Tracking the UVIX expected move helps you see how far 2x Long VIX Futures ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. 2x Long VIX Futures 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 UVIX 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 UVIX, 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 UVIX 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 2x Long VIX Futures ETF is unlikely to go.
The index measures the daily performance of a portfolio of long positions in first and second month VIX futures contracts. This theoretical portfolio is rolled each day to maintain a consistent time to maturity of the futures contracts. The index is calculated daily at 4:00 p.m. (Eastern time) and at a value calculated from the average price for the futures contracts between 3:45 p.m. (Eastern time) and 4:00 p.m. (Eastern time).
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 UVIX expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The 2x Long VIX Futures 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 UVIX.
