GOLY · Expected Move

Strategy Shares Gold Enhanced Yield ETF · ETF

The expected move for GOLY 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).

GOLY 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 GOLY Expected Move
30-Day Straddle
$2.28
7-Day Straddle
$2.28
30-Day ATM IV
29.1%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to GOLY'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.
GOLY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.28 $2.28 29.1% 14%
20261021 $1.48 $1.48 24.5% 0%
20261020 $1.95 $1.95 34.4% 20%
20261019 $1.70 $1.70 34.5% 21%
20261016 $2.03 $0.93 32.0% 12%
20261015 $1.57 $1.18 30.7% 8%
20261014 $1.60 $0.60 35.4% 24%
20261013 $1.85 $1.02 30.0% 5%
20261012 $2.02 $1.18 29.6% 4%
20261009 $2.25 $1.30 33.1% 16%
20261008 $1.88 $0.77 34.2% 20%
20261007 $2.02 $1.00 32.7% 15%
20261006 $2.02 $1.10 34.7% 22%
20261005 $1.95 $1.00 29.7% 4%
20261002 $1.72 $1.72 34.2% 20%
20261001 $1.05 $1.05 34.5% 21%
20260930 $1.43 $1.43 31.1% 9%
20260929 $1.02 $1.02 34.2% 20%
20260928 $1.18 $1.18 31.5% 11%
20260925 $1.65 $1.65 32.2% 13%
20260924 $1.52 $1.52 35.4% 24%
20260923 $1.40 $1.40 33.1% 16%
20260922 $1.52 $1.52 37.9% 28%
20260921 $1.60 $1.60 34.9% 19%
20260918 $1.67 $2.90 38.4% 30%
20260917 $1.85 $0.93 33.4% 15%
20260916 $2.08 $0.90 34.7% 19%
20260915 $2.02 $1.38 32.3% 11%
20260914 $1.85 $1.43 34.5% 18%
20260911 $2.02 $1.42 31.8% 10%
20260910 $2.02 $1.50 32.8% 13%
20260909 $2.35 $1.32 39.0% 32%
20260908 $2.40 $1.62 37.0% 26%
20260904 $2.45 $1.75 43.6% 45%
20260903 $2.50 $1.77 47.0% 36%
20260902 $1.68 $1.68 38.9% 20%
20260901 $1.70 $1.70 33.7% 10%
20260831 $1.77 $1.77 41.8% 26%
20260828 $1.95 $1.95 33.8% 10%
20260827 $1.98 $1.98 33.4% 10%
20260826 $1.73 $1.73 31.5% 6%
20260825 $1.62 $1.62 29.9% 3%
20260824 $1.95 $1.95 36.1% 15%
20260821 $1.67 $4.80 28.5% 0%
20260820 $2.12 $1.10 32.8% 8%
20260819 $2.25 $1.23 34.3% 11%
20260818 $1.88 $1.10 30.3% 3%
20260817 $2.30 $1.05 36.2% 14%
20260814 $2.17 $1.30 35.1% 12%
20260813 $2.17 $1.30 49.5% 40%
20260812 $2.23 $1.50 32.6% 7%
20260811 $2.33 $2.88 35.6% 13%
20260810 $3.80 $2.85 43.1% 28%
20260807 — — 54.3% 50%
20260806 $3.50 $2.90 48.5% 38%
20260805 $2.48 $2.48 46.0% 34%
20260804 $2.40 $2.40 47.2% 36%
20260803 $2.62 $2.62 49.6% 40%
20260731 $1.65 $1.65 39.5% 21%
20260730 $2.60 $2.60 49.6% 40%

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.