GNE · Expected Move
GENIE ENERGY LTD
The expected move for GNE 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).
GNE 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 GNE Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
37.6%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to GNE'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.
GNE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.88 | $1.88 | 37.6% | 5% |
| 20261021 | $1.73 | $1.73 | 49.6% | 19% |
| 20261020 | $1.80 | $1.80 | 46.8% | 16% |
| 20261019 | $1.55 | $1.55 | 36.9% | 4% |
| 20261016 | $1.82 | $0.95 | 47.4% | 16% |
| 20261015 | $1.62 | $1.12 | — | — |
| 20261014 | $1.57 | $1.00 | 39.9% | 8% |
| 20261013 | $1.70 | $1.43 | 40.7% | 9% |
| 20261012 | $1.95 | $10.60 | 44.2% | 13% |
| 20261009 | $2.05 | $0.78 | 50.8% | 20% |
| 20261008 | $2.23 | $1.02 | 49.6% | 19% |
| 20261007 | $2.23 | $1.52 | 52.0% | 22% |
| 20261006 | $1.98 | $1.95 | 45.6% | 14% |
| 20261005 | $2.12 | $1.88 | 73.8% | 47% |
| 20261002 | $1.45 | $1.45 | 65.1% | 37% |
| 20261001 | $1.70 | $1.70 | 47.9% | 17% |
| 20260930 | $2.05 | $2.05 | 63.3% | 35% |
| 20260929 | $1.98 | $1.98 | 40.1% | 8% |
| 20260928 | $2.05 | $2.05 | 44.9% | 13% |
| 20260925 | $1.57 | $1.57 | 45.3% | 14% |
| 20260924 | $1.95 | $1.95 | 51.0% | 21% |
| 20260923 | $2.15 | $2.15 | 50.9% | 20% |
| 20260922 | $1.82 | $1.82 | 44.2% | 13% |
| 20260921 | $2.75 | $2.75 | 49.8% | 19% |
| 20260918 | $2.35 | $1.48 | 56.1% | 26% |
| 20260917 | $1.82 | $1.95 | 39.2% | 7% |
| 20260916 | $2.38 | $2.05 | 69.7% | 42% |
| 20260915 | $1.98 | $1.98 | 41.2% | 9% |
| 20260914 | $1.80 | $1.30 | 44.8% | 13% |
| 20260911 | $2.78 | $1.73 | 45.8% | 14% |
| 20260910 | $2.05 | $8.32 | — | — |
| 20260909 | $1.92 | $1.20 | 49.0% | 18% |
| 20260908 | $2.17 | $1.70 | 44.1% | 12% |
| 20260904 | $2.92 | $1.15 | 33.4% | 0% |
| 20260903 | $1.88 | $1.27 | 54.5% | 24% |
| 20260902 | $1.43 | $1.43 | 52.4% | 22% |
| 20260901 | $1.05 | $1.05 | 42.9% | 11% |
| 20260831 | $1.58 | $1.58 | 54.8% | 25% |
| 20260828 | $1.60 | $1.60 | 51.0% | 20% |
| 20260827 | $1.65 | $1.65 | 51.6% | 21% |
| 20260826 | $1.00 | $1.00 | 37.2% | 4% |
| 20260825 | $1.52 | $1.52 | 38.0% | 5% |
| 20260824 | $1.12 | $1.12 | 37.3% | 3% |
| 20260821 | $1.75 | $1.03 | — | — |
| 20260820 | $1.43 | $0.80 | 42.0% | 6% |
| 20260819 | $1.32 | $1.40 | 38.9% | 4% |
| 20260818 | $1.12 | $1.28 | 33.7% | 0% |
| 20260817 | $1.40 | $1.07 | 41.2% | 1% |
| 20260814 | $2.05 | $1.65 | 55.9% | 13% |
| 20260813 | $1.32 | $1.77 | 41.3% | 2% |
| 20260812 | $1.90 | $1.48 | 45.7% | 5% |
| 20260811 | $1.58 | $2.15 | 48.5% | 7% |
| 20260810 | $2.23 | $1.93 | 58.9% | 15% |
| 20260806 | $3.20 | $4.90 | 89.5% | 40% |
| 20260805 | $3.65 | $3.65 | 98.3% | 46% |
| 20260804 | $2.80 | $2.80 | 83.4% | 35% |
| 20260803 | $3.95 | $3.95 | 67.1% | 22% |
| 20260731 | $2.70 | $2.70 | 82.9% | 34% |
| 20260730 | $2.60 | $2.60 | 83.0% | 34% |
| 20260729 | $1.77 | $1.77 | 62.1% | 18% |
More on GNE
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.