GPT · Expected Move
EA Series Trust Intelligent Alpha Atlas ETF · ETF
The expected move for GPT 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).
GPT 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 GPT Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
20.5%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to GPT'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.
GPT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.83 | $1.83 | 20.5% | 8% |
| 20261021 | $1.70 | $1.70 | 20.8% | 8% |
| 20261020 | $1.68 | $1.68 | 21.3% | 9% |
| 20261019 | $1.70 | $1.70 | 21.2% | 8% |
| 20261016 | $1.73 | $5.00 | 20.4% | 7% |
| 20261015 | $1.68 | $0.97 | 22.8% | 11% |
| 20261014 | $1.77 | $1.10 | 16.9% | 0% |
| 20261013 | $1.80 | $1.20 | 20.7% | 4% |
| 20261012 | $1.75 | $1.08 | 19.8% | 2% |
| 20261009 | $1.88 | $1.23 | 18.9% | 0% |
| 20261008 | $1.90 | $1.25 | 25.8% | 0% |
| 20261007 | $1.90 | $1.23 | 26.4% | 0% |
| 20261006 | $2.20 | $1.30 | 27.4% | 0% |
| 20261005 | $2.00 | $1.23 | 30.4% | 5% |
| 20261002 | $1.35 | $1.35 | 28.3% | 0% |
| 20261001 | $1.55 | $1.55 | 34.2% | 4% |
| 20260930 | $1.55 | $1.55 | 34.9% | 6% |
| 20260929 | $1.50 | $1.50 | 33.7% | 3% |
| 20260928 | $1.52 | $1.52 | 36.2% | 10% |
| 20260925 | $1.52 | $1.52 | 34.1% | 4% |
| 20260924 | $1.55 | $1.55 | 35.9% | 9% |
| 20260923 | $1.60 | $1.60 | 39.8% | 20% |
| 20260922 | $1.60 | $1.60 | 37.1% | 12% |
| 20260921 | $1.62 | $1.62 | 39.1% | 18% |
| 20260918 | $1.65 | $5.00 | 46.5% | 38% |
| 20260917 | $1.70 | $1.15 | 46.9% | 39% |
| 20260916 | $1.97 | $1.27 | 32.6% | 0% |
| 20260915 | $2.00 | $1.42 | 41.9% | 25% |
| 20260914 | $1.92 | $1.23 | 33.1% | 0% |
| 20260911 | $1.55 | $1.27 | 58.4% | 66% |
| 20260910 | $1.62 | $1.38 | 48.7% | 35% |
| 20260909 | $1.62 | $1.27 | 59.6% | 70% |
| 20260908 | $1.70 | $1.40 | 50.2% | 40% |
| 20260904 | $1.62 | $1.30 | 49.7% | 38% |
| 20260903 | $1.60 | $1.23 | 54.0% | 52% |
| 20260902 | $1.35 | $1.35 | 54.6% | 58% |
| 20260901 | $1.38 | $1.38 | 47.2% | 37% |
| 20260831 | $1.35 | $1.35 | 54.5% | 58% |
| 20260828 | $1.43 | $1.43 | 52.1% | 51% |
| 20260827 | $1.40 | $1.40 | 42.2% | 22% |
| 20260826 | $1.40 | $1.40 | 42.6% | 25% |
| 20260825 | $1.48 | $1.48 | 45.0% | 32% |
| 20260824 | $1.58 | $1.58 | 47.8% | 40% |
| 20260821 | $1.43 | $3.17 | 40.3% | 18% |
| 20260820 | $1.38 | $1.23 | 40.7% | 20% |
| 20260819 | $1.48 | $1.17 | 43.1% | 26% |
| 20260818 | $1.50 | $1.15 | 46.1% | 35% |
| 20260817 | $1.48 | $1.10 | 37.9% | 11% |
| 20260814 | $1.50 | $1.20 | 43.7% | 28% |
| 20260813 | $1.48 | $1.20 | 44.8% | 31% |
| 20260812 | $1.55 | $1.25 | 46.3% | 36% |
| 20260811 | $1.55 | $1.27 | 46.5% | 36% |
| 20260810 | $2.60 | $2.25 | 60.3% | 75% |
| 20260807 | — | — | 60.7% | 77% |
| 20260806 | $2.80 | $2.33 | 61.2% | 78% |
| 20260805 | $2.27 | $2.27 | 61.2% | 78% |
| 20260804 | $2.20 | $2.20 | 55.1% | 61% |
| 20260803 | $2.22 | $2.22 | 58.5% | 70% |
| 20260731 | $2.25 | $2.25 | 57.0% | 66% |
| 20260730 | $2.38 | $2.38 | 57.2% | 67% |
More on GPT
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.