XPP · Expected Move
ProShares Ultra FTSE China 50 of PROSHARES TRUST · ETF
The expected move for XPP 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).
XPP 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 XPP Expected Move
30-Day Straddle
$1.70
7-Day Straddle
$1.70
Avg IV
144.2%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to XPP'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.
XPP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $1.70 | $1.70 | 144.2% | 69% |
| 20261001 | $1.60 | $1.60 | 132.4% | 59% |
| 20260930 | $2.10 | $2.10 | 118.4% | 47% |
| 20260929 | $1.85 | $1.85 | 120.7% | 50% |
| 20260928 | $2.38 | $2.38 | 108.7% | 40% |
| 20260925 | $2.30 | $2.30 | 112.8% | 43% |
| 20260924 | $2.40 | $2.40 | 109.6% | 40% |
| 20260923 | $2.30 | $2.30 | 102.7% | 35% |
| 20260922 | $1.80 | $1.80 | 97.3% | 30% |
| 20260921 | $2.08 | $2.08 | 100.2% | 33% |
| 20260918 | $1.88 | $2.75 | 95.6% | 29% |
| 20260917 | $2.10 | $1.15 | 92.1% | 26% |
| 20260916 | $2.15 | $1.00 | 91.9% | 26% |
| 20260915 | $2.30 | $1.48 | 83.9% | 19% |
| 20260914 | $1.98 | $1.15 | 87.1% | 21% |
| 20260911 | $1.75 | $1.40 | 77.8% | 14% |
| 20260910 | $2.42 | $1.75 | 80.3% | 16% |
| 20260909 | $2.10 | $1.70 | 78.6% | 14% |
| 20260908 | $2.58 | $1.45 | 76.4% | 12% |
| 20260904 | $2.70 | $1.72 | 71.3% | 8% |
| 20260903 | $2.35 | $2.23 | 78.6% | 14% |
| 20260902 | $1.82 | $1.82 | 91.6% | 25% |
| 20260901 | $1.40 | $1.40 | 97.4% | 30% |
| 20260831 | $2.02 | $2.02 | 102.2% | 34% |
| 20260828 | $1.62 | $1.62 | 81.1% | 16% |
| 20260827 | $2.10 | $2.10 | 85.9% | 20% |
| 20260826 | $2.05 | $2.05 | 84.6% | 19% |
| 20260825 | $1.77 | $1.77 | 80.0% | 15% |
| 20260824 | $1.95 | $1.95 | 64.4% | 2% |
| 20260821 | $2.30 | $1.12 | 82.0% | 17% |
| 20260820 | $2.70 | $1.15 | 69.1% | 6% |
| 20260819 | $3.15 | $1.30 | 81.8% | 17% |
| 20260818 | $3.40 | $1.35 | 82.5% | 18% |
| 20260817 | $3.38 | $1.35 | 82.8% | 18% |
| 20260814 | $3.75 | $2.25 | 67.2% | 5% |
| 20260813 | $2.50 | $2.60 | 78.2% | 14% |
| 20260812 | $2.95 | $2.15 | 72.5% | 9% |
| 20260811 | $2.85 | $1.98 | 75.2% | 11% |
| 20260810 | $3.12 | $1.80 | 63.9% | 2% |
| 20260806 | $3.50 | $2.00 | 69.5% | 6% |
| 20260805 | $3.25 | $3.25 | 122.0% | 51% |
| 20260804 | $4.72 | $4.72 | 124.7% | 53% |
| 20260803 | $4.45 | $4.45 | 113.3% | 44% |
| 20260731 | $3.65 | $3.65 | 91.5% | 25% |
| 20260730 | $3.73 | $3.73 | 108.1% | 39% |
| 20260729 | $3.65 | $3.65 | 94.9% | 28% |
| 20260728 | $4.40 | $4.40 | 105.5% | 37% |
| 20260727 | $3.22 | $3.22 | 100.4% | 33% |
| 20260724 | $3.35 | $3.35 | 85.1% | 20% |
| 20260723 | $4.07 | $4.07 | 106.8% | 38% |
| 20260722 | $2.50 | $2.50 | 76.0% | 12% |
| 20260721 | $3.05 | $3.05 | 83.5% | 18% |
| 20260720 | $3.72 | $3.72 | 83.3% | 18% |
| 20260716 | $3.05 | $2.95 | 79.9% | 15% |
| 20260715 | $3.08 | $3.30 | 98.2% | 31% |
| 20260714 | $3.22 | $2.33 | 98.3% | 31% |
| 20260713 | $4.33 | $1.40 | 98.0% | 31% |
| 20260710 | $4.88 | $3.52 | 96.8% | 30% |
| 20260709 | $3.20 | $1.40 | 99.1% | 32% |
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.