GCOR · Expected Move

Goldman Sachs Access U.S. Aggregate Bond ETF · ETF

The expected move for GCOR 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).

GCOR 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 GCOR Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
8.6%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to GCOR'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.
GCOR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.83 $1.83 8.6% 23%
20261020 $1.83 $1.83 8.3% 21%
20261019 $1.83 $1.83 7.5% 16%
20261016 $1.88 $1.93 8.8% 25%
20261015 $1.88 $1.38 7.7% 16%
20261014 $1.85 $0.75 10.3% 35%
20261013 $1.88 $0.75 7.8% 17%
20261012 $1.32 $1.10 7.2% 13%
20261009 $1.93 $0.75 13.4% 58%
20261008 $1.90 $0.75 11.9% 47%
20261007 $1.90 $0.75 12.6% 52%
20261006 $2.00 $0.75 15.1% 70%
20261005 $1.97 $0.75 16.7% 82%
20261002 $1.27 $1.27 17.7% 90%
20261001 $1.25 $1.25 12.0% 48%
20260930 $1.68 $1.68 14.8% 68%
20260929 $3.23 $3.23 13.9% 62%
20260928 $1.73 $1.73 12.4% 51%
20260925 $1.82 $1.82 9.2% 28%
20260924 $1.77 $1.77 16.5% 81%
20260923 $1.62 $1.62 16.0% 77%
20260922 $1.65 $1.65 12.7% 53%
20260921 $1.67 $1.67 9.6% 31%
20260918 $1.70 $0.55 11.8% 47%
20260917 $1.70 $0.75 8.0% 19%
20260916 $1.73 $0.75 11.0% 40%
20260915 $1.73 $0.75 11.2% 42%
20260914 $1.20 $0.75 9.4% 29%
20260911 $1.75 $0.75 11.5% 44%
20260910 $1.80 $0.75 11.8% 46%
20260909 $1.77 $1.25 10.6% 38%
20260908 $1.82 $0.75 9.4% 29%
20260904 $2.58 $1.32 9.4% 29%
20260903 $1.95 $0.85 14.6% 67%
20260902 $0.75 $0.75 10.8% 39%
20260901 $0.78 $0.78 13.5% 59%
20260831 $1.70 $1.70 5.9% 4%
20260828 $1.73 $1.73 8.9% 25%
20260827 $1.73 $1.73 5.7% 2%
20260826 $1.73 $1.73 7.8% 18%
20260825 $1.80 $1.80 11.3% 43%
20260824 $1.77 $1.77 9.6% 31%
20260821 $3.05 $2.55 5.5% 0%
20260820 $1.77 $0.80 5.4% 0%
20260819 $1.75 $1.07 11.8% 25%
20260818 $1.77 $1.35 10.3% 18%
20260817 $1.83 $0.82 15.9% 41%
20260814 $1.80 $1.67 10.7% 18%
20260813 $1.80 $1.32 8.2% 7%
20260812 $1.88 $1.62 14.2% 33%
20260811 $1.80 $0.93 16.6% 44%
20260810 $1.88 $1.70 14.4% 35%
20260807 — — 11.3% 21%
20260806 $3.85 $0.85 8.2% 7%
20260805 $1.27 $1.27 6.7% 0%
20260804 $1.68 $1.68 17.2% 47%
20260803 $1.32 $1.32 12.1% 24%
20260731 $2.23 $2.23 11.6% 22%
20260730 $2.45 $2.45 12.6% 27%
20260729 $2.20 $2.20 8.5% 8%

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.