GFF · Expected Move

Griffon Corp

The expected move for GFF 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).

GFF 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 GFF Expected Move
30-Day Straddle
$10.45
7-Day Straddle
$8.38
30-Day ATM IV
39.3%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to GFF'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.
GFF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $10.45 $8.38 39.3% 57%
20261106 $10.55 $8.12 40.9% 66%
20261105 $11.62 $8.45 42.4% 75%
20261104 $8.70 $8.70 39.1% 56%
20261103 $9.20 $9.20 40.2% 62%
20261102 $8.68 $8.68 42.2% 73%
20261030 $8.60 $8.60 39.7% 59%
20261029 $8.20 $8.20 37.7% 48%
20261028 $7.88 $7.88 37.0% 44%
20261027 $9.10 $9.10 41.3% 68%
20261026 $8.70 $8.70 39.5% 58%
20261023 $8.95 $8.95 39.0% 55%
20261022 $9.07 $9.07 39.9% 60%
20261021 $8.47 $8.47 39.5% 58%
20261020 $8.95 $8.95 44.7% 88%
20261019 $8.70 $8.70 39.9% 60%
20261016 $8.72 $4.50 38.7% 54%
20261015 $9.20 $5.00 40.1% 61%
20261014 $9.40 $3.80 39.0% 55%
20261013 $9.55 $4.08 37.9% 49%
20261012 $9.30 $5.15 40.2% 62%
20261009 $9.75 $4.20 39.0% 55%
20261008 $10.12 $5.62 36.8% 43%
20261007 $9.55 $5.30 36.5% 41%
20261006 $9.85 $3.95 36.7% 42%
20261005 $9.80 $5.00 36.5% 41%
20261002 $5.22 $5.22 36.4% 41%
20261001 $5.58 $5.58 35.7% 37%
20260930 $5.60 $5.60 35.5% 35%
20260929 $5.85 $5.85 37.6% 47%
20260928 $6.25 $6.25 36.9% 43%
20260925 $5.90 $5.90 33.2% 22%
20260924 $6.05 $6.05 32.5% 18%
20260923 $6.70 $6.70 34.2% 28%
20260922 $7.45 $7.45 32.5% 18%
20260921 $7.07 $7.07 36.7% 42%
20260918 $6.75 $5.40 32.7% 19%
20260917 $6.75 $2.77 33.1% 21%
20260916 $7.10 $3.55 33.5% 24%
20260915 $6.90 $5.25 33.1% 21%
20260914 $7.03 $4.15 32.8% 20%
20260911 $7.70 $5.35 32.4% 18%
20260910 $7.97 $4.72 33.7% 25%
20260909 $8.35 $6.10 33.9% 26%
20260908 $8.80 $6.53 35.5% 35%
20260904 $9.65 $6.03 36.2% 39%
20260903 $8.18 $6.35 31.7% 14%
20260902 $5.58 $5.58 33.9% 26%
20260901 $5.70 $5.70 33.6% 25%
20260831 $6.65 $6.65 34.2% 28%
20260828 $5.95 $5.95 30.7% 8%
20260827 $5.88 $5.88 29.9% 3%
20260826 $5.80 $5.80 29.7% 2%
20260825 $7.12 $7.12 33.1% 20%
20260824 $7.30 $7.30 32.5% 17%
20260821 $6.80 $4.92 30.9% 8%
20260820 $7.70 $3.48 34.2% 26%
20260819 $7.20 $5.10 30.3% 5%
20260818 $8.18 $5.20 33.6% 22%
20260817 $8.30 $4.78 32.3% 16%

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.