YXI · Expected Move

ProShares Short FTSE China 50 of PROSHARES TRUST · ETF

The expected move for YXI 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).

YXI 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 YXI Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.00
30-Day ATM IV
31.5%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to YXI'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.
YXI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $1.50 $1.00 31.5% 10%
20261008 $1.30 $0.78 23.8% 3%
20261007 $1.38 $0.90 24.1% 4%
20261006 $1.30 $0.90 24.3% 4%
20261005 $1.33 $0.93 26.7% 6%
20261002 $0.80 $0.80 22.2% 2%
20261001 $1.05 $1.05 23.9% 3%
20260930 $0.97 $0.97 25.3% 5%
20260929 $0.98 $0.98 25.4% 5%
20260928 $1.05 $1.05 25.9% 5%
20260925 $1.05 $1.05 25.3% 5%
20260924 $1.12 $1.12 26.9% 6%
20260923 $1.15 $1.15 28.1% 7%
20260922 $1.05 $1.05 33.8% 12%
20260921 $1.10 $1.10 33.4% 12%
20260918 $1.23 $2.90 25.6% 5%
20260917 $1.20 $0.77 23.9% 3%
20260916 $1.17 $0.68 20.1% 0%
20260915 $1.32 $0.85 25.1% 3%
20260914 $1.12 $0.77 28.6% 7%
20260911 $1.17 $0.85 24.8% 3%
20260910 $1.32 $0.88 23.6% 2%
20260909 $1.18 $0.85 24.9% 3%
20260908 $1.17 $0.82 26.9% 5%
20260904 $1.45 $1.10 26.6% 5%
20260903 $1.42 $1.02 27.4% 6%
20260902 $1.10 $1.10 22.8% 1%
20260901 $1.05 $1.05 22.7% 1%
20260831 $1.07 $1.07 32.8% 11%
20260828 $1.12 $1.12 21.4% 0%
20260827 $1.12 $1.12 21.5% 0%
20260826 $1.20 $1.20 22.3% 1%
20260825 $1.23 $1.23 23.3% 2%
20260824 $1.25 $1.25 21.4% 0%
20260821 $1.27 $3.02 21.8% 0%
20260820 $1.23 $0.95 21.7% 0%
20260819 $2.12 $1.82 27.0% 4%
20260818 $2.10 $1.77 27.5% 4%
20260817 $2.15 $1.80 23.2% 0%
20260814 $2.20 $1.85 38.3% 0%
20260813 $2.20 $1.82 44.3% 2%
20260812 $2.25 $1.85 42.2% 0%
20260811 $2.30 $1.98 42.5% 0%
20260810 $2.52 $1.98 54.6% 11%
20260807 — — 53.4% 10%
20260806 $2.65 $2.17 60.9% 18%
20260805 $2.10 $2.10 57.6% 15%
20260804 $2.15 $2.15 54.2% 11%
20260803 $2.15 $2.15 60.8% 18%
20260731 $2.25 $2.25 53.3% 10%
20260730 $2.20 $2.20 88.2% 50%
20260729 $2.22 $2.22 86.3% 48%
20260728 $2.30 $2.30 88.0% 49%
20260727 $2.30 $2.30 58.2% 15%
20260724 $2.35 $2.35 62.1% 20%
20260723 $2.38 $2.38 63.1% 21%
20260722 $2.50 $2.50 63.8% 22%
20260721 $2.45 $2.45 62.6% 20%
20260720 $2.47 $2.47 64.2% 22%
20260716 $2.62 $1.82 73.2% 33%

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.