GINN · Expected Move

Goldman Sachs Innovate Equity ETF · ETF

The expected move for GINN 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).

GINN 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 GINN Expected Move
30-Day Straddle
$10.03
7-Day Straddle
$10.03
30-Day ATM IV
40.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to GINN'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.
GINN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $10.03 $10.03 40.2% 100%
20261021 $0.00 $0.00 19.8% 22%
20261020 $0.00 $0.00 19.2% 19%
20261019 $2.08 $2.08 19.5% 20%
20261016 $3.85 $2.90 19.3% 19%
20261015 $4.08 $1.65 19.6% 21%
20261014 $3.75 $1.80 18.4% 16%
20261013 $3.77 $2.00 18.0% 14%
20261012 $3.65 $1.92 17.7% 13%
20261009 $3.80 $2.00 17.6% 12%
20261008 $4.03 $2.08 18.4% 16%
20261007 $4.08 $2.17 18.2% 15%
20261006 $4.10 $2.23 18.5% 16%
20261005 $4.20 $2.33 19.6% 21%
20261002 $2.35 $2.35 18.8% 18%
20261001 $2.50 $2.50 18.8% 17%
20260930 $2.60 $2.60 19.2% 19%
20260929 $2.62 $2.62 18.5% 16%
20260928 $2.67 $2.67 18.6% 17%
20260925 $2.67 $2.67 19.3% 19%
20260924 $2.70 $2.70 19.1% 19%
20260923 $2.80 $2.80 17.4% 11%
20260922 $2.92 $2.92 18.2% 15%
20260921 $2.80 $2.80 26.7% 51%
20260918 $3.20 $3.33 18.6% 16%
20260917 $3.33 $2.15 18.6% 17%
20260916 $3.33 $2.08 18.5% 16%
20260915 $3.60 $2.67 19.0% 18%
20260914 $3.38 $2.20 19.3% 20%
20260911 $3.45 $2.42 20.3% 24%
20260910 $3.88 $2.85 18.5% 16%
20260909 $3.72 $2.65 19.2% 19%
20260908 $3.75 $2.70 18.8% 17%
20260904 $3.85 $2.73 18.1% 14%
20260903 $3.83 $2.67 18.3% 15%
20260902 $2.83 $2.83 17.7% 13%
20260901 $2.83 $2.83 18.1% 14%
20260831 $2.95 $2.95 18.1% 14%
20260828 $2.88 $2.88 18.1% 15%
20260827 $3.15 $3.15 18.3% 15%
20260826 $3.15 $3.15 26.9% 52%
20260825 $3.30 $3.30 18.2% 15%
20260824 $3.48 $3.48 17.5% 12%
20260821 $3.40 $3.10 14.7% 0%
20260820 $3.60 $1.50 16.7% 2%
20260819 $3.33 $2.03 22.7% 28%
20260818 $3.70 $2.27 17.3% 5%
20260817 $3.53 $2.23 16.3% 0%
20260814 $3.95 $2.45 23.6% 30%
20260813 $3.65 $2.33 21.1% 19%
20260812 $3.83 $2.47 36.4% 86%
20260811 $4.00 $2.53 36.8% 87%
20260810 $4.50 $3.12 38.1% 93%
20260807 — — 20.6% 17%
20260806 $4.67 $4.80 22.1% 24%
20260805 $3.50 $3.50 22.6% 25%
20260804 $3.48 $3.48 20.5% 17%
20260803 $3.48 $3.48 24.5% 34%
20260731 $3.78 $3.78 22.6% 26%
20260730 $3.83 $3.83 20.5% 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.