ProShares Ether ETF (EETH) Expected Move

Tracking the EETH expected move helps you see how far ProShares Ether ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. ProShares Ether ETF'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 EETH 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 EETH, 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 EETH 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 Ether ETF is unlikely to go.

EETH seeks to mirror the performance of ether (ETH) through standardized futures contracts traded on the Chicago Mercantile Exchange (CME). The fund invests primarily in USD cash-settled, front-month CME ether futures contracts while also considering back-month contracts. To maintain its exposure to ether, the fund replaces expiring futures contracts with new ones having later expiration dates. Additionally, the fund may utilize proceeds from reverse repurchase agreements as leverage to achieve the desired level of exposure. Investments are made via a wholly-owned Cayman Island subsidiary, capped at 25% at each quarter end.

Note that investing in ETH futures carries high risk, including the potential for total loss.

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 EETH expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The ProShares Ether ETF 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 EETH.