GBDC · Expected Move
Golub Capital BDC, Inc.
The expected move for GBDC 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).
GBDC 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 GBDC Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$0.70
30-Day ATM IV
31.7%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to GBDC'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.
GBDC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.70 | $0.70 | 31.7% | 15% |
| 20261021 | $0.65 | $0.65 | 54.4% | 45% |
| 20261020 | $0.67 | $0.67 | 55.7% | 47% |
| 20261019 | $0.53 | $0.53 | 22.2% | 3% |
| 20261016 | $0.65 | $0.40 | 27.1% | 9% |
| 20261015 | $0.47 | $0.45 | 21.2% | 2% |
| 20261014 | $0.72 | $0.45 | 27.8% | 10% |
| 20261013 | $0.65 | $0.43 | 59.3% | 52% |
| 20261012 | $0.75 | $0.45 | 25.4% | 7% |
| 20261009 | $0.62 | $0.47 | 55.9% | 47% |
| 20261008 | $0.65 | $0.73 | 27.6% | 10% |
| 20261007 | $0.75 | $0.45 | 67.9% | 63% |
| 20261006 | $0.68 | $0.60 | 34.5% | 19% |
| 20261005 | $0.68 | $0.47 | 25.4% | 7% |
| 20261002 | $0.47 | $0.47 | 24.2% | 6% |
| 20261001 | $2.45 | $2.45 | 24.4% | 6% |
| 20260930 | $0.47 | $0.47 | 25.6% | 7% |
| 20260929 | $0.38 | $0.38 | 24.2% | 6% |
| 20260928 | $0.50 | $0.50 | 26.3% | 8% |
| 20260925 | $0.32 | $0.32 | 23.5% | 5% |
| 20260924 | $0.38 | $0.38 | 20.9% | 1% |
| 20260923 | $0.38 | $0.38 | 22.7% | 4% |
| 20260922 | $0.42 | $0.42 | 24.3% | 6% |
| 20260921 | $0.53 | $0.53 | 23.1% | 4% |
| 20260918 | $0.53 | $0.12 | 39.1% | 25% |
| 20260917 | $0.52 | $0.30 | 22.1% | 3% |
| 20260916 | $0.50 | $0.22 | 22.2% | 3% |
| 20260915 | $0.57 | $0.20 | 20.0% | 0% |
| 20260914 | $0.53 | $0.88 | 27.8% | 7% |
| 20260911 | $0.70 | $0.40 | 30.8% | 11% |
| 20260910 | $0.73 | $0.35 | 24.9% | 3% |
| 20260909 | $0.70 | $0.43 | 50.8% | 38% |
| 20260908 | $0.78 | $0.82 | 48.7% | 36% |
| 20260904 | $1.48 | $0.60 | 68.9% | 63% |
| 20260903 | $0.95 | $0.70 | 45.8% | 32% |
| 20260902 | $0.90 | $0.90 | 69.8% | 64% |
| 20260901 | $0.68 | $0.68 | 31.5% | 12% |
| 20260831 | $0.62 | $0.62 | 37.7% | 21% |
| 20260828 | $0.57 | $0.57 | 38.5% | 22% |
| 20260827 | $1.23 | $1.23 | 55.5% | 45% |
| 20260826 | $0.82 | $0.82 | 29.3% | 9% |
| 20260825 | $1.45 | $1.45 | 56.2% | 46% |
| 20260824 | $1.18 | $1.18 | 47.8% | 34% |
| 20260821 | $0.82 | $0.80 | 32.8% | 14% |
| 20260820 | $0.70 | $0.97 | 41.0% | 25% |
| 20260819 | $0.93 | $0.75 | 35.0% | 17% |
| 20260818 | $0.88 | $0.62 | 30.7% | 11% |
| 20260817 | $0.88 | $0.72 | 30.9% | 11% |
| 20260814 | $0.98 | $0.90 | 34.8% | 17% |
| 20260813 | $1.60 | $1.05 | 96.2% | 100% |
| 20260812 | $0.97 | $0.72 | 35.4% | 24% |
| 20260811 | $0.85 | $0.82 | 77.0% | 100% |
| 20260810 | $0.85 | $0.78 | 60.9% | 82% |
| 20260806 | $0.82 | $0.68 | 27.9% | 11% |
| 20260805 | $0.60 | $0.60 | 23.6% | 2% |
| 20260804 | $0.78 | $0.78 | 44.8% | 47% |
| 20260803 | $0.98 | $0.98 | 24.2% | 4% |
| 20260731 | $0.73 | $0.73 | 28.8% | 13% |
| 20260730 | $0.85 | $0.85 | 28.8% | 10% |
| 20260729 | $0.82 | $0.82 | 37.9% | 25% |
More on GBDC
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.