GLDD · Expected Move
Great Lakes Dredge & Dock Corporation
The expected move for GLDD 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).
GLDD 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 GLDD Expected Move
30-Day Straddle
$0.30
7-Day Straddle
$0.30
30-Day ATM IV
47.4%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to GLDD'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.
GLDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260331 | $0.30 | $0.30 | 47.4% | 23% |
| 20260330 | $2.77 | $2.77 | 42.1% | 18% |
| 20260327 | $1.88 | $1.88 | 43.3% | 19% |
| 20260326 | $0.65 | $0.65 | 73.0% | 46% |
| 20260325 | $0.55 | $0.55 | 29.6% | 7% |
| 20260324 | $0.60 | $0.60 | 34.2% | 11% |
| 20260323 | $0.35 | $0.35 | 43.0% | 19% |
| 20260320 | $2.02 | $0.62 | 47.4% | 23% |
| 20260319 | $0.65 | $7.90 | 22.1% | 0% |
| 20260318 | $3.00 | $0.45 | 66.5% | 38% |
| 20260317 | $3.85 | $0.38 | — | — |
| 20260316 | $4.35 | $0.50 | 46.0% | 19% |
| 20260313 | $0.35 | $2.05 | 40.5% | 13% |
| 20260312 | $0.82 | $0.50 | 56.9% | 29% |
| 20260311 | $1.73 | $0.38 | 47.8% | 20% |
| 20260310 | $10.68 | $0.60 | 53.2% | 26% |
| 20260309 | $2.02 | $3.08 | 26.2% | 0% |
| 20260308 | $0.35 | $0.38 | — | — |
| 20260306 | $0.35 | $0.38 | 76.1% | 45% |
| 20260305 | $1.07 | $0.50 | 67.1% | 37% |
| 20260304 | $0.48 | $0.48 | 75.6% | 45% |
| 20260303 | $2.05 | $2.05 | 84.5% | 54% |
| 20260302 | $3.12 | $3.12 | 48.7% | 19% |
| 20260227 | $0.38 | $0.38 | 78.0% | 47% |
| 20260226 | $0.50 | $0.50 | 87.8% | 57% |
| 20260225 | $0.40 | $0.40 | 91.0% | 60% |
| 20260224 | $0.55 | $0.55 | 105.9% | 75% |
| 20260223 | $0.62 | $0.62 | — | — |
| 20260221 | $0.60 | $0.60 | — | — |
| 20260220 | $0.60 | $0.62 | 113.1% | 82% |
| 20260219 | $0.38 | $3.20 | 69.8% | 39% |
| 20260218 | $0.38 | $0.65 | 114.4% | 83% |
| 20260217 | $0.45 | $1.10 | 44.9% | 15% |
| 20260213 | $0.40 | $1.20 | 29.4% | 0% |
| 20260212 | $0.72 | $1.38 | 132.0% | 100% |
| 20260211 | $0.70 | $0.45 | 35.9% | 4% |
| 20260210 | $2.80 | $2.38 | 69.3% | 68% |
| 20260209 | $2.77 | $2.10 | 68.1% | 66% |
| 20260206 | $2.65 | $2.08 | 68.7% | 67% |
| 20260205 | $2.67 | $2.73 | 80.6% | 89% |
| 20260204 | $2.52 | $2.52 | 71.1% | 71% |
| 20260203 | $2.70 | $2.70 | 75.9% | 80% |
| 20260202 | $2.00 | $2.00 | 65.5% | 61% |
| 20260130 | $2.00 | $2.00 | 65.2% | 60% |
| 20260129 | $1.60 | $1.60 | 54.9% | 40% |
| 20260128 | $1.93 | $1.93 | 62.6% | 55% |
| 20260127 | $2.20 | $2.20 | 66.9% | 63% |
| 20260126 | $2.10 | $2.10 | 65.7% | 61% |
| 20260123 | $2.33 | $2.33 | 63.8% | 57% |
| 20260122 | $2.42 | $2.42 | 75.6% | 80% |
| 20260121 | $2.88 | $2.88 | 86.2% | 100% |
| 20260120 | $2.45 | $2.45 | 71.8% | 91% |
| 20260116 | $2.30 | $0.42 | 62.6% | 69% |
| 20260115 | $2.83 | $0.90 | 72.3% | 92% |
| 20260114 | $2.48 | $1.22 | 56.4% | 54% |
| 20260113 | $2.33 | $1.32 | 67.5% | 81% |
| 20260112 | $3.08 | $1.38 | 75.6% | 100% |
| 20260109 | $1.77 | $0.93 | — | — |
| 20260108 | $1.62 | $0.75 | 45.4% | 32% |
| 20260107 | $2.00 | $0.78 | 57.2% | 65% |
More on GLDD
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.