GRAL · Expected Move
GRAIL, Inc. Common Stock
The expected move for GRAL 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).
GRAL 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 GRAL Expected Move
30-Day Straddle
$26.85
7-Day Straddle
$15.80
30-Day ATM IV
80.3%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to GRAL'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.
GRAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $26.85 | $15.80 | 80.3% | 23% |
| 20261106 | $26.70 | $17.20 | 83.5% | 29% |
| 20261105 | $27.55 | $18.30 | 86.9% | 35% |
| 20261104 | $26.15 | $26.15 | 93.7% | 48% |
| 20261103 | $26.60 | $26.60 | 97.1% | 55% |
| 20261102 | $26.45 | $26.45 | 97.4% | 55% |
| 20261030 | $28.70 | $28.70 | 96.0% | 53% |
| 20261029 | $30.05 | $30.05 | 91.0% | 43% |
| 20261028 | $31.35 | $31.35 | 92.2% | 45% |
| 20261027 | $27.80 | $27.80 | 87.7% | 37% |
| 20261026 | $28.10 | $28.10 | 91.7% | 45% |
| 20261023 | $28.00 | $28.00 | 91.9% | 45% |
| 20261022 | $25.75 | $25.75 | 89.9% | 41% |
| 20261021 | $28.05 | $28.05 | 91.1% | 43% |
| 20261020 | $26.70 | $26.70 | 92.5% | 46% |
| 20261019 | $26.20 | $26.20 | 91.8% | 45% |
| 20261016 | $26.00 | $2.77 | 89.2% | 40% |
| 20261015 | $31.20 | $4.80 | 92.6% | 46% |
| 20261014 | $32.15 | $9.05 | 91.1% | 43% |
| 20261013 | $32.85 | $9.65 | 91.6% | 44% |
| 20261012 | $32.85 | $9.60 | 91.8% | 45% |
| 20261009 | $35.80 | $12.20 | 93.5% | 48% |
| 20261008 | $34.60 | $13.35 | 93.2% | 47% |
| 20261007 | $35.10 | $14.60 | 94.1% | 49% |
| 20261006 | $36.00 | $15.65 | 93.9% | 49% |
| 20261005 | $38.55 | $18.10 | 88.0% | 37% |
| 20261002 | $16.60 | $16.60 | 83.4% | 28% |
| 20261001 | $17.30 | $17.30 | 84.3% | 30% |
| 20260930 | $19.55 | $19.55 | 85.1% | 32% |
| 20260929 | $17.30 | $17.30 | 77.3% | 17% |
| 20260928 | $17.25 | $17.25 | 75.0% | 12% |
| 20260925 | $16.90 | $16.90 | 74.7% | 12% |
| 20260924 | $19.60 | $19.60 | 81.1% | 24% |
| 20260923 | $0.00 | $0.00 | 94.7% | 50% |
| 20260922 | $21.70 | $21.70 | 94.1% | 49% |
| 20260921 | $22.05 | $22.05 | 93.7% | 48% |
| 20260918 | $21.45 | $1.70 | 120.4% | 100% |
| 20260917 | $21.05 | $2.17 | 118.2% | 100% |
| 20260916 | $16.75 | $3.20 | 98.3% | 82% |
| 20260915 | $17.85 | $4.05 | 101.0% | 89% |
| 20260914 | $16.55 | $5.07 | 94.2% | 70% |
| 20260911 | $18.90 | $5.45 | 98.6% | 83% |
| 20260910 | $19.75 | $5.97 | 94.9% | 72% |
| 20260909 | $19.10 | $5.88 | 96.9% | 78% |
| 20260908 | $20.00 | $8.07 | 96.4% | 77% |
| 20260904 | $20.95 | $9.45 | 93.1% | 68% |
| 20260903 | $21.90 | $9.50 | 94.0% | 70% |
| 20260902 | $11.40 | $11.40 | 94.9% | 72% |
| 20260901 | $10.40 | $10.40 | 90.8% | 61% |
| 20260831 | $11.90 | $11.90 | 96.0% | 75% |
| 20260828 | $12.65 | $12.65 | 91.7% | 63% |
| 20260827 | $13.05 | $13.05 | 87.5% | 52% |
| 20260826 | $13.10 | $13.10 | 88.6% | 55% |
| 20260825 | $12.85 | $12.85 | 82.9% | 39% |
| 20260824 | $12.00 | $12.00 | 82.3% | 38% |
| 20260821 | $13.60 | $1.52 | 79.5% | 30% |
| 20260820 | $13.60 | $3.90 | 75.1% | 18% |
| 20260819 | $11.75 | $4.38 | 68.7% | 0% |
| 20260818 | $11.80 | $4.47 | 71.4% | 4% |
| 20260817 | $12.00 | $4.72 | 73.1% | 9% |
More on GRAL
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.