GRNT · Expected Move
Granite Ridge Resources, Inc.
The expected move for GRNT 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).
GRNT 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 GRNT Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.97
30-Day ATM IV
100.7%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to GRNT'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.
GRNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.23 | $0.97 | 100.7% | 57% |
| 20261106 | $0.80 | $0.47 | 74.3% | 36% |
| 20261105 | $10.57 | $1.05 | 84.5% | 44% |
| 20261104 | $0.62 | $0.62 | 91.6% | 50% |
| 20261103 | $0.62 | $0.62 | 61.9% | 26% |
| 20261102 | $0.85 | $0.85 | 99.1% | 56% |
| 20261030 | $5.72 | $5.72 | — | — |
| 20261029 | $1.02 | $1.02 | — | — |
| 20261028 | $1.12 | $1.12 | 81.2% | 41% |
| 20261027 | $5.95 | $5.95 | 71.5% | 33% |
| 20261026 | $1.10 | $1.10 | 119.3% | 72% |
| 20261023 | $1.12 | $1.12 | 88.1% | 47% |
| 20261022 | $10.72 | $10.72 | 74.1% | 35% |
| 20261021 | $1.00 | $1.00 | 68.9% | 31% |
| 20261020 | $1.12 | $1.12 | 80.0% | 40% |
| 20261019 | $2.02 | $2.02 | 56.8% | 21% |
| 20261016 | $0.70 | $0.82 | 45.9% | 13% |
| 20261015 | $1.80 | $0.12 | — | — |
| 20261014 | $0.80 | $0.17 | 65.3% | 28% |
| 20261013 | $10.32 | $0.17 | 53.6% | 19% |
| 20261012 | $0.53 | $0.25 | 38.7% | 7% |
| 20261009 | $0.55 | $0.28 | 44.1% | 11% |
| 20261008 | $0.57 | $0.45 | 46.1% | 13% |
| 20261007 | $0.70 | $0.38 | 51.4% | 17% |
| 20261006 | $0.72 | $0.78 | 52.4% | 18% |
| 20261005 | $0.80 | $0.62 | 59.3% | 23% |
| 20261002 | $1.23 | $1.23 | 53.9% | 19% |
| 20261001 | $0.68 | $0.68 | 51.9% | 17% |
| 20260930 | $0.65 | $0.65 | 85.7% | 45% |
| 20260929 | $0.78 | $0.78 | 52.0% | 18% |
| 20260928 | $0.50 | $0.50 | 94.6% | 52% |
| 20260925 | $3.00 | $3.00 | 50.9% | 17% |
| 20260924 | $0.50 | $0.50 | 55.0% | 20% |
| 20260923 | $0.55 | $0.55 | 70.1% | 32% |
| 20260922 | $0.57 | $0.57 | 41.3% | 9% |
| 20260921 | $0.45 | $0.45 | 34.7% | 3% |
| 20260918 | $0.35 | $0.33 | 30.5% | 0% |
| 20260917 | $0.32 | $0.17 | 35.1% | 1% |
| 20260916 | $0.40 | $0.20 | 34.6% | 1% |
| 20260915 | $0.50 | $0.40 | 43.2% | 8% |
| 20260914 | $0.43 | $0.22 | 34.7% | 1% |
| 20260911 | $0.45 | $0.28 | 36.1% | 2% |
| 20260910 | $0.45 | $0.25 | 35.2% | 1% |
| 20260909 | $0.47 | $1.45 | 37.6% | 3% |
| 20260908 | $0.45 | $0.28 | 34.5% | 1% |
| 20260904 | $0.47 | $0.22 | 33.7% | 0% |
| 20260903 | $0.50 | $0.28 | 35.8% | 1% |
| 20260902 | $0.33 | $0.33 | 35.7% | 1% |
| 20260901 | $0.30 | $0.30 | 34.8% | 0% |
| 20260831 | $7.67 | $7.67 | 43.5% | 4% |
| 20260828 | $0.33 | $0.33 | 45.3% | 5% |
| 20260827 | $0.38 | $0.38 | 44.4% | 4% |
| 20260826 | $0.38 | $0.38 | 46.1% | 6% |
| 20260825 | $0.35 | $0.35 | 46.7% | 6% |
| 20260824 | $0.38 | $0.38 | 47.6% | 7% |
| 20260821 | $0.40 | $0.17 | 46.8% | 6% |
| 20260820 | $0.38 | $0.47 | 42.7% | 3% |
| 20260819 | $0.45 | $0.72 | 63.1% | 21% |
| 20260818 | $0.65 | $0.55 | 55.0% | 14% |
| 20260817 | $0.62 | $0.33 | 50.4% | 10% |
More on GRNT
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.