GLAD · Expected Move

Gladstone Capital Corp

The expected move for GLAD 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).

GLAD 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 GLAD Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
41.5%
IV Rank
80%
Implied one-standard-deviation move through the next 30 days. Compare to GLAD'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.
GLAD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.85 $1.85 41.5% 80%
20261021 $1.25 $1.25 31.3% 38%
20261020 $1.65 $1.65 36.2% 56%
20261019 $1.68 $1.68 31.5% 39%
20261016 $1.52 $8.47 31.9% 28%
20261015 $1.48 $0.65 29.7% 23%
20261014 $1.95 $1.07 33.4% 32%
20261013 $1.47 $0.80 27.5% 17%
20261012 $2.08 $1.02 46.7% 51%
20261009 $1.88 $1.38 36.1% 30%
20261008 $1.57 $1.00 30.7% 20%
20261007 $1.75 $1.27 34.5% 27%
20261006 $1.77 $1.07 36.2% 31%
20261005 $1.77 $0.95 33.2% 25%
20261002 $0.90 $0.90 30.5% 19%
20261001 $0.90 $0.90 28.3% 15%
20260930 $0.92 $0.92 33.5% 25%
20260929 $0.92 $0.92 27.6% 14%
20260928 $0.82 $0.82 28.4% 15%
20260925 $1.27 $1.27 44.5% 47%
20260924 $1.38 $1.38 38.7% 36%
20260923 $0.82 $0.82 44.8% 48%
20260922 $1.12 $1.12 27.7% 14%
20260921 $1.50 $1.50 34.0% 26%
20260918 $1.20 $2.30 30.0% 18%
20260917 $1.83 $1.23 40.6% 39%
20260916 $1.30 $0.58 26.8% 12%
20260915 $1.10 $0.53 23.8% 6%
20260914 $1.35 $1.45 36.8% 32%
20260911 $2.10 $0.60 45.6% 49%
20260910 $1.32 $0.62 28.0% 14%
20260909 $1.18 $0.80 26.0% 10%
20260908 $1.23 $0.50 24.1% 7%
20260904 $1.27 $0.62 23.1% 5%
20260903 $1.12 $0.72 22.2% 3%
20260902 $0.88 $0.88 33.9% 26%
20260901 $0.90 $0.90 27.2% 13%
20260831 $0.57 $0.57 20.7% 0%
20260828 $0.85 $0.85 21.9% 0%
20260827 $0.98 $0.98 25.3% 6%
20260826 $0.95 $0.95 31.0% 18%
20260825 $0.82 $0.82 22.3% 0%
20260824 $0.90 $0.90 24.1% 3%
20260821 $1.30 $0.35 32.1% 20%
20260820 $1.25 $0.42 28.1% 11%
20260819 $1.25 $0.53 27.1% 9%
20260818 $1.30 $0.62 27.4% 10%
20260817 $1.05 $0.60 22.6% 0%
20260814 $1.15 $0.70 28.5% 12%
20260813 $1.12 $0.60 22.6% 0%
20260812 $1.77 $0.62 34.6% 24%
20260811 $2.10 $0.78 39.2% 33%
20260810 $2.25 $0.97 44.5% 44%
20260807 — — 32.1% 18%
20260806 $2.27 $1.83 46.9% 49%
20260805 $1.35 $1.35 40.6% 36%
20260804 $1.40 $1.40 33.4% 21%
20260803 $1.95 $1.95 31.5% 17%
20260731 $1.85 $1.85 38.0% 31%
20260730 $1.98 $1.98 37.6% 30%

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.