GGB · Expected Move
Gerdau S.A.
The expected move for GGB 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).
GGB 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 GGB Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.60
30-Day ATM IV
49.1%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to GGB'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.
GGB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.72 | $0.60 | 49.1% | 27% |
| 20261106 | $1.10 | $5.83 | 76.9% | 59% |
| 20261105 | $5.60 | $15.55 | 77.5% | 60% |
| 20261104 | $0.47 | $0.47 | 57.5% | 37% |
| 20261103 | $12.90 | $12.90 | 55.9% | 35% |
| 20261102 | $5.40 | $5.40 | — | — |
| 20261030 | $12.90 | $12.90 | 47.7% | 26% |
| 20261029 | $0.40 | $0.40 | 43.0% | 21% |
| 20261028 | $0.50 | $0.50 | 57.8% | 37% |
| 20261027 | $0.35 | $0.35 | 41.5% | 19% |
| 20261026 | $0.42 | $0.42 | 39.9% | 17% |
| 20261023 | $0.55 | $0.55 | 47.4% | 25% |
| 20261022 | $0.50 | $0.50 | 43.8% | 21% |
| 20261021 | $1.10 | $1.10 | 47.5% | 26% |
| 20261020 | $0.82 | $0.82 | 66.7% | 47% |
| 20261019 | $0.82 | $0.82 | 55.3% | 34% |
| 20261016 | $0.55 | $0.05 | — | — |
| 20261015 | $0.70 | $0.40 | 41.5% | 19% |
| 20261014 | $0.48 | $0.20 | — | — |
| 20261013 | $0.70 | $0.20 | 55.8% | 35% |
| 20261012 | $1.00 | $0.20 | 67.2% | 48% |
| 20261009 | $0.80 | $0.20 | 57.1% | 36% |
| 20261008 | $0.57 | $0.25 | 48.6% | 27% |
| 20261007 | $0.60 | $0.17 | 41.9% | 19% |
| 20261006 | $0.80 | $0.28 | 50.5% | 29% |
| 20261005 | $0.65 | $0.30 | 40.4% | 18% |
| 20261002 | $0.20 | $0.20 | 40.6% | 18% |
| 20261001 | $0.28 | $0.28 | 39.3% | 16% |
| 20260930 | $0.38 | $0.38 | 64.2% | 44% |
| 20260929 | $5.35 | $5.35 | 66.3% | 47% |
| 20260928 | $0.35 | $0.35 | 55.3% | 34% |
| 20260925 | $0.33 | $0.33 | 56.5% | 36% |
| 20260924 | $0.35 | $0.35 | 49.9% | 28% |
| 20260923 | $0.35 | $0.35 | 42.7% | 20% |
| 20260922 | $0.35 | $0.35 | 46.1% | 24% |
| 20260921 | $0.38 | $0.38 | 113.2% | 100% |
| 20260918 | $0.45 | $0.10 | 40.5% | 18% |
| 20260917 | $0.52 | $0.10 | 45.3% | 24% |
| 20260916 | $0.48 | $0.17 | 41.8% | 20% |
| 20260915 | $0.45 | $0.20 | 59.7% | 41% |
| 20260914 | $0.40 | $0.20 | 52.6% | 33% |
| 20260911 | $0.47 | $0.28 | 59.1% | 40% |
| 20260910 | $0.50 | $0.25 | 57.8% | 39% |
| 20260909 | $0.57 | $0.25 | 45.1% | 24% |
| 20260908 | $0.47 | $0.28 | — | — |
| 20260904 | $0.48 | $0.25 | 48.7% | 15% |
| 20260903 | $0.50 | $0.30 | 45.8% | 13% |
| 20260902 | $0.40 | $0.40 | 51.5% | 16% |
| 20260901 | $1.00 | $1.00 | 47.7% | 14% |
| 20260831 | $0.48 | $0.48 | 37.3% | 8% |
| 20260828 | $7.92 | $7.92 | 38.5% | 6% |
| 20260827 | $0.50 | $0.50 | 51.5% | 11% |
| 20260826 | $0.58 | $0.58 | 52.7% | 11% |
| 20260825 | $0.70 | $0.70 | 57.5% | 13% |
| 20260824 | $0.60 | $0.60 | 62.1% | 15% |
| 20260821 | $0.65 | $0.83 | 62.9% | 15% |
| 20260820 | $0.00 | $0.00 | 50.6% | 10% |
| 20260819 | $0.00 | $0.00 | 46.0% | 9% |
| 20260818 | $0.47 | $0.60 | 50.6% | 10% |
| 20260817 | $0.47 | $7.88 | 38.8% | 6% |
More on GGB
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.