GEL · Expected Move

Genesis Energy, L.P.

The expected move for GEL 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).

GEL 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 GEL Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$2.05
30-Day ATM IV
48.5%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to GEL'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.
GEL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.05 $2.05 48.5% 43%
20261021 $2.12 $2.12 63.2% 69%
20261020 $1.35 $1.35 41.0% 30%
20261019 $1.75 $1.75 42.9% 33%
20261016 $1.48 $8.80 — —
20261015 $1.18 $2.05 41.7% 31%
20261014 $1.33 $0.75 37.1% 23%
20261013 $1.10 $0.77 30.4% 11%
20261012 $1.10 $0.67 29.7% 10%
20261009 $1.23 $0.78 59.7% 63%
20261008 $1.15 $0.73 — —
20261007 $1.40 $1.02 38.2% 25%
20261006 $1.38 $1.12 42.9% 33%
20261005 $1.43 $1.27 80.7% 100%
20261002 $3.17 $3.17 44.8% 39%
20261001 $8.97 $8.97 77.4% 100%
20260930 $1.57 $1.57 57.5% 65%
20260929 $1.25 $1.25 40.5% 32%
20260928 $0.98 $0.98 — —
20260925 $1.15 $1.15 52.1% 55%
20260924 $0.68 $0.68 57.5% 65%
20260923 $0.70 $0.70 25.8% 3%
20260922 $0.73 $0.73 31.2% 14%
20260921 $0.97 $0.97 32.2% 16%
20260918 $1.12 $0.42 36.1% 23%
20260917 $1.48 $7.75 47.2% 45%
20260916 $2.15 $3.42 32.6% 16%
20260915 $1.10 $1.07 31.7% 15%
20260914 $1.93 $1.15 34.4% 20%
20260911 $1.20 $0.78 31.6% 14%
20260910 $1.60 $8.90 35.1% 21%
20260909 $1.43 $1.48 35.5% 22%
20260908 $1.25 $1.50 28.5% 8%
20260904 $1.55 $1.60 34.7% 20%
20260903 $1.60 $3.22 37.6% 26%
20260902 $3.52 $3.52 40.7% 32%
20260901 $0.93 $0.93 30.2% 12%
20260831 $1.45 $1.45 38.5% 28%
20260828 $9.05 $9.05 41.1% 33%
20260827 $1.30 $1.30 — —
20260826 $1.47 $1.47 31.5% 14%
20260825 $1.28 $1.28 — —
20260824 $8.88 $8.88 35.9% 23%
20260821 $8.72 $8.62 27.9% 7%
20260820 $1.38 $1.50 30.5% 12%
20260819 $2.73 $8.68 29.2% 10%
20260818 $1.27 $1.25 27.4% 6%
20260817 $1.67 $0.93 31.1% 14%
20260814 $2.42 $1.38 33.3% 18%
20260813 $1.38 $4.30 — —
20260812 $1.03 $8.25 29.0% 9%
20260811 $1.15 $0.90 31.3% 14%
20260810 $1.45 $1.05 48.8% 48%
20260807 — — 35.9% 23%
20260806 $1.55 $1.32 39.8% 30%
20260805 $1.18 $1.18 — —
20260804 $1.15 $1.15 34.4% 20%
20260803 $1.35 $1.35 47.6% 46%
20260731 $1.25 $1.25 38.9% 29%
20260730 $1.15 $1.15 36.2% 24%

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.