Tracking the CSM expected move helps you see how far ProShares Large Cap Core Plus's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. ProShares Large Cap Core Plus's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the CSM expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For CSM, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The CSM expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks ProShares Large Cap Core Plus is unlikely to go.
The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the index. The index is designed to replicate an investment strategy that establishes either long or short positions in the stocks of 500 leading large-cap U.S. companies (the "Universe") by applying a rules-based ranking and weighting methodology. The fund is non-diversified.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the CSM expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The ProShares Large Cap Core Plus expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about CSM.
