GLAS · Expected Move

Glass House Brands Inc.

The expected move for GLAS 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).

GLAS straddle price & implied vol

44 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 GLAS Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.38
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to GLAS'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.
GLAS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $1.50 $1.38 — —
20261013 $1.58 $1.27 — —
20261012 $1.50 $1.15 110.3% 93%
20261009 $1.40 $0.90 112.3% 98%
20261008 $1.38 $0.75 110.7% 94%
20261007 $1.15 $0.62 83.2% 32%
20261006 $1.45 $0.65 100.3% 71%
20261005 $1.45 $0.73 95.8% 61%
20261002 $0.83 $0.83 90.7% 49%
20261001 $0.78 $0.78 90.2% 48%
20260930 $0.83 $0.83 82.9% 32%
20260929 $1.12 $1.12 87.3% 42%
20260928 $1.35 $1.35 91.3% 51%
20260925 $1.20 $1.20 76.0% 16%
20260924 $1.35 $1.35 93.8% 56%
20260923 $1.25 $1.25 81.4% 28%
20260922 $1.32 $1.32 81.0% 27%
20260921 $1.38 $1.38 81.6% 29%
20260918 $1.30 $0.72 72.3% 8%
20260917 $1.53 $0.72 — —
20260916 $1.60 $0.78 88.6% 45%
20260915 $1.57 $0.85 84.5% 35%
20260914 $1.78 $0.80 96.1% 61%
20260911 $1.57 $1.10 82.3% 30%
20260910 $1.60 $0.88 79.8% —
20260909 $1.85 $0.97 88.1% —
20260908 $1.77 $1.38 84.3% —
20260904 $2.70 $1.65 90.7% —
20260903 $1.88 $1.43 77.0% —
20260902 $1.45 $1.45 81.5% —
20260901 $1.52 $1.52 83.4% —
20260831 $1.32 $1.32 83.2% —
20260828 $1.27 $1.27 70.4% —
20260827 $1.27 $1.27 72.7% —
20260826 $1.70 $1.70 — —
20260825 $1.55 $1.55 74.9% —
20260824 $1.40 $1.40 68.7% —
20260821 $1.60 $0.25 75.2% —
20260820 $1.77 $0.53 82.2% —
20260819 $1.62 $0.70 72.2% —
20260818 $1.27 $0.78 87.3% —
20260817 $1.83 $0.60 78.7% —
20260814 $2.17 $1.12 113.3% —
20260813 $2.55 $1.05 90.7% —

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.