12 | 64.0% | 59% |
| 20261001 | $1.45 | $1.45 | 59.2% | 45% |
| 20260930 | $1.30 | $1.30 | 54.0% | 29% |
| 20260929 | $1.50 | $1.50 | 54.4% | 30% |
| 20260928 | $1.67 | $1.67 | 52.8% | 25% |
| 20260925 | $1.68 | $1.68 | 55.0% | 32% |
| 20260924 | $1.82 | $1.82 | 58.7% | 43% |
| 20260923 | $1.70 | $1.70 | 55.6% | 34% |
| 20260922 | $1.82 | $1.82 | 60.6% | 49% |
| 20260921 | $1.73 | $1.73 | 52.6% | 25% |
| 20260918 | $1.92 | $0.12 | 51.6% | 22% |
| 20260917 | $2.02 | $0.40 | 53.1% | 26% |
| 20260916 | $2.55 | $0.72 | 60.7% | 49% |
| 20260915 | $2.55 | $0.80 | 55.6% | 34% |
| 20260914 | $2.40 | $1.00 | 59.4% | 45% |
| 20260911 | $2.40 | $1.10 | 57.8% | 41% |
| 20260910 | $2.80 | $1.27 | 63.5% | 58% |
| 20260909 | $2.80 | $1.27 | 51.7% | 22% |
| 20260908 | $2.53 | $1.38 | 56.0% | 35% |
| 20260904 | $2.60 | $1.05 | 53.9% | 29% |
| 20260903 | $2.55 | $1.27 | 53.0% | 26% |
| 20260902 | $1.38 | $1.38 | 51.9% | 23% |
| 20260901 | $1.43 | $1.43 | 54.6% | 31% |
| 20260831 | $1.48 | $1.48 | 54.7% | 31% |
| 20260828 | $1.55 | $1.55 | 53.0% | 26% |
| 20260827 | $1.38 | $1.38 | 49.9% | 16% |
| 20260826 | $1.85 | $1.85 | 54.3% | 30% |
| 20260825 | $1.93 | $1.93 | 53.7% | 28% |
| 20260824 | $1.70 | $1.70 | 50.5% | 18% |
| 20260821 | $2.08 | $0.77 | 53.0% | 25% |
| 20260820 | $1.95 | $0.55 | 50.0% | 16% |
| 20260819 | $1.73 | $0.48 | 44.5% | 0% |
| 20260818 | $2.35 | $0.55 | 51.8% | 8% |
| 20260817 | $2.25 | $0.78 | 50.0% | 4% |
More on VIXY
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.