GEF · Expected Move

Greif, Inc.

The expected move for GEF 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).

GEF 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 GEF Expected Move
30-Day Straddle
$6.70
7-Day Straddle
$6.70
30-Day ATM IV
35.7%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to GEF'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.
GEF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $6.70 $6.70 35.7% 66%
20261021 $6.58 $6.58 34.2% 58%
20261020 $6.10 $6.10 32.6% 49%
20261019 $6.42 $6.42 32.7% 50%
20261016 $6.70 $1.90 32.5% 49%
20261015 $7.28 $0.98 36.5% 71%
20261014 $6.88 $2.15 32.9% 51%
20261013 $6.65 $2.35 33.2% 53%
20261012 $8.28 $2.60 40.3% 92%
20261009 $7.65 $2.97 33.3% 53%
20261008 $7.38 $3.47 33.0% 52%
20261007 $8.35 $4.25 34.8% 61%
20261006 $8.15 $4.27 33.1% 52%
20261005 $8.07 $3.95 33.3% 53%
20261002 $4.62 $4.62 34.5% 60%
20261001 $4.22 $4.22 33.2% 53%
20260930 $3.95 $3.95 33.7% 55%
20260929 $4.42 $4.42 31.9% 46%
20260928 $4.95 $4.95 34.9% 62%
20260925 $5.88 $5.88 33.0% 51%
20260924 $5.42 $5.42 32.4% 48%
20260923 $5.97 $5.97 34.6% 60%
20260922 $5.35 $5.35 31.6% 44%
20260921 $5.67 $5.67 32.2% 47%
20260918 $6.07 $3.50 30.8% 39%
20260917 $6.15 $3.12 32.9% 51%
20260916 $6.53 $3.72 31.0% 40%
20260915 $5.92 $2.40 32.0% 46%
20260914 $6.22 $3.30 32.8% 50%
20260911 $6.60 $3.65 31.5% 43%
20260910 $6.75 $3.55 31.3% 42%
20260909 $6.88 $4.40 32.5% 49%
20260908 $6.97 $4.72 33.0% 52%
20260904 $7.35 $4.12 32.1% 46%
20260903 $7.80 $4.43 33.5% 54%
20260902 $4.53 $4.53 33.0% 51%
20260901 $4.80 $4.80 29.8% 34%
20260831 $5.17 $5.17 31.7% 45%
20260828 $5.42 $5.42 31.3% 42%
20260827 $5.55 $5.55 33.0% 52%
20260826 $5.47 $5.47 31.7% 44%
20260825 $5.30 $5.30 31.3% 42%
20260824 $6.17 $6.17 33.0% 52%
20260821 $6.05 $2.83 30.0% 35%
20260820 $6.62 $4.33 32.2% 47%
20260819 $6.25 $2.85 30.7% 39%
20260818 $6.50 $3.48 31.1% 41%
20260817 $6.62 $3.40 31.9% 45%
20260814 $7.88 $4.17 33.8% 56%
20260813 $7.47 $3.68 34.0% 57%
20260812 $8.00 $3.75 35.1% 63%
20260811 $8.23 $4.12 35.9% 68%
20260810 $8.98 $4.92 36.6% 71%
20260807 — — 33.5% 54%
20260806 $8.15 $5.45 35.5% 65%
20260805 $6.28 $6.28 35.3% 64%
20260804 $4.47 $4.47 28.6% 27%
20260803 $5.17 $5.17 33.6% 55%
20260731 $5.08 $5.08 30.8% 39%
20260730 $6.30 $6.30 34.7% 61%

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.