GCMG · Expected Move

GCM Grosvenor Inc. Class A Common Stock

The expected move for GCMG 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).

GCMG 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 GCMG Expected Move
30-Day Straddle
$0.95
7-Day Straddle
$0.95
30-Day ATM IV
34.9%
IV Rank
0%
Implied one-standard-deviation move through the next 30 days. Compare to GCMG'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.
GCMG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.95 $0.95 34.9% 0%
20261021 $1.42 $1.42 57.8% 36%
20261020 $1.20 $1.20 44.4% 13%
20261019 $1.23 $1.23 42.7% 10%
20261016 $1.73 $0.90 40.0% 5%
20261015 $1.80 $0.93 63.9% 49%
20261014 $1.32 $0.80 44.1% 13%
20261013 $1.38 $3.27 47.6% 19%
20261012 $1.68 $3.23 — —
20261009 $1.55 $1.80 49.7% 23%
20261008 $1.45 $1.60 77.8% 74%
20261007 $1.27 $1.23 48.5% 21%
20261006 $2.33 $1.30 52.0% 27%
20261005 $2.15 $1.38 53.8% 30%
20261002 $1.57 $1.57 52.7% 28%
20261001 $1.00 $1.00 77.1% 73%
20260930 $1.32 $1.32 61.7% 15%
20260929 $1.10 $1.10 44.7% 5%
20260928 $1.05 $1.05 52.7% 10%
20260925 $1.20 $1.20 64.0% 17%
20260924 $0.88 $0.88 38.3% 1%
20260923 $1.15 $1.15 46.2% 6%
20260922 $1.65 $1.65 50.3% 8%
20260921 $2.50 $2.50 58.2% 13%
20260918 $1.35 $1.07 66.6% 18%
20260917 $1.05 $1.12 69.4% 20%
20260916 $1.30 $1.07 48.6% 7%
20260915 $1.10 $0.75 39.3% 1%
20260914 $1.07 $0.82 — —
20260911 $1.35 $1.07 47.8% 7%
20260910 $1.40 $2.60 — —
20260909 $1.38 $1.32 46.6% 6%
20260908 $1.52 $1.38 61.3% 15%
20260904 $1.82 $9.05 — —
20260903 $1.70 $1.55 59.1% 14%
20260902 $1.35 $1.35 — —
20260901 $2.75 $2.75 53.2% 10%
20260831 $2.77 $2.77 49.9% 8%
20260828 $1.88 $1.88 80.7% 27%
20260827 $1.50 $1.50 66.1% 18%
20260826 $2.17 $2.17 55.0% 11%
20260825 $8.60 $8.60 52.8% 10%
20260824 $8.88 $8.88 44.1% 4%
20260821 $2.02 $1.45 58.4% 13%
20260820 $2.60 $1.80 61.3% 15%
20260819 $4.00 $1.77 47.0% 6%
20260818 $2.30 $2.35 51.8% 9%
20260817 $4.22 $1.85 72.6% 22%
20260814 $2.20 $1.18 47.2% 6%
20260813 $1.93 $1.95 58.3% 13%
20260812 $9.43 $0.75 92.1% 34%
20260811 $1.38 $1.35 52.6% 10%
20260810 $4.05 $2.95 69.0% 20%
20260807 — — 52.6% 10%
20260806 $2.45 $1.58 49.1% 7%
20260805 $2.67 $2.67 72.9% 22%
20260804 $1.73 $1.73 — —
20260803 $1.35 $1.35 49.1% 8%
20260731 $1.10 $1.10 40.8% 2%
20260730 $0.93 $0.93 40.4% 2%

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.