GAIN · Expected Move

Gladstone Investment Corporation

The expected move for GAIN 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).

GAIN straddle price & implied vol

60 sessions

Bars: 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 GAIN Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$0.12
30-Day ATM IV
27.9%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to GAIN'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.
GAIN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.02 $0.12 27.9% 18%
20261015 $1.12 $0.25 32.4% 26%
20261014 $2.12 $0.17 41.1% 42%
20261013 $1.12 $0.40 31.1% 24%
20261012 $1.00 $0.33 27.3% 17%
20261009 $1.40 $0.30 38.3% 37%
20261008 $1.40 $0.35 38.1% 37%
20261007 $1.30 $0.33 34.0% 29%
20261006 $1.80 $1.75 53.3% 65%
20261005 $1.25 $0.57 46.7% 53%
20261002 $2.05 $2.05 44.8% 49%
20261001 $0.82 $0.82 54.8% 68%
20260930 $0.70 $0.70 48.4% 56%
20260929 $0.93 $0.93 47.8% 55%
20260928 $2.58 $2.58 72.3% 100%
20260925 $0.97 $0.97 40.8% 47%
20260924 $1.02 $1.02 46.3% 59%
20260923 $0.78 $0.78 47.3% 61%
20260922 $0.82 $0.82 43.6% 53%
20260921 $0.85 $0.85 41.5% 49%
20260918 $1.07 $2.33 31.3% 27%
20260917 $1.30 $2.23 34.2% 34%
20260916 $1.12 $0.67 37.4% 40%
20260915 $1.17 $1.70 28.3% 21%
20260914 $1.20 $0.85 33.6% 32%
20260911 $1.12 $0.82 39.2% 44%
20260910 $1.27 $3.47 50.6% 68%
20260909 $1.38 $2.77 52.6% 72%
20260908 $1.43 $3.10 40.8% 47%
20260904 $1.80 $2.27 52.9% 72%
20260903 $2.30 $2.07 64.2% 96%
20260902 $2.58 $2.58 50.6% 68%
20260901 $2.83 $2.83 58.4% 84%
20260831 $1.75 $1.75 58.1% 83%
20260828 $1.90 $1.90 48.6% 63%
20260827 $2.07 $2.07 46.8% 60%
20260826 $1.28 $1.28 38.0% 41%
20260825 $1.18 $1.18 34.3% 34%
20260824 $1.50 $1.50 38.9% 43%
20260821 $1.52 $1.17 37.4% 40%
20260820 $1.85 $1.20 44.0% 54%
20260819 $2.23 $1.72 56.4% 66%
20260818 $1.62 $1.23 46.9% 49%
20260817 $2.05 $1.02 38.0% 34%
20260814 $1.52 $1.32 36.5% 32%
20260813 $1.77 $1.72 41.5% 40%
20260812 $1.95 $1.25 66.2% 82%
20260811 $1.82 $1.30 38.1% 34%
20260810 $1.85 $1.15 45.8% 47%
20260807 — — 44.8% 46%
20260806 $1.85 $1.70 51.9% 58%
20260805 $1.43 $1.43 40.0% 38%
20260804 $1.65 $1.65 45.1% 46%
20260803 $1.45 $1.45 32.9% 25%
20260731 $1.72 $1.72 41.7% 40%
20260730 $2.42 $2.42 34.5% 28%
20260729 $2.38 $2.38 61.7% 75%
20260728 $2.10 $2.10 47.4% 50%
20260727 $1.98 $1.98 40.2% 38%
20260724 $2.08 $2.08 47.6% 51%

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.