GLDB · Expected Move

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The expected move for GLDB 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).

GLDB straddle price & implied vol

58 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 GLDB Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
53.8%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to GLDB'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.
GLDB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20240201 — — 53.8% 33%
20240131 — — 53.6% 33%
20240130 — — 49.5% 29%
20240129 — — 49.6% 30%
20240126 — — 50.3% 30%
20240125 — — 51.0% 31%
20240124 — — 52.8% 32%
20240123 — — 51.2% 31%
20240122 — — 41.1% 22%
20240119 — — 50.8% 31%
20240118 — — 50.5% 30%
20240117 — — 52.5% 32%
20240116 — — 39.4% 21%
20240112 — — 40.0% 21%
20240111 — — 49.6% 30%
20240109 — — 39.8% 21%
20240108 — — 52.5% 32%
20240105 — — 54.0% 33%
20240104 — — 39.2% 21%
20240103 — — 52.3% 32%
20240102 — — 45.8% 26%
20231229 — — 56.8% 36%
20231228 — — 44.6% 25%
20231227 — — 48.8% 29%
20231226 — — 47.2% 27%
20231222 — — 31.9% 14%
20231221 — — 34.6% 17%
20231220 — — 28.6% 12%
20231219 — — 35.4% 17%
20231218 — — 52.8% 32%
20231215 — — 40.5% 22%
20231214 — — 38.2% 20%
20231213 — — 99.9% 73%
20231212 — — 92.1% 66%
20231211 — — 106.9% 79%
20231208 — — 40.6% 22%
20231207 — — 24.1% 8%
20231206 — — 32.0% 14%
20231205 — — 37.7% 19%
20231204 — — 51.7% 31%
20231201 — — 33.4% 16%
20231130 — — 101.0% 74%
20231129 — — 83.3% 58%
20231128 — — 46.4% 27%
20231127 — — 34.3% 16%
20231124 — — 46.0% 26%
20231122 — — 72.8% 49%
20231121 — — 56.0% 35%
20231120 — — 35.5% 18%
20231117 — — 15.0% 0%
20231115 — — 40.2% 15%
20231114 — — 41.0% 15%
20231110 — — 49.2% 23%
20231109 — — 56.5% 30%
20231108 — — 39.5% 14%
20231107 — — 39.8% 14%
20231106 — — 31.5% 6%
20231103 — — 36.5% 11%

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.