AAAU · Expected Move
Goldman Sachs Physical Gold ETF Shares · ETF
The expected move for AAAU 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).
AAAU straddle price & implied vol
60 sessionsBars: 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 AAAU Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
19.0%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to AAAU'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.
AAAU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.77 | $1.77 | 19.0% | 0% |
| 20261020 | $1.85 | $1.85 | 20.1% | 4% |
| 20261019 | $2.05 | $2.05 | 21.2% | 15% |
| 20261016 | $2.20 | $1.00 | 21.6% | 18% |
| 20261015 | $2.47 | $2.88 | 23.4% | 35% |
| 20261014 | $2.20 | $0.75 | 20.6% | 9% |
| 20261013 | $2.12 | $1.25 | 20.1% | 4% |
| 20261012 | $2.33 | $0.88 | 21.6% | 18% |
| 20261009 | $2.33 | $3.17 | 20.9% | 12% |
| 20261008 | $2.42 | $1.12 | 21.9% | 21% |
| 20261007 | $2.60 | $1.15 | 22.3% | 25% |
| 20261006 | $2.50 | $1.00 | 21.3% | 15% |
| 20261005 | $2.55 | $1.23 | 22.0% | 22% |
| 20261002 | $1.30 | $1.30 | 21.7% | 19% |
| 20261001 | $1.35 | $1.35 | 21.3% | 15% |
| 20260930 | $1.40 | $1.40 | 19.7% | 0% |
| 20260929 | $1.35 | $1.35 | 21.6% | 14% |
| 20260928 | $1.62 | $1.62 | 22.3% | 20% |
| 20260925 | $1.52 | $1.52 | 22.2% | 20% |
| 20260924 | $1.43 | $1.43 | 20.2% | 0% |
| 20260923 | $1.90 | $1.90 | 22.4% | 21% |
| 20260922 | $2.45 | $2.45 | 26.2% | 60% |
| 20260921 | $1.95 | $1.95 | 23.1% | 29% |
| 20260918 | $2.27 | $0.75 | 23.6% | 33% |
| 20260917 | $2.17 | $0.78 | 22.6% | 23% |
| 20260916 | $2.48 | $1.12 | 25.3% | 51% |
| 20260915 | $2.38 | $1.30 | 23.0% | 28% |
| 20260914 | $2.67 | $1.12 | 26.4% | 62% |
| 20260911 | $2.48 | $1.20 | 23.2% | 30% |
| 20260910 | $2.80 | $1.38 | 25.7% | 55% |
| 20260909 | $2.83 | $1.70 | 26.3% | 61% |
| 20260908 | $2.80 | $1.15 | 24.9% | 47% |
| 20260904 | $2.88 | $1.73 | 25.2% | 50% |
| 20260903 | $3.25 | $1.93 | 26.6% | 64% |
| 20260902 | $1.90 | $1.90 | 24.2% | 40% |
| 20260901 | $2.05 | $2.05 | 24.5% | 43% |
| 20260831 | $1.65 | $1.65 | 21.8% | 15% |
| 20260828 | $2.30 | $2.30 | 25.7% | 55% |
| 20260827 | $2.15 | $2.15 | 25.6% | 54% |
| 20260826 | $2.25 | $2.25 | 24.4% | 42% |
| 20260825 | $2.23 | $2.23 | 25.3% | 51% |
| 20260824 | $2.70 | $2.70 | 27.0% | 68% |
| 20260821 | $2.67 | $1.30 | 24.3% | 41% |
| 20260820 | $3.20 | $0.82 | 27.6% | 73% |
| 20260819 | $2.48 | $3.00 | 24.1% | 39% |
| 20260818 | $2.20 | $0.93 | 21.7% | 15% |
| 20260817 | $2.33 | $1.02 | 22.6% | 23% |
| 20260814 | $2.35 | $2.25 | 22.0% | 13% |
| 20260813 | $2.33 | $0.90 | 21.5% | 9% |
| 20260812 | $2.53 | $1.90 | 21.4% | 8% |
| 20260811 | $2.50 | $1.38 | 22.9% | 18% |
| 20260810 | $3.08 | $1.43 | 26.2% | 40% |
| 20260807 | — | — | 24.3% | 22% |
| 20260806 | $2.70 | $1.75 | 23.8% | 19% |
| 20260805 | $1.75 | $1.75 | 24.1% | 19% |
| 20260804 | $1.65 | $1.65 | 22.8% | 12% |
| 20260803 | $1.77 | $1.77 | 21.5% | 6% |
| 20260731 | $1.80 | $1.80 | 22.9% | 13% |
| 20260730 | $1.90 | $1.90 | 23.9% | 17% |
| 20260729 | $1.85 | $1.85 | 23.5% | 15% |
More on AAAU
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.