GHYB · Expected Move
Goldman Sachs Access High Yield Corporate Bond ETF · ETF
The expected move for GHYB 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).
GHYB 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 GHYB Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$4.20
30-Day ATM IV
33.3%
IV Rank
46%
Implied one-standard-deviation move through the next 30 days. Compare to GHYB'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.
GHYB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260708 | $4.20 | $4.20 | 33.3% | 46% |
| 20260707 | $4.20 | $4.20 | 33.0% | 46% |
| 20260706 | $4.20 | $4.20 | 32.7% | 45% |
| 20260702 | $4.20 | $4.20 | 31.3% | 40% |
| 20260701 | $4.20 | $4.20 | 30.9% | 39% |
| 20260630 | $4.20 | $4.20 | 30.9% | 39% |
| 20260629 | $4.20 | $4.20 | 30.6% | 38% |
| 20260626 | $4.20 | $4.20 | 29.7% | 36% |
| 20260625 | $4.20 | $4.20 | 29.4% | 35% |
| 20260624 | $4.20 | $4.20 | 29.1% | 34% |
| 20260623 | $4.20 | $4.20 | 28.9% | 33% |
| 20260622 | $4.20 | $4.20 | 28.7% | 33% |
| 20260618 | $3.28 | $3.28 | — | — |
| 20260617 | $3.28 | $3.28 | — | — |
| 20260616 | $3.28 | $3.28 | — | — |
| 20260615 | $3.28 | $3.28 | — | — |
| 20260613 | $3.28 | $3.28 | — | — |
| 20260612 | $3.28 | $3.28 | — | — |
| 20260611 | $3.28 | $3.28 | 44.6% | 80% |
| 20260610 | $3.28 | $3.28 | 51.2% | 100% |
| 20260609 | $3.28 | $3.28 | 36.7% | 47% |
| 20260608 | $3.28 | $3.28 | 45.8% | 70% |
| 20260605 | $3.28 | $3.28 | 40.7% | 57% |
| 20260604 | $3.28 | $3.28 | 30.7% | 32% |
| 20260603 | $3.28 | $3.28 | 28.0% | 25% |
| 20260602 | $3.28 | $3.28 | 28.9% | 28% |
| 20260601 | $3.28 | $3.28 | 27.9% | 25% |
| 20260529 | $3.28 | $3.28 | 31.8% | 35% |
| 20260528 | $3.28 | $3.28 | 24.1% | 16% |
| 20260527 | $3.28 | $3.28 | 24.3% | 16% |
| 20260526 | $3.28 | $3.28 | 23.7% | 15% |
| 20260522 | $3.28 | $3.28 | 22.0% | 11% |
| 20260521 | $3.28 | $3.28 | 21.2% | 9% |
| 20260520 | $3.28 | $3.28 | 20.6% | 7% |
| 20260519 | $3.55 | $3.55 | 29.4% | 29% |
| 20260518 | $3.28 | $3.28 | 28.2% | 26% |
| 20260515 | $3.28 | $2.83 | 26.5% | 22% |
| 20260514 | $3.28 | $2.83 | 18.9% | 3% |
| 20260513 | $3.28 | $2.83 | 18.2% | 1% |
| 20260512 | $3.28 | $2.83 | 17.8% | 0% |
| 20260511 | $3.28 | $2.83 | 18.2% | 0% |
| 20260510 | $3.28 | $2.83 | — | — |
| 20260508 | $3.28 | $2.83 | 24.6% | 5% |
| 20260507 | $3.28 | $2.83 | 24.4% | 5% |
| 20260506 | $3.28 | $2.83 | 25.1% | 6% |
| 20260505 | $3.28 | $2.83 | 25.1% | 7% |
| 20260504 | $3.28 | $2.83 | 28.1% | 15% |
| 20260502 | $2.80 | $2.80 | — | — |
| 20260501 | $2.80 | $2.80 | 29.4% | 19% |
| 20260430 | $2.92 | $2.92 | 27.6% | 14% |
| 20260429 | $4.80 | $4.80 | 48.5% | 73% |
| 20260428 | $4.80 | $4.80 | 47.3% | 70% |
| 20260427 | $2.95 | $2.95 | 35.0% | 35% |
| 20260424 | $3.00 | $3.00 | 29.5% | 19% |
| 20260423 | $2.98 | $2.98 | 29.3% | 18% |
| 20260422 | $2.98 | $2.98 | 29.9% | 20% |
| 20260421 | $3.03 | $3.03 | 30.2% | 21% |
| 20260420 | $3.15 | $3.15 | 30.5% | 23% |
| 20260417 | $3.15 | $2.72 | 32.6% | 30% |
| 20260416 | $3.08 | $2.62 | 32.1% | 29% |
More on GHYB
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.