GAP · Expected Move
The Gap, Inc.
The expected move for GAP 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).
GAP 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 GAP Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$2.66
30-Day ATM IV
65.6%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to GAP'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.
GAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $3.25 | $2.66 | 65.6% | 80% |
| 20261112 | $3.08 | $2.66 | 64.1% | 76% |
| 20261111 | $3.21 | $2.72 | 65.7% | 80% |
| 20261110 | $3.35 | $2.77 | 66.6% | 83% |
| 20261109 | $3.35 | $0.94 | 65.3% | 79% |
| 20261106 | $3.29 | $1.13 | 68.4% | 87% |
| 20261105 | $3.45 | $1.30 | 67.9% | 86% |
| 20261104 | $3.47 | $1.32 | 64.4% | 77% |
| 20261103 | $3.30 | $1.29 | 65.5% | 80% |
| 20261102 | $3.29 | $0.94 | 63.0% | 74% |
| 20261030 | $3.20 | $1.08 | 63.1% | 74% |
| 20261029 | $3.20 | $1.08 | 61.7% | 71% |
| 20261028 | $3.14 | $1.42 | 63.0% | 74% |
| 20261027 | $3.08 | $1.29 | 59.0% | 64% |
| 20261026 | $3.20 | $0.90 | 58.0% | 62% |
| 20261023 | $2.59 | $0.99 | 52.8% | 49% |
| 20261022 | $2.67 | $1.10 | 52.8% | 49% |
| 20261021 | $2.69 | $1.13 | 52.4% | 48% |
| 20261020 | $2.98 | $1.21 | 49.5% | 41% |
| 20261019 | $2.69 | $0.92 | 46.6% | 34% |
| 20261016 | $2.02 | $1.05 | 48.3% | 38% |
| 20261015 | $2.00 | $1.10 | 39.9% | 18% |
| 20261014 | $1.98 | $1.18 | 38.0% | 13% |
| 20261013 | $2.29 | $1.27 | 41.3% | 22% |
| 20261012 | $2.07 | $0.82 | 40.6% | 20% |
| 20261009 | $2.01 | $0.99 | 38.4% | 14% |
| 20261008 | $2.09 | $1.14 | 39.6% | 17% |
| 20261007 | $2.13 | $1.18 | 39.6% | 17% |
| 20261006 | $2.29 | $1.27 | 40.3% | 19% |
| 20261005 | $2.17 | $0.80 | 39.1% | 12% |
| 20261002 | $1.81 | $0.95 | 39.1% | 12% |
| 20261001 | $1.93 | $1.14 | 39.7% | 14% |
| 20260930 | $1.82 | $1.29 | 35.9% | 6% |
| 20260929 | $2.15 | $1.34 | 39.4% | 13% |
| 20260928 | $2.05 | $0.77 | 37.8% | 10% |
| 20260925 | $1.75 | $0.93 | 35.3% | 5% |
| 20260924 | $1.73 | $0.96 | 35.5% | 6% |
| 20260923 | $1.75 | $0.96 | 36.0% | 7% |
| 20260922 | $1.80 | $1.06 | 36.4% | 7% |
| 20260921 | $1.82 | $0.95 | 36.7% | 8% |
| 20260918 | $1.71 | $0.70 | 35.5% | 6% |
| 20260917 | $1.61 | $0.86 | 34.0% | 3% |
| 20260916 | $1.69 | $0.94 | 36.8% | 8% |
| 20260915 | $1.75 | $1.20 | 45.1% | 24% |
| 20260914 | $1.66 | $0.89 | 32.4% | 0% |
| 20260911 | $1.84 | $1.05 | 37.2% | 7% |
| 20260910 | $1.97 | $0.96 | 40.9% | 14% |
| 20260909 | $1.61 | $1.16 | 33.5% | 0% |
| 20260908 | $1.73 | $1.17 | 34.9% | 0% |
| 20260904 | $1.92 | $0.80 | 36.9% | 4% |
| 20260903 | $1.81 | $0.90 | 36.1% | 2% |
| 20260902 | $1.67 | $0.95 | 35.0% | 0% |
| 20260901 | $2.07 | $1.27 | 40.7% | 12% |
| 20260831 | $1.91 | $0.64 | 35.2% | 1% |
| 20260828 | $1.91 | $0.84 | 37.1% | 4% |
| 20260827 | $3.33 | $2.91 | 69.7% | 68% |
| 20260826 | $3.00 | $2.66 | 62.0% | 53% |
| 20260825 | $2.76 | $2.61 | 60.1% | 50% |
| 20260824 | $2.49 | $2.00 | 55.4% | 40% |
| 20260821 | $2.62 | $2.00 | 59.2% | 48% |
More on GAP
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.