GBTC · Expected Move
Grayscale Bitcoin Trust ETF · ETF
The expected move for GBTC 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).
GBTC 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 GBTC Expected Move
30-Day Straddle
$5.38
7-Day Straddle
$3.25
30-Day ATM IV
36.9%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to GBTC'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.
GBTC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $5.38 | $3.25 | 36.9% | 4% |
| 20261026 | $5.57 | $2.12 | 38.2% | 6% |
| 20261023 | $5.50 | $2.42 | 38.7% | 7% |
| 20261022 | $5.38 | $2.78 | 38.6% | 7% |
| 20261021 | $5.57 | $2.88 | 36.5% | 3% |
| 20261020 | $5.72 | $3.15 | 38.5% | 6% |
| 20261019 | $5.72 | $1.57 | 38.0% | 6% |
| 20261016 | $5.17 | $2.35 | 37.4% | 5% |
| 20261015 | $5.55 | $2.83 | 38.8% | 7% |
| 20261014 | $5.45 | $2.85 | 38.7% | 7% |
| 20261013 | $5.17 | $2.83 | 37.3% | 4% |
| 20261012 | $5.67 | $1.88 | 37.3% | 4% |
| 20260302 | $3.30 | $2.90 | 52.3% | 31% |
| 20260227 | $5.70 | $2.90 | 50.4% | 28% |
| 20260226 | $5.90 | $3.03 | 50.5% | 28% |
| 20260225 | $6.65 | $3.47 | 53.6% | 33% |
| 20260224 | $6.15 | $3.65 | 52.9% | 32% |
| 20260223 | $6.38 | $2.75 | 53.9% | 34% |
| 20260221 | $6.25 | $2.70 | — | — |
| 20260220 | $6.25 | $2.70 | 51.9% | 30% |
| 20260219 | $6.33 | $3.33 | 51.2% | 29% |
| 20260218 | $6.53 | $3.45 | 52.5% | 31% |
| 20260217 | $6.80 | $3.53 | 54.0% | 34% |
| 20260213 | $6.80 | $3.12 | 55.6% | 37% |
| 20260212 | $6.72 | $3.35 | 59.4% | 44% |
| 20260211 | $6.70 | $4.03 | 56.5% | 39% |
| 20260210 | $7.55 | $4.25 | 59.0% | 43% |
| 20260209 | $7.30 | $2.92 | 55.7% | 37% |
| 20260206 | $7.25 | $3.73 | 59.6% | 44% |
| 20260205 | $10.15 | $6.88 | 90.8% | 100% |
| 20260204 | $7.62 | $4.88 | 55.4% | 86% |
| 20260203 | $7.40 | $4.93 | 53.5% | 78% |
| 20260202 | $6.90 | $2.70 | 48.7% | 58% |
| 20260130 | $6.30 | $2.47 | 42.5% | 32% |
| 20260129 | $5.97 | $2.95 | 40.1% | 22% |
| 20260128 | $5.20 | $3.65 | 34.9% | 3% |
| 20260127 | $6.53 | $3.70 | 41.3% | 29% |
| 20260126 | $6.35 | $2.20 | 38.8% | 19% |
| 20260123 | $5.92 | $3.25 | 39.1% | 20% |
| 20260122 | $6.12 | $3.05 | 38.4% | 17% |
| 20260121 | $6.50 | $3.30 | 40.3% | 25% |
| 20260120 | $5.85 | $3.78 | 37.6% | 14% |
| 20260116 | $6.50 | $2.73 | 37.6% | 14% |
| 20260115 | $6.90 | $2.95 | 43.0% | 37% |
| 20260114 | $7.05 | $3.78 | 40.4% | 27% |
| 20260113 | $7.00 | $3.75 | 41.1% | 30% |
| 20260112 | $7.40 | $2.17 | 43.1% | 38% |
| 20260109 | $6.12 | $2.95 | 39.8% | 25% |
| 20260108 | $6.38 | $3.40 | 40.2% | 27% |
| 20260107 | $7.25 | $3.83 | 44.8% | 45% |
| 20260106 | $7.35 | $4.30 | 44.0% | 42% |
| 20260105 | $7.97 | $2.72 | 44.7% | 44% |
| 20260102 | $6.43 | $2.85 | 41.5% | 32% |
| 20251231 | $6.43 | $3.27 | 40.7% | 29% |
| 20251230 | $6.40 | $3.45 | 40.4% | 30% |
| 20251229 | $6.60 | $2.15 | 40.9% | 32% |
| 20251226 | $6.10 | $2.72 | 40.8% | 32% |
| 20251224 | $6.50 | $3.12 | 41.7% | 35% |
| 20251223 | $6.65 | $3.50 | 42.2% | 37% |
| 20251222 | $7.22 | $2.40 | 44.0% | 44% |
More on GBTC
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.