GBIL · Expected Move

Goldman Sachs Access Treasury 0-1 Year ETF · ETF

The expected move for GBIL 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).

GBIL 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 GBIL Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.75
30-Day ATM IV
3.4%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to GBIL'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.
GBIL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.75 $2.75 3.4% 2%
20261020 $2.75 $2.75 3.4% 2%
20261019 $0.00 $0.00 3.3% 2%
20261016 $0.60 $2.50 3.2% 1%
20261015 $0.68 $0.90 2.9% 0%
20261014 $4.90 $0.33 3.0% 0%
20261013 $0.57 $0.88 3.1% 0%
20261012 $0.57 $2.68 3.1% 0%
20261009 $4.90 $4.90 4.7% 8%
20261008 $2.75 $2.58 4.8% 8%
20261007 $2.73 $0.38 4.7% 8%
20261006 $2.73 $0.40 4.7% 8%
20261005 $2.75 $0.38 4.8% 8%
20261002 $2.58 $2.58 5.0% 9%
20261001 $0.40 $0.40 5.7% 13%
20260930 $2.75 $2.75 4.5% 7%
20260929 $0.98 $0.98 6.0% 15%
20260928 $0.50 $0.50 9.7% 34%
20260925 $2.75 $2.75 3.2% 0%
20260924 $2.55 $2.55 12.0% 46%
20260923 $0.57 $0.57 6.6% 17%
20260922 $0.95 $0.95 3.6% 1%
20260921 $1.48 $1.48 3.4% 0%
20260918 $3.05 $2.40 8.8% 13%
20260917 $2.60 $4.75 8.6% 12%
20260916 $2.62 $4.75 8.5% 11%
20260915 $2.62 $4.75 7.1% 2%
20260914 $2.62 $4.80 7.8% 6%
20260911 $4.80 $3.02 9.3% 16%
20260910 $2.62 $3.30 10.4% 23%
20260909 $2.62 $2.97 10.2% 22%
20260908 $4.80 $4.75 9.5% 18%
20260904 $2.62 $4.75 10.0% 21%
20260903 $2.62 $4.75 9.8% 20%
20260902 $4.80 $4.80 16.5% 63%
20260901 $4.75 $4.75 12.6% 38%
20260831 $4.80 $4.80 19.2% 81%
20260828 $4.80 $4.80 15.3% 56%
20260827 $4.80 $4.80 15.5% 57%
20260826 $4.80 $4.80 15.8% 56%
20260825 $4.80 $4.80 15.5% 54%
20260824 $4.80 $4.80 20.2% 84%
20260821 $4.80 $1.33 19.0% 76%
20260820 $4.80 $1.33 15.5% 54%
20260819 $4.80 $1.33 15.7% 55%
20260818 $4.80 $1.33 15.6% 55%
20260817 $4.80 $0.32 15.4% 54%
20260814 $4.80 $0.32 15.1% 52%
20260813 $4.80 $0.32 14.9% 41%
20260812 $4.80 $2.57 15.5% 45%
20260811 $2.42 $2.55 14.7% 40%
20260810 $2.62 $4.80 8.7% 10%
20260807 — — 9.7% 15%
20260806 $2.67 $4.80 16.8% 51%
20260805 $2.55 $2.55 16.4% 49%
20260804 $2.55 $2.55 15.6% 45%
20260803 $4.80 $4.80 15.6% 45%
20260731 $4.80 $4.80 14.1% 37%
20260730 $4.80 $4.80 21.9% 77%
20260729 $4.80 $4.80 19.5% 65%

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.