GNL · Expected Move

Global Net Lease, Inc.

The expected move for GNL 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).

GNL straddle price & implied vol

60 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 GNL Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.65
30-Day ATM IV
36.7%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to GNL'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.
GNL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261106 $0.75 $0.65 36.7% 13%
20261105 $0.68 $0.58 31.9% 7%
20261104 $0.53 $0.53 27.4% 2%
20261103 $0.68 $0.68 32.0% 8%
20261102 $0.70 $0.70 — —
20261030 $0.65 $0.65 38.2% 15%
20261029 $0.55 $0.55 31.9% 7%
20261028 $0.67 $0.67 31.7% 7%
20261027 $0.60 $0.60 38.1% 15%
20261026 $0.57 $0.57 28.3% 3%
20261023 $0.53 $0.53 35.8% 12%
20261022 $0.53 $0.53 28.9% 3%
20261021 $0.62 $0.62 30.8% 6%
20261020 $0.50 $0.50 27.4% 2%
20261019 $0.50 $0.50 26.6% 1%
20261016 $0.50 $7.60 26.2% 0%
20261015 $0.53 $0.20 27.2% 0%
20261014 $0.55 $0.23 28.7% 1%
20261013 $0.55 $0.20 — —
20261012 $0.60 $0.38 27.8% 0%
20261009 $0.57 $0.33 37.2% 11%
20261008 $0.62 $1.02 33.8% 6%
20261007 $0.75 $0.50 86.3% 76%
20261006 $0.78 $1.07 34.6% 7%
20261005 $0.90 $0.65 38.8% 13%
20261002 $0.83 $0.83 45.7% 22%
20261001 $0.83 $0.83 59.1% 40%
20260930 $1.48 $1.48 54.1% 33%
20260929 $0.97 $0.97 46.1% 23%
20260928 $1.62 $1.62 40.0% 15%
20260925 $1.15 $1.15 46.0% 23%
20260924 $1.20 $1.20 30.0% 1%
20260923 $1.75 $1.75 50.8% 29%
20260922 $1.25 $1.25 47.1% 24%
20260921 $1.42 $1.42 52.8% 32%
20260918 $1.88 $1.70 51.1% 29%
20260917 $1.32 $1.75 47.7% 25%
20260916 $11.20 $1.17 46.7% 24%
20260915 $2.45 $0.95 40.2% 15%
20260914 $1.15 $0.95 39.5% 14%
20260911 $1.10 $0.90 40.9% 16%
20260910 $2.38 $0.93 41.5% 18%
20260909 $1.12 $0.95 63.9% 47%
20260908 $1.07 $0.88 47.9% 27%
20260904 $11.05 $0.72 75.3% 64%
20260903 $1.05 $0.85 48.4% 31%
20260902 $1.27 $1.27 45.3% 27%
20260901 $2.67 $2.67 37.0% 17%
20260831 $2.02 $2.02 55.4% 40%
20260828 $0.83 $0.83 63.1% 49%
20260827 $0.90 $0.90 57.6% 42%
20260826 $2.10 $2.10 34.5% 14%
20260825 $1.35 $1.35 30.6% 9%
20260824 $0.85 $0.85 34.9% 14%
20260821 $0.97 $1.52 46.3% 28%
20260820 $1.48 $1.05 50.2% 33%
20260819 $1.05 $3.00 37.3% 17%
20260818 $1.15 $2.17 51.4% 35%
20260817 $1.22 $2.55 47.7% 30%
20260814 $1.15 $1.70 53.1% 37%

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.