GNR · Expected Move
State Street SPDR S&P Global Natural Resources ETF · ETF
The expected move for GNR 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).
GNR 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 GNR Expected Move
30-Day Straddle
$4.60
7-Day Straddle
$4.60
30-Day ATM IV
31.5%
IV Rank
99%
Implied one-standard-deviation move through the next 30 days. Compare to GNR'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.
GNR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $4.60 | $4.60 | 31.5% | 99% |
| 20261020 | $4.75 | $4.75 | 30.8% | 94% |
| 20261019 | $5.25 | $5.25 | 30.3% | 91% |
| 20261016 | $4.85 | $4.00 | 28.1% | 76% |
| 20261015 | $5.22 | $3.55 | 27.4% | 72% |
| 20261014 | $5.45 | $3.40 | 28.2% | 77% |
| 20261013 | $5.25 | $3.65 | 26.8% | 68% |
| 20261012 | $4.90 | $3.75 | 29.0% | 82% |
| 20261009 | $5.70 | $3.75 | 31.4% | 98% |
| 20261008 | $5.90 | $3.80 | 31.6% | 100% |
| 20261007 | $5.95 | $3.90 | 29.6% | 90% |
| 20261006 | $5.85 | $3.90 | 31.0% | 100% |
| 20261005 | $5.95 | $3.85 | 30.2% | 100% |
| 20261002 | $4.05 | $4.05 | 29.1% | 94% |
| 20261001 | $4.10 | $4.10 | 27.7% | 84% |
| 20260930 | $4.10 | $4.10 | 27.9% | 85% |
| 20260929 | $4.20 | $4.20 | 27.8% | 84% |
| 20260928 | $3.27 | $3.27 | 29.1% | 94% |
| 20260925 | $4.45 | $4.45 | 28.4% | 89% |
| 20260924 | $4.35 | $4.35 | 28.9% | 92% |
| 20260923 | $4.45 | $4.45 | 28.7% | 91% |
| 20260922 | $4.20 | $4.20 | 28.0% | 86% |
| 20260921 | $4.70 | $4.70 | 29.1% | 95% |
| 20260918 | $3.67 | $4.15 | 23.1% | 48% |
| 20260917 | $4.90 | $3.55 | 27.8% | 84% |
| 20260916 | $4.90 | $3.60 | 28.2% | 88% |
| 20260915 | $5.40 | $3.75 | 27.9% | 85% |
| 20260914 | $5.05 | $3.85 | 27.7% | 84% |
| 20260911 | $5.20 | $3.80 | 28.0% | 86% |
| 20260910 | $5.50 | $4.10 | 29.4% | 97% |
| 20260909 | $5.65 | $4.00 | 29.8% | 99% |
| 20260908 | $5.80 | $4.15 | 29.8% | 100% |
| 20260904 | $5.75 | $4.05 | 28.7% | 94% |
| 20260903 | $5.95 | $4.30 | 29.0% | 97% |
| 20260902 | $4.30 | $4.30 | 29.2% | 98% |
| 20260901 | $4.25 | $4.25 | 25.6% | 69% |
| 20260831 | $2.15 | $2.15 | 24.5% | 61% |
| 20260828 | $4.45 | $4.45 | 29.1% | 97% |
| 20260827 | $4.55 | $4.55 | 29.3% | 98% |
| 20260826 | $4.80 | $4.80 | 29.5% | 100% |
| 20260825 | $4.75 | $4.75 | 29.0% | 100% |
| 20260824 | $4.75 | $4.75 | 28.2% | 97% |
| 20260821 | $4.75 | $3.45 | 26.5% | 83% |
| 20260820 | $5.15 | $3.35 | 28.5% | 100% |
| 20260819 | $4.50 | $3.40 | 27.6% | 100% |
| 20260818 | $2.45 | $3.55 | 17.5% | 7% |
| 20260817 | $2.52 | $3.45 | 19.0% | 22% |
| 20260814 | $2.45 | $3.70 | 16.8% | 0% |
| 20260813 | $4.95 | $3.85 | 20.6% | 30% |
| 20260812 | $2.65 | $3.95 | 19.0% | 14% |
| 20260811 | $2.73 | $2.42 | 17.6% | 0% |
| 20260810 | $3.02 | $2.28 | 20.2% | 21% |
| 20260807 | — | — | 19.0% | 9% |
| 20260806 | $3.65 | $2.62 | 19.8% | 15% |
| 20260805 | $2.58 | $2.58 | 20.5% | 20% |
| 20260804 | $2.48 | $2.48 | 19.3% | 11% |
| 20260803 | $2.62 | $2.62 | 20.8% | 22% |
| 20260731 | $2.72 | $2.72 | 20.1% | 17% |
| 20260730 | $2.77 | $2.77 | 17.8% | 0% |
| 20260729 | $2.83 | $2.83 | 21.6% | 21% |
More on GNR
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.