GREK · Expected Move

Global X MSCI Greece ETF · ETF

The expected move for GREK 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).

GREK 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 GREK Expected Move
30-Day Straddle
$5.18
7-Day Straddle
$5.18
30-Day ATM IV
27.8%
IV Rank
72%
Implied one-standard-deviation move through the next 30 days. Compare to GREK'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.
GREK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $5.18 $5.18 27.8% 72%
20261020 $4.80 $4.80 26.6% 58%
20261019 $5.38 $5.38 28.3% 77%
20261016 $5.12 $1.40 26.0% 51%
20261015 $5.35 $2.53 26.6% 58%
20261014 $6.18 $2.30 30.3% 100%
20261013 $6.17 $2.85 29.9% 99%
20261012 $5.82 $2.97 27.9% 76%
20261009 $6.30 $3.05 29.9% 100%
20261008 $6.28 $3.05 28.6% 88%
20261007 $5.30 $2.65 25.0% 44%
20261006 $5.75 $3.27 24.6% 38%
20261005 $5.58 $3.23 25.2% 46%
20261002 $3.77 $3.77 25.7% 52%
20261001 $3.50 $3.50 23.5% 25%
20260930 $4.45 $4.45 26.8% 63%
20260929 $4.22 $4.22 25.6% 49%
20260928 $3.92 $3.92 26.3% 58%
20260925 $4.30 $4.30 29.0% 90%
20260924 $3.70 $3.70 24.0% 30%
20260923 $4.40 $4.40 25.5% 48%
20260922 $4.40 $4.40 25.7% 33%
20260921 $4.10 $4.10 23.8% 18%
20260918 $4.30 $0.60 22.8% 10%
20260917 $4.10 $1.75 22.2% 6%
20260916 $4.42 $2.08 23.0% 12%
20260915 $4.65 $2.73 23.3% 14%
20260914 $5.18 $3.02 25.1% 28%
20260911 $4.58 $3.77 22.1% 5%
20260910 $5.40 $2.92 25.0% 27%
20260909 $5.15 $3.67 24.7% 25%
20260908 $5.50 $3.00 24.4% 23%
20260904 $5.30 $3.65 23.1% 12%
20260903 $5.50 $3.73 23.9% 18%
20260902 $3.58 $3.58 24.2% 21%
20260901 $3.65 $3.65 25.8% 33%
20260831 $4.17 $4.17 24.6% 24%
20260828 $3.70 $3.70 24.4% 22%
20260827 $4.08 $4.08 24.5% 23%
20260826 $3.92 $3.92 23.7% 17%
20260825 $4.00 $4.00 23.4% 14%
20260824 $4.40 $4.40 24.8% 25%
20260821 $3.97 $1.12 22.0% 3%
20260820 $4.80 $1.18 24.3% 16%
20260819 $4.47 $2.00 25.4% 22%
20260818 $5.17 $2.02 26.6% 28%
20260817 $4.62 $1.82 28.1% 36%
20260814 $4.95 $2.53 29.3% 43%
20260813 $5.33 $2.20 24.3% 15%
20260812 $5.58 $2.45 23.8% 13%
20260811 $5.28 $2.38 22.7% 7%
20260810 $5.55 $2.48 23.8% 13%
20260807 — — 22.3% 4%
20260806 $5.28 $2.95 22.5% 6%
20260805 $3.33 $3.33 24.6% 17%
20260804 $3.10 $3.10 23.2% 9%
20260803 $3.42 $3.42 23.8% 13%
20260731 $3.62 $3.62 23.4% 10%
20260730 $3.55 $3.55 23.0% 8%
20260729 $3.88 $3.88 25.2% 21%

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.