GRFS · Expected Move
Grifois, S.A.
The expected move for GRFS 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).
GRFS 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 GRFS Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
30-Day ATM IV
43.5%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to GRFS'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.
GRFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.05 | $1.05 | 43.5% | 13% |
| 20261021 | $0.72 | $0.72 | 38.5% | 7% |
| 20261020 | $0.68 | $0.68 | 34.2% | 2% |
| 20261019 | $1.07 | $1.07 | 56.8% | 29% |
| 20261016 | $0.77 | $10.57 | 38.2% | 7% |
| 20261015 | $1.23 | $0.82 | 49.8% | 21% |
| 20261014 | $3.02 | $0.85 | 68.3% | 43% |
| 20261013 | $0.83 | $0.95 | 91.0% | 70% |
| 20261012 | $0.62 | $3.35 | — | — |
| 20261009 | $0.62 | $3.02 | — | — |
| 20261008 | $0.70 | $0.53 | 50.5% | 22% |
| 20261007 | $0.97 | $0.95 | 54.9% | 27% |
| 20261006 | $0.93 | $3.12 | 54.2% | 26% |
| 20261005 | $0.73 | $0.85 | 44.7% | 15% |
| 20261002 | $0.85 | $0.85 | 64.2% | 38% |
| 20261001 | $0.85 | $0.85 | 58.6% | 31% |
| 20260930 | $0.82 | $0.82 | 116.7% | 100% |
| 20260929 | $0.82 | $0.82 | 65.7% | 40% |
| 20260928 | $1.12 | $1.12 | 53.6% | 26% |
| 20260925 | $0.97 | $0.97 | 59.1% | 32% |
| 20260924 | $0.93 | $0.93 | 37.2% | 6% |
| 20260923 | $1.12 | $1.12 | 54.4% | 27% |
| 20260922 | $0.72 | $0.72 | 54.8% | 27% |
| 20260921 | $1.05 | $1.05 | 65.7% | 40% |
| 20260918 | $0.90 | $0.40 | 56.7% | 23% |
| 20260917 | $1.27 | $1.00 | 56.8% | 23% |
| 20260916 | $8.40 | $1.15 | — | — |
| 20260915 | $1.60 | $0.50 | 60.1% | 26% |
| 20260914 | $8.03 | $8.32 | — | — |
| 20260911 | $7.97 | $7.83 | — | — |
| 20260910 | $0.85 | $0.82 | 47.0% | 14% |
| 20260909 | $3.02 | $1.10 | 86.6% | 51% |
| 20260908 | $0.90 | $1.27 | 56.7% | 23% |
| 20260904 | $0.90 | $0.65 | 46.6% | 13% |
| 20260903 | $1.23 | $0.82 | 54.6% | 21% |
| 20260902 | $1.35 | $1.35 | 62.6% | 28% |
| 20260901 | $1.23 | $1.23 | 49.6% | 16% |
| 20260831 | $0.68 | $0.68 | 55.6% | 22% |
| 20260828 | $2.98 | $2.98 | 37.9% | 5% |
| 20260827 | $1.12 | $1.12 | 32.2% | 0% |
| 20260826 | $0.62 | $0.62 | 42.7% | 7% |
| 20260825 | $1.57 | $1.57 | 56.5% | 20% |
| 20260824 | $0.50 | $0.50 | 39.5% | 4% |
| 20260821 | $1.03 | $0.30 | 50.8% | 15% |
| 20260820 | $0.78 | $0.72 | 62.1% | 26% |
| 20260819 | $1.55 | $0.57 | 60.7% | 24% |
| 20260818 | $0.88 | $0.38 | 50.9% | 15% |
| 20260817 | $8.03 | $7.95 | 52.2% | 16% |
| 20260814 | $0.85 | $0.38 | 51.8% | 16% |
| 20260813 | $0.90 | $0.38 | 46.1% | 10% |
| 20260812 | $1.62 | $0.62 | 46.0% | 10% |
| 20260811 | $0.65 | $0.38 | 39.0% | 3% |
| 20260810 | $1.10 | $0.38 | 52.4% | 16% |
| 20260807 | — | — | 90.3% | 53% |
| 20260806 | $1.00 | $1.88 | 54.2% | 18% |
| 20260805 | $0.50 | $0.50 | 51.0% | 15% |
| 20260804 | $2.83 | $2.83 | — | — |
| 20260803 | $2.88 | $2.88 | 42.9% | 7% |
| 20260731 | $1.12 | $1.12 | 42.2% | 6% |
| 20260730 | $0.62 | $0.62 | 44.2% | 8% |
More on GRFS
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.