GRIN · Expected Move
VictoryShares International Free Cash Flow Growth ETF · ETF
The expected move for GRIN 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).
GRIN 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 GRIN Expected Move
30-Day Straddle
$0.43
7-Day Straddle
$0.43
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to GRIN'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.
GRIN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20240920 | $0.43 | $0.43 | — | — |
| 20240919 | $0.43 | $0.43 | — | — |
| 20240918 | $0.43 | $0.43 | — | — |
| 20240917 | $0.43 | $0.43 | — | — |
| 20240916 | $0.43 | $0.43 | — | — |
| 20240913 | $0.43 | $0.43 | 61.9% | 8% |
| 20240912 | $0.43 | $0.43 | 58.0% | 7% |
| 20240911 | $0.43 | $0.43 | 54.7% | 7% |
| 20240910 | $0.43 | $0.43 | 52.0% | 6% |
| 20240909 | $0.43 | $0.43 | 49.6% | 5% |
| 20240906 | $0.43 | $0.43 | 44.1% | 4% |
| 20240905 | $0.43 | $0.43 | 42.7% | 4% |
| 20240904 | $0.43 | $0.43 | 41.4% | 3% |
| 20240903 | $0.43 | $0.43 | 40.2% | 3% |
| 20240830 | $0.43 | $0.43 | 36.2% | 2% |
| 20240829 | $0.43 | $0.43 | 35.4% | 2% |
| 20240828 | $0.43 | $0.43 | 34.7% | 2% |
| 20240827 | $0.43 | $0.43 | 34.0% | 1% |
| 20240826 | $0.43 | $0.43 | 33.3% | 1% |
| 20240820 | $0.43 | $0.43 | 30.0% | 1% |
| 20240819 | $0.43 | $0.43 | — | — |
| 20240816 | $2.52 | $2.52 | — | — |
| 20240815 | $2.52 | $2.52 | — | — |
| 20240814 | $2.52 | $2.52 | — | — |
| 20240813 | $2.52 | $2.52 | — | — |
| 20240812 | $2.52 | $2.52 | — | — |
| 20240809 | $2.52 | $2.52 | 53.2% | 6% |
| 20240808 | $2.52 | $2.52 | 49.6% | 5% |
| 20240807 | $2.52 | $2.52 | 46.7% | 5% |
| 20240806 | $2.52 | $2.52 | 90.5% | 15% |
| 20240805 | $2.52 | $2.52 | 130.1% | 25% |
| 20240802 | $2.52 | $2.52 | — | — |
| 20240801 | $2.52 | $2.52 | 43.5% | 4% |
| 20240731 | $2.52 | $2.52 | 80.5% | 13% |
| 20240730 | $2.52 | $2.52 | — | — |
| 20240729 | $2.52 | $2.52 | 75.6% | 12% |
| 20240726 | $2.52 | $2.52 | 37.1% | 2% |
| 20240725 | $2.52 | $2.52 | — | — |
| 20240724 | $2.52 | $2.52 | 67.3% | 10% |
| 20240723 | $2.52 | $2.52 | 65.9% | 9% |
| 20240722 | $2.55 | $2.55 | 63.4% | 9% |
| 20240719 | $2.55 | $2.55 | 32.2% | 1% |
| 20240718 | $2.58 | $2.58 | 32.7% | 1% |
| 20240717 | $2.55 | $2.55 | 30.8% | 1% |
| 20240716 | $2.60 | $2.60 | 71.8% | 11% |
| 20240715 | $2.52 | $2.52 | — | — |
| 20240712 | $2.55 | $2.55 | 69.4% | 10% |
| 20240710 | $5.00 | $5.00 | 29.6% | 0% |
| 20240709 | $5.00 | $5.00 | 28.1% | 0% |
| 20240705 | $2.52 | $2.52 | — | — |
| 20240703 | $2.55 | $2.55 | — | — |
| 20240702 | $2.52 | $2.52 | — | — |
| 20240701 | $2.52 | $2.52 | — | — |
| 20240628 | $2.52 | $2.52 | — | — |
| 20240627 | $5.00 | $5.00 | 112.7% | 21% |
| 20240626 | $2.52 | $2.52 | — | — |
| 20240625 | $2.58 | $2.58 | — | — |
| 20240624 | $2.52 | $2.52 | 73.3% | 11% |
| 20240621 | $3.55 | $4.25 | 70.9% | 10% |
| 20240620 | $2.52 | $2.52 | 99.5% | 17% |
More on GRIN
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.