GPRO · Expected Move
GoPro, Inc.
The expected move for GPRO 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).
GPRO straddle price & implied vol
59 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 GPRO Expected Move
30-Day Straddle
$0.17
7-Day Straddle
$0.25
30-Day ATM IV
78.6%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to GPRO'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.
GPRO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $0.17 | $0.25 | 78.6% | 4% |
| 20261022 | $0.12 | $0.10 | 137.0% | 22% |
| 20261021 | $0.62 | $0.62 | 66.0% | 0% |
| 20261020 | $0.20 | $0.20 | 85.6% | 5% |
| 20261019 | $0.15 | $0.15 | 70.5% | 0% |
| 20261016 | $0.20 | $0.05 | 76.5% | 0% |
| 20261015 | $0.20 | $0.15 | 79.1% | 0% |
| 20261014 | $0.70 | $0.62 | — | — |
| 20261013 | $0.23 | $0.20 | 79.7% | 0% |
| 20261012 | $0.72 | $0.68 | — | — |
| 20261009 | $0.68 | $0.68 | 252.5% | 20% |
| 20261008 | $0.33 | $0.70 | 96.5% | 2% |
| 20261007 | $0.33 | $0.28 | 105.2% | 3% |
| 20261006 | $0.38 | $0.23 | 141.9% | 7% |
| 20261005 | $0.38 | $0.22 | 93.2% | 1% |
| 20261002 | $0.28 | $0.28 | 99.6% | 2% |
| 20261001 | $0.28 | $0.28 | 112.9% | 4% |
| 20260930 | $0.28 | $0.28 | 118.9% | 4% |
| 20260929 | $0.30 | $0.30 | 125.7% | 5% |
| 20260928 | $0.30 | $0.30 | 109.0% | 3% |
| 20260925 | $0.33 | $0.33 | 138.3% | 7% |
| 20260924 | $0.35 | $0.35 | 111.9% | 4% |
| 20260923 | $0.33 | $0.33 | 111.0% | 4% |
| 20260922 | $0.35 | $0.35 | 110.4% | 3% |
| 20260921 | $0.33 | $0.33 | 98.8% | 2% |
| 20260918 | $0.35 | $0.23 | 106.4% | 3% |
| 20260917 | $0.35 | $0.20 | 106.9% | 3% |
| 20260916 | $0.38 | $0.70 | 98.0% | 2% |
| 20260915 | $0.38 | $0.20 | 111.7% | 4% |
| 20260914 | $0.40 | $0.20 | 114.1% | 4% |
| 20260911 | $0.42 | $0.25 | 117.5% | 4% |
| 20260910 | $0.40 | $0.25 | 109.6% | 3% |
| 20260909 | $0.45 | $0.25 | 120.8% | 5% |
| 20260908 | $0.50 | $0.30 | 133.7% | 6% |
| 20260904 | $0.65 | $0.52 | 170.1% | 10% |
| 20260903 | $0.60 | $0.45 | 160.0% | 9% |
| 20260902 | $0.65 | $0.65 | 203.2% | 14% |
| 20260901 | $0.30 | $0.30 | 140.0% | 7% |
| 20260831 | $0.55 | $0.55 | 284.5% | 24% |
| 20260828 | $0.15 | $0.15 | 152.9% | 8% |
| 20260827 | $0.50 | $0.50 | 146.8% | 8% |
| 20260826 | $0.62 | $0.62 | 147.2% | 8% |
| 20260825 | $0.15 | $0.15 | 125.0% | 5% |
| 20260824 | $0.15 | $0.15 | 154.2% | 8% |
| 20260821 | $0.23 | $0.17 | 129.5% | 6% |
| 20260820 | $0.22 | $0.15 | 184.8% | 12% |
| 20260819 | $0.20 | $0.15 | 176.3% | 11% |
| 20260818 | $0.50 | $0.12 | 122.6% | 5% |
| 20260817 | $0.15 | $0.17 | 131.2% | 6% |
| 20260814 | $0.20 | $0.12 | 180.9% | 12% |
| 20260813 | $0.22 | $0.17 | 175.3% | 11% |
| 20260812 | $0.20 | $0.12 | 168.3% | 10% |
| 20260811 | $0.20 | $0.15 | 173.8% | 11% |
| 20260810 | $0.25 | $0.30 | — | — |
| 20260806 | $0.55 | $0.23 | — | — |
| 20260805 | $0.72 | $0.72 | — | — |
| 20260804 | $0.35 | $0.35 | — | — |
| 20260803 | $0.35 | $0.35 | — | — |
| 20260731 | $0.28 | $0.28 | — | — |
More on GPRO
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.