GBCI · Expected Move

Glacier Bancorp Inc

The expected move for GBCI 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).

GBCI 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 GBCI Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$4.45
30-Day ATM IV
35.4%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to GBCI'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.
GBCI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.45 $4.45 35.4% 17%
20261021 $4.58 $4.58 44.4% 34%
20261020 $3.90 $3.90 37.4% 21%
20261019 $4.12 $4.12 36.6% 20%
20261016 $4.97 $3.10 29.4% 7%
20261015 $5.08 $3.85 29.1% 6%
20261014 $4.42 $3.67 29.4% 7%
20261013 $4.22 $3.38 27.7% 3%
20261012 $3.62 $4.25 28.8% 5%
20261009 $3.35 $3.62 30.5% 9%
20261008 $3.50 $3.88 37.4% 21%
20261007 $3.38 $3.60 31.7% 11%
20261006 $3.35 $3.17 31.5% 10%
20261005 $4.72 $3.52 37.9% 22%
20261002 $3.53 $3.53 34.8% 16%
20261001 $4.00 $4.00 37.5% 21%
20260930 $3.55 $3.55 35.5% 18%
20260929 $3.88 $3.88 36.9% 20%
20260928 $3.38 $3.38 34.4% 16%
20260925 $3.23 $3.23 31.9% 11%
20260924 $3.33 $3.33 33.3% 14%
20260923 $3.60 $3.60 32.5% 12%
20260922 $2.85 $2.85 32.4% 12%
20260921 $3.40 $3.40 36.1% 19%
20260918 $3.40 $2.90 36.0% 19%
20260917 $3.62 $2.90 36.2% 19%
20260916 $3.75 $3.83 36.7% 20%
20260915 $4.33 $3.65 39.3% 25%
20260914 $4.05 $3.68 37.6% 22%
20260911 $4.47 $4.50 37.7% 22%
20260910 $3.92 $3.20 37.1% 21%
20260909 $4.15 $3.10 38.7% 23%
20260908 $4.15 $3.60 39.2% 24%
20260904 $4.30 $3.88 39.1% 24%
20260903 $4.55 $2.95 51.6% 47%
20260902 $3.38 $3.38 37.2% 21%
20260901 $2.67 $2.67 52.9% 49%
20260831 $2.80 $2.80 52.7% 49%
20260828 $3.12 $3.12 39.3% 25%
20260827 $2.88 $2.88 30.4% 8%
20260826 $3.55 $3.55 37.9% 22%
20260825 $2.83 $2.83 34.3% 15%
20260824 $3.50 $3.50 43.8% 33%
20260821 $3.90 $3.85 28.0% 4%
20260820 $4.85 $5.78 41.9% 29%
20260819 $3.38 $4.12 26.3% 1%
20260818 $3.50 $3.75 31.2% 10%
20260817 $2.95 $3.70 25.8% 0%
20260814 $3.25 $3.65 26.6% 0%
20260813 $3.00 $3.45 26.5% 0%
20260812 $3.42 $3.73 29.8% 5%
20260811 $3.35 $3.38 28.7% 3%
20260810 $3.65 $3.65 30.6% 7%
20260807 — — 30.8% 7%
20260806 $5.00 $4.20 42.3% 29%
20260805 $3.38 $3.38 39.7% 24%
20260804 $2.92 $2.92 36.8% 18%
20260803 $3.38 $3.38 31.7% 9%
20260731 $9.45 $9.45 36.4% 18%
20260730 $4.05 $4.05 39.9% 24%

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.