GDYN · Expected Move

Grid Dynamics Holdings, Inc. Class A Common Stock

The expected move for GDYN 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).

GDYN 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 GDYN Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.02
30-Day ATM IV
58.5%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to GDYN'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.
GDYN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.85 $1.02 58.5% 7%
20261106 $2.00 $1.20 55.5% 3%
20261105 $2.05 $1.60 52.8% 0%
20261104 $1.62 $1.62 56.1% 1%
20261103 $1.50 $1.50 57.7% 4%
20261102 $1.88 $1.88 58.9% 5%
20261030 $1.58 $1.58 59.1% 5%
20261029 $1.55 $1.55 76.0% 28%
20261028 $1.62 $1.62 81.1% 34%
20261027 $1.60 $1.60 76.3% 28%
20261026 $1.50 $1.50 77.8% 30%
20261023 $1.72 $1.72 — —
20261022 $2.20 $2.20 110.7% 73%
20261021 $1.48 $1.48 77.8% 30%
20261020 $1.40 $1.40 75.5% 27%
20261019 $1.32 $1.32 74.3% 25%
20261016 $1.30 $0.72 66.9% 16%
20261015 $1.50 $0.65 76.4% 28%
20261014 $1.35 $0.38 69.2% 19%
20261013 $1.77 $0.57 89.0% 45%
20261012 $1.80 $0.70 88.3% 44%
20261009 $1.57 $0.70 72.3% 23%
20261008 $1.57 $0.67 74.2% 25%
20261007 $1.52 $0.90 72.8% 24%
20261006 $1.38 $0.82 64.5% 13%
20261005 $1.48 $0.67 64.6% 13%
20261002 $0.65 $0.65 64.6% 13%
20261001 $1.30 $1.30 83.3% 37%
20260930 $0.62 $0.62 68.5% 18%
20260929 $0.68 $0.68 76.4% 28%
20260928 $0.70 $0.70 70.8% 21%
20260925 $0.80 $0.80 61.7% 9%
20260924 $0.85 $0.85 61.1% 8%
20260923 $0.93 $0.93 59.4% 6%
20260922 $1.00 $1.00 70.4% 20%
20260921 $1.10 $1.10 64.6% 13%
20260918 $0.93 $0.10 55.0% 0%
20260917 $1.25 $0.67 66.8% 10%
20260916 $1.30 $0.67 70.4% 15%
20260915 $1.35 $0.77 67.1% 10%
20260914 $1.45 $0.80 68.6% 13%
20260911 $1.30 $0.60 64.2% 6%
20260910 $1.35 $0.57 67.5% 11%
20260909 $1.12 $0.68 59.7% 0%
20260908 $1.35 $0.70 65.6% 8%
20260904 $1.38 $0.82 61.2% 1%
20260903 $1.48 $0.88 65.9% 8%
20260902 $0.82 $0.82 64.7% 6%
20260901 $0.82 $0.82 84.5% 34%
20260831 $0.88 $0.88 75.0% 21%
20260828 $0.92 $0.92 60.9% 1%
20260827 $0.93 $0.93 67.2% 10%
20260826 $0.90 $0.90 62.8% 4%
20260825 $1.02 $1.02 64.8% 7%
20260824 $1.07 $1.07 65.9% 8%
20260821 $1.15 $0.70 63.7% 5%
20260820 $1.10 $0.57 60.2% 0%
20260819 $1.25 $1.02 66.9% 7%
20260818 $1.18 $0.57 65.6% 5%
20260817 $1.20 $0.50 68.2% 9%

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.