GMED · Expected Move
GLOBUS MEDICAL INC
The expected move for GMED 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).
GMED 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 GMED Expected Move
30-Day Straddle
$6.33
7-Day Straddle
$4.88
30-Day ATM IV
34.7%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to GMED'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.
GMED Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.33 | $4.88 | 34.7% | 22% |
| 20261106 | $7.57 | $5.05 | 38.1% | 33% |
| 20261105 | $12.05 | $9.35 | 56.3% | 87% |
| 20261104 | $9.60 | $9.60 | 52.7% | 77% |
| 20261103 | $8.30 | $8.30 | 49.4% | 67% |
| 20261102 | $8.75 | $8.75 | 48.9% | 65% |
| 20261030 | $8.45 | $8.45 | 50.1% | 69% |
| 20261029 | $7.90 | $7.90 | 43.4% | 49% |
| 20261028 | $7.83 | $7.83 | 41.0% | 41% |
| 20261027 | $8.75 | $8.75 | 47.6% | 61% |
| 20261026 | $8.25 | $8.25 | 45.3% | 54% |
| 20261023 | $9.00 | $9.00 | 47.0% | 60% |
| 20261022 | $8.55 | $8.55 | 45.6% | 55% |
| 20261021 | $8.20 | $8.20 | 42.6% | 46% |
| 20261020 | $7.70 | $7.70 | 42.7% | 47% |
| 20261019 | $8.28 | $8.28 | 45.7% | 56% |
| 20261016 | $8.05 | $1.70 | 43.1% | 48% |
| 20261015 | $9.05 | $2.20 | 44.5% | 52% |
| 20261014 | $8.55 | $2.77 | 43.0% | 48% |
| 20261013 | $8.50 | $2.48 | 43.6% | 49% |
| 20261012 | $8.95 | $2.45 | 43.6% | 49% |
| 20261009 | $7.72 | $2.33 | 38.5% | 34% |
| 20261008 | $8.55 | $2.73 | 41.1% | 42% |
| 20261007 | $8.55 | $4.68 | 41.4% | 42% |
| 20261006 | $9.00 | $3.10 | 40.2% | 39% |
| 20261005 | $9.00 | $3.12 | 37.1% | 30% |
| 20261002 | $3.42 | $3.42 | 36.0% | 26% |
| 20261001 | $3.55 | $3.55 | 36.8% | 29% |
| 20260930 | $4.00 | $4.00 | 35.7% | 26% |
| 20260929 | $3.90 | $3.90 | 38.1% | 33% |
| 20260928 | $4.28 | $4.28 | 37.1% | 30% |
| 20260925 | $4.20 | $4.20 | 34.4% | 22% |
| 20260924 | $4.25 | $4.25 | 33.6% | 19% |
| 20260923 | $4.40 | $4.40 | 33.2% | 18% |
| 20260922 | $4.53 | $4.53 | 33.0% | 17% |
| 20260921 | $4.35 | $4.35 | 32.0% | 14% |
| 20260918 | $5.15 | $2.15 | 30.1% | 9% |
| 20260917 | $4.75 | $1.98 | 30.1% | 9% |
| 20260916 | $4.70 | $2.75 | 27.2% | 0% |
| 20260915 | $5.35 | $2.02 | 31.0% | 5% |
| 20260914 | $6.03 | $2.20 | 32.8% | 11% |
| 20260911 | $5.67 | $2.48 | 30.2% | 3% |
| 20260910 | $5.40 | $3.08 | 29.8% | 1% |
| 20260909 | $5.92 | $2.95 | 31.1% | 5% |
| 20260908 | $6.45 | $2.67 | 32.9% | 11% |
| 20260904 | $6.42 | $3.50 | 29.5% | 0% |
| 20260903 | $6.75 | $3.42 | 29.9% | 2% |
| 20260902 | $4.42 | $4.42 | 30.8% | 4% |
| 20260901 | $4.17 | $4.17 | 31.9% | 8% |
| 20260831 | $4.42 | $4.42 | 32.2% | 9% |
| 20260828 | $4.30 | $4.30 | 31.0% | 5% |
| 20260827 | $4.30 | $4.30 | 29.4% | 0% |
| 20260826 | $4.97 | $4.97 | 29.9% | 1% |
| 20260825 | $5.10 | $5.10 | 29.6% | 0% |
| 20260824 | $5.28 | $5.28 | 29.8% | 0% |
| 20260821 | $5.68 | $2.17 | 29.9% | 0% |
| 20260820 | $5.80 | $2.42 | 29.8% | 0% |
| 20260819 | $6.80 | $1.65 | 33.1% | 11% |
| 20260818 | $6.45 | $2.53 | 31.7% | 6% |
| 20260817 | $6.20 | $2.73 | 30.8% | 3% |
More on GMED
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.