GO · Expected Move

Grocery Outlet Holding Corp. Common Stock

The expected move for GO 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).

GO 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 GO Expected Move
30-Day Straddle
$2.30
7-Day Straddle
$0.95
30-Day ATM IV
70.8%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to GO'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.
GO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261008 $2.30 $0.95 70.8% 38%
20261007 $2.27 $0.85 67.8% 33%
20261006 $2.02 $0.98 60.3% 23%
20261005 $2.10 $0.98 63.3% 27%
20261002 $0.82 $0.82 60.2% 22%
20261001 $1.25 $1.25 58.1% 19%
20260930 $1.32 $1.32 63.2% 27%
20260929 $1.00 $1.00 60.7% 23%
20260928 $0.90 $0.90 55.3% 15%
20260925 $1.07 $1.07 75.8% 45%
20260924 $1.18 $1.18 51.2% 10%
20260923 $1.23 $1.23 66.6% 32%
20260922 $1.52 $1.52 64.6% 29%
20260921 $1.12 $1.12 51.5% 10%
20260918 $1.12 $0.72 44.5% 0%
20260917 $2.00 $0.55 69.5% 33%
20260916 $2.12 $1.40 74.3% 40%
20260915 $1.77 $1.05 62.2% 22%
20260914 $1.50 $0.78 49.7% 3%
20260911 $1.27 $0.50 50.3% 4%
20260910 $1.45 $0.82 53.2% 8%
20260909 $1.50 $1.35 59.5% 18%
20260908 $1.82 $0.88 55.2% 11%
20260904 $1.73 $1.05 50.9% 5%
20260903 $1.67 $0.85 47.7% 0%
20260902 $1.18 $1.18 58.5% 16%
20260901 $1.02 $1.02 49.5% 2%
20260831 $1.12 $1.12 52.3% 6%
20260828 $1.07 $1.07 50.5% 3%
20260827 $1.20 $1.20 54.0% 9%
20260826 $1.25 $1.25 48.9% 1%
20260825 $1.20 $1.20 48.3% 0%
20260824 $1.27 $1.27 50.8% 3%
20260821 $1.50 $1.65 55.6% 10%
20260820 $1.43 $0.68 57.5% 13%
20260819 $1.52 $0.57 60.5% 18%
20260818 $1.25 $0.55 48.8% 0%
20260817 $1.50 $0.88 52.5% 2%
20260814 $1.62 $0.65 59.4% 13%
20260813 $1.55 $0.90 60.3% 14%
20260812 $2.10 $1.82 87.1% 57%
20260811 $1.88 $1.65 80.7% 47%
20260810 $2.17 $1.73 90.7% 62%
20260807 — — 84.1% 52%
20260806 $2.17 $1.88 91.9% 64%
20260805 $1.62 $1.62 85.0% 53%
20260804 $1.80 $1.80 86.9% 56%
20260803 $1.40 $1.40 92.6% 66%
20260731 $1.77 $1.77 85.5% 54%
20260730 $1.52 $1.52 79.9% 45%
20260729 $1.70 $1.70 84.8% 53%
20260728 $1.70 $1.70 85.3% 54%
20260727 $1.73 $1.73 72.6% 34%
20260724 $1.83 $1.83 89.5% 61%
20260723 $2.50 $2.50 114.2% 100%
20260722 $1.78 $1.78 84.2% 60%
20260721 $1.77 $1.77 82.8% 58%
20260720 $1.97 $1.97 88.3% 68%
20260716 $2.15 $0.42 86.3% 64%
20260715 $1.95 $0.53 78.5% 17%

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.