Tracking the ONLN expected move helps you see how far ProShares Online Retail 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 Online Retail 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 ONLN 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 ONLN, 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 ONLN 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 Online Retail ETF is unlikely to go.
Under normal circumstances, the fund will invest at least 80% of its total assets in component securities of the index. The index is designed to measure the performance of publicly traded companies that principally sell online or through other non-store sales channels, such as through mobile or app purchases, rather than through "brick and mortar" store locations. 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 ONLN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The ProShares Online Retail 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 ONLN.
