GHM · Expected Move
Graham Corporation
The expected move for GHM 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).
GHM 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 GHM Expected Move
30-Day Straddle
$10.50
7-Day Straddle
$10.50
30-Day ATM IV
71.4%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to GHM'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.
GHM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $10.50 | $10.50 | 71.4% | 100% |
| 20261021 | $11.10 | $11.10 | 69.2% | 90% |
| 20261020 | $11.50 | $11.50 | 69.9% | 93% |
| 20261019 | $11.50 | $11.50 | 69.8% | 93% |
| 20261016 | $12.10 | $4.95 | 68.3% | 86% |
| 20261015 | $11.95 | $4.93 | 67.6% | 83% |
| 20261014 | $12.85 | $5.60 | 66.7% | 79% |
| 20261013 | $13.55 | $5.43 | 66.6% | 78% |
| 20261012 | $14.20 | $5.97 | 66.9% | 80% |
| 20261009 | $14.75 | $6.22 | 65.1% | 72% |
| 20261008 | $14.75 | $6.57 | 65.5% | 73% |
| 20261007 | $15.30 | $5.88 | 64.1% | 67% |
| 20261006 | $16.15 | $6.10 | 63.0% | 62% |
| 20261005 | $16.90 | $6.92 | 64.4% | 68% |
| 20261002 | $7.43 | $7.43 | 60.8% | 53% |
| 20261001 | $7.92 | $7.92 | 62.5% | 60% |
| 20260930 | $7.82 | $7.82 | 62.2% | 59% |
| 20260929 | $8.05 | $8.05 | 61.9% | 58% |
| 20260928 | $8.75 | $8.75 | 60.5% | 51% |
| 20260925 | $9.20 | $9.20 | 59.7% | 48% |
| 20260924 | $9.60 | $9.60 | 58.8% | 44% |
| 20260923 | $9.93 | $9.93 | 58.1% | 41% |
| 20260922 | $9.88 | $9.88 | 57.8% | 39% |
| 20260921 | $9.88 | $9.88 | 58.0% | 40% |
| 20260918 | $10.12 | $4.97 | 54.0% | 22% |
| 20260917 | $10.55 | $3.75 | 55.4% | 29% |
| 20260916 | $11.10 | $3.92 | 57.1% | 36% |
| 20260915 | $11.20 | $5.50 | 56.4% | 33% |
| 20260914 | $11.40 | $5.32 | 57.1% | 36% |
| 20260911 | $12.25 | $5.25 | 55.8% | 30% |
| 20260910 | $12.55 | $6.50 | 58.8% | 44% |
| 20260909 | $13.10 | $7.93 | 58.1% | 41% |
| 20260908 | $13.40 | $6.60 | 58.1% | 40% |
| 20260904 | $13.25 | $6.65 | 54.5% | 25% |
| 20260903 | $13.35 | $7.65 | 55.8% | 30% |
| 20260902 | $8.03 | $8.03 | 55.8% | 30% |
| 20260901 | $8.47 | $8.47 | 56.3% | 33% |
| 20260831 | $9.25 | $9.25 | 54.8% | 26% |
| 20260828 | $7.80 | $7.80 | 49.0% | 0% |
| 20260827 | $9.55 | $9.55 | 50.6% | 6% |
| 20260826 | $8.80 | $8.80 | 49.6% | 21% |
| 20260825 | $10.50 | $10.50 | 52.9% | 33% |
| 20260824 | $11.30 | $11.30 | 53.2% | 34% |
| 20260821 | $11.05 | $4.72 | 49.6% | 21% |
| 20260820 | $10.95 | $5.10 | 49.3% | 20% |
| 20260819 | $12.25 | $4.92 | 51.3% | 27% |
| 20260818 | $13.00 | $6.25 | 50.1% | 23% |
| 20260817 | $13.75 | $6.30 | 50.3% | 24% |
| 20260814 | $14.15 | $6.12 | 49.6% | 21% |
| 20260813 | $13.75 | $7.12 | 49.6% | 21% |
| 20260812 | $15.30 | $7.53 | 51.4% | 28% |
| 20260811 | $15.20 | $8.45 | 54.3% | 38% |
| 20260810 | $15.30 | $8.82 | 54.1% | 37% |
| 20260807 | — | — | 53.5% | 35% |
| 20260806 | $15.70 | $10.70 | 56.2% | 45% |
| 20260805 | $14.45 | $14.45 | 70.4% | 96% |
| 20260804 | $14.75 | $14.75 | 70.9% | 98% |
| 20260803 | $13.90 | $13.90 | 69.8% | 94% |
| 20260731 | $14.05 | $14.05 | 69.4% | 93% |
| 20260730 | $14.00 | $14.00 | 70.2% | 96% |
More on GHM
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.