GPMT · Expected Move

Granite Point Mortgage Trust Inc. Common Stock

The expected move for GPMT 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).

GPMT 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 GPMT Expected Move
30-Day Straddle
$2.33
7-Day Straddle
$2.33
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to GPMT'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.
GPMT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $2.33 $2.33 — —
20261029 $0.00 $0.00 887.6% 100%
20261028 $0.00 $0.00 882.7% 100%
20261027 $0.00 $0.00 — —
20261026 $0.00 $0.00 881.5% 100%
20261023 $0.00 $0.00 853.1% 100%
20261022 $0.25 $0.25 847.9% 100%
20261021 $0.25 $0.25 837.6% 100%
20261020 $0.00 $0.00 830.3% 100%
20261019 $0.00 $0.00 827.7% 100%
20261016 $2.23 $2.20 — —
20261015 $2.23 $2.23 — —
20261014 $2.17 $2.17 — —
20261013 $2.15 $2.15 — —
20261012 $2.10 $2.10 — —
20261009 $7.00 $7.00 — —
20261008 $7.05 $7.05 — —
20261007 $7.00 $7.00 — —
20261006 $7.58 $7.58 — —
20261005 $11.72 $2.62 — —
20261002 $2.65 $2.65 — —
20261001 $2.60 $2.60 — —
20260930 $2.55 $2.55 — —
20260929 $9.22 $9.22 — —
20260928 $2.55 $2.55 — —
20260925 $4.08 $4.08 — —
20260924 $4.25 $4.25 — —
20260923 $2.60 $2.60 — —
20260922 $2.55 $2.55 — —
20260921 $6.62 $6.62 — —
20260918 $2.50 $2.12 — —
20260917 $2.00 $2.12 — —
20260916 $9.12 $2.50 — —
20260915 $2.00 $1.65 — —
20260914 $9.07 $9.03 — —
20260911 $11.53 $2.05 — —
20260910 $9.05 $9.03 — —
20260909 $9.05 $9.03 — —
20260908 $9.00 $8.93 — —
20260904 $8.97 $1.95 — —
20260903 $9.00 $8.97 — —
20260902 $8.97 $8.97 — —
20260901 $1.47 $1.47 — —
20260831 $1.85 $1.85 — —
20260828 $2.75 $2.75 — —
20260827 $1.95 $1.95 — —
20260826 $3.40 $3.40 — —
20260825 $2.70 $2.70 — —
20260824 $2.67 $2.67 — —
20260821 $3.33 $1.57 — —
20260820 $1.45 $1.52 — —
20260819 $1.82 $1.90 — —
20260818 $2.62 $1.38 — —
20260817 $2.60 $8.82 — —
20260814 $1.72 $2.23 — —
20260813 $11.20 $1.32 — —
20260812 $2.67 $1.43 — —
20260811 $11.25 $2.62 — —
20260810 $2.53 $2.58 — —
20260806 $1.80 $1.27 — —

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.