GFS · Expected Move
GlobalFoundries Inc. Ordinary Shares
The expected move for GFS 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).
GFS straddle price & implied vol
60 sessionsBars: 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 GFS Expected Move
30-Day Straddle
$7.55
7-Day Straddle
$1.70
30-Day ATM IV
64.7%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to GFS'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.
GFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.55 | $1.70 | 64.7% | 36% |
| 20261015 | $8.20 | $2.23 | 65.4% | 38% |
| 20261014 | $8.45 | $2.75 | 67.1% | 41% |
| 20261013 | $7.65 | $2.52 | 62.9% | 32% |
| 20261012 | $8.03 | $2.88 | 61.6% | 28% |
| 20261009 | $8.10 | $3.30 | 59.2% | 23% |
| 20261008 | $8.25 | $3.35 | 60.1% | 25% |
| 20261007 | $8.10 | $3.40 | 57.4% | 18% |
| 20261006 | $8.15 | $3.50 | 57.5% | 19% |
| 20261005 | $8.20 | $3.73 | 57.2% | 18% |
| 20261002 | $4.08 | $4.08 | 58.9% | 22% |
| 20261001 | $4.45 | $4.45 | 58.9% | 22% |
| 20260930 | $4.60 | $4.60 | 57.9% | 20% |
| 20260929 | $5.05 | $5.05 | 58.5% | 21% |
| 20260928 | $5.25 | $5.25 | 58.1% | 20% |
| 20260925 | $5.20 | $5.20 | 56.8% | 17% |
| 20260924 | $5.05 | $5.05 | 56.4% | 16% |
| 20260923 | $5.25 | $5.25 | 56.8% | 17% |
| 20260922 | $5.90 | $5.90 | 56.7% | 17% |
| 20260921 | $5.78 | $5.78 | 56.5% | 16% |
| 20260918 | $6.22 | $2.38 | 54.5% | 11% |
| 20260917 | $5.62 | $1.62 | 54.6% | 12% |
| 20260916 | $5.47 | $2.50 | 53.0% | 8% |
| 20260915 | $5.68 | $2.83 | 51.7% | 5% |
| 20260914 | $5.60 | $2.55 | 51.7% | 5% |
| 20260911 | $5.95 | $2.92 | 51.0% | 3% |
| 20260910 | $5.90 | $3.25 | 51.8% | 5% |
| 20260909 | $6.38 | $3.20 | 54.3% | 11% |
| 20260908 | $6.20 | $3.20 | 53.8% | 10% |
| 20260904 | $6.22 | $3.42 | 50.6% | 2% |
| 20260903 | $6.25 | $3.40 | 49.7% | 0% |
| 20260902 | $3.67 | $3.67 | 50.4% | 0% |
| 20260901 | $3.78 | $3.78 | 50.3% | 0% |
| 20260831 | $4.00 | $4.00 | 52.1% | 0% |
| 20260828 | $4.35 | $4.35 | 52.3% | 0% |
| 20260827 | $4.85 | $4.85 | 53.7% | 0% |
| 20260826 | $5.00 | $5.00 | 55.1% | 0% |
| 20260825 | $5.17 | $5.17 | 56.3% | 0% |
| 20260824 | $5.47 | $5.47 | 57.3% | 3% |
| 20260821 | $6.30 | $2.15 | 56.4% | 0% |
| 20260820 | $6.25 | $2.45 | 57.7% | 1% |
| 20260819 | $6.60 | $2.10 | 57.4% | 0% |
| 20260818 | $6.80 | $2.33 | 58.8% | 2% |
| 20260817 | $7.70 | $3.45 | 59.4% | 3% |
| 20260814 | $8.10 | $3.58 | 59.7% | 4% |
| 20260813 | $8.40 | $3.97 | 60.2% | 6% |
| 20260812 | $8.35 | $4.35 | 59.9% | 5% |
| 20260811 | $8.35 | $4.12 | 63.3% | 15% |
| 20260810 | $8.85 | $4.83 | 66.4% | 24% |
| 20260807 | — | — | 66.9% | 26% |
| 20260806 | $10.35 | $6.20 | 76.2% | 54% |
| 20260805 | $6.28 | $6.28 | 74.8% | 49% |
| 20260804 | $8.95 | $8.95 | 90.6% | 97% |
| 20260803 | $8.60 | $8.60 | 89.2% | 93% |
| 20260731 | $8.50 | $8.50 | 86.5% | 86% |
| 20260730 | $9.10 | $9.10 | 88.8% | 92% |
| 20260729 | $8.20 | $8.20 | 83.1% | 77% |
| 20260728 | $9.60 | $9.60 | 90.8% | 98% |
| 20260727 | $10.30 | $10.30 | 88.9% | 93% |
| 20260724 | $10.50 | $10.50 | 86.0% | 85% |
More on GFS
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.