GBTC (Grayscale Bitcoin Trust ETF)
Expected Move & Straddle Price History
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).
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.
Current GBTC Expected Move
30-Day Straddle
$3.30
7-Day Straddle
$2.90
Avg IV
0.6%
IV Rank
29%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $3.30 | $2.90 | 0.6% | 29% |
| 20260227 | $5.70 | $2.90 | 0.5% | 18% |
| 20260226 | $5.90 | $3.03 | 0.5% | 18% |
| 20260225 | $6.65 | $3.47 | 0.5% | 18% |
| 20260224 | $6.15 | $3.65 | 0.5% | 20% |
| 20260223 | $6.38 | $2.75 | 0.5% | 21% |
| 20260221 | $6.25 | $2.70 | 1.1% | 100% |
| 20260220 | $6.25 | $2.70 | 1.1% | 97% |
| 20260219 | $6.33 | $3.33 | 1.1% | 100% |
| 20260218 | $6.53 | $3.45 | 1.0% | 92% |
| 20260217 | $6.80 | $3.53 | 1.0% | 100% |
| 20260213 | $6.80 | $3.12 | 0.6% | 43% |
| 20260212 | $6.72 | $3.35 | 0.7% | 52% |
| 20260211 | $6.70 | $4.03 | 0.6% | 48% |
| 20260210 | $7.55 | $4.25 | 0.6% | 41% |
| 20260209 | $7.30 | $2.92 | 0.6% | 44% |
| 20260206 | $7.25 | $3.73 | 0.6% | 47% |
| 20260205 | $10.15 | $6.88 | 0.9% | 100% |
| 20260204 | $7.62 | $4.88 | 0.6% | 60% |
| 20260203 | $7.40 | $4.93 | 0.6% | 68% |
| 20260202 | $6.90 | $2.70 | 0.5% | 28% |
| 20260130 | $6.30 | $2.47 | 0.5% | 17% |
| 20260129 | $5.97 | $2.95 | 0.5% | 19% |
| 20260128 | $5.20 | $3.65 | 0.4% | 4% |
| 20260127 | $6.53 | $3.70 | 0.4% | 0% |
| 20260126 | $6.35 | $2.20 | 0.4% | 5% |
| 20260123 | $5.92 | $3.25 | 0.4% | 4% |
| 20260122 | $6.12 | $3.05 | 0.4% | 4% |
| 20260121 | $6.50 | $3.30 | 0.4% | 3% |
| 20260120 | $5.85 | $3.78 | 0.5% | 15% |
| 20260116 | $6.50 | $2.73 | 0.4% | 5% |
| 20260115 | $6.90 | $2.95 | 0.5% | 24% |
| 20260114 | $7.05 | $3.78 | 0.4% | 13% |
| 20260113 | $7.00 | $3.75 | 0.4% | 6% |
| 20260112 | $7.40 | $2.17 | 0.4% | 18% |
| 20260109 | $6.12 | $2.95 | 0.4% | 9% |
| 20260108 | $6.38 | $3.40 | 0.4% | 16% |
| 20260107 | $7.25 | $3.83 | 0.5% | 23% |
| 20260106 | $7.35 | $4.30 | 0.5% | 26% |
| 20260105 | $7.97 | $2.72 | 0.4% | 16% |
| 20260102 | $6.43 | $2.85 | 0.4% | 18% |
| 20251231 | $6.43 | $3.27 | 0.4% | 14% |
| 20251230 | $6.40 | $3.45 | 0.4% | 13% |
| 20251229 | $6.60 | $2.15 | 0.4% | 13% |
| 20251226 | $6.10 | $2.72 | 0.5% | 20% |
| 20251224 | $6.50 | $3.12 | 0.5% | 21% |
| 20251223 | $6.65 | $3.50 | 0.5% | 20% |
| 20251222 | $7.22 | $2.40 | 0.5% | 23% |
| 20251219 | $7.15 | $3.17 | 0.6% | 57% |
| 20251218 | $7.03 | $3.65 | 0.6% | 72% |
| 20251217 | $7.20 | $4.03 | 0.6% | 53% |
| 20251216 | $6.78 | $3.88 | 0.6% | 66% |
| 20251215 | $7.40 | $3.05 | 0.6% | 61% |
| 20251212 | $6.80 | $3.23 | 0.5% | 29% |
| 20251211 | $7.03 | $3.52 | 0.5% | 24% |
| 20251210 | $7.80 | $4.17 | 0.5% | 44% |
| 20251209 | $7.95 | $5.15 | 0.5% | 41% |
| 20251208 | $7.65 | $3.42 | 0.5% | 35% |
| 20251205 | $6.85 | $3.97 | 0.6% | 51% |
| 20251204 | $7.45 | $3.90 | 0.5% | 36% |