GRNY · Expected Move
FundStrat Granny Shots US Large Cap ETF · ETF
The expected move for GRNY 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).
GRNY 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 GRNY Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
19.5%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to GRNY'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.
GRNY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.23 | $1.23 | 19.5% | 33% |
| 20261020 | $1.30 | $1.30 | 20.3% | 38% |
| 20261019 | $1.50 | $1.50 | 21.4% | 17% |
| 20261016 | $1.93 | $0.45 | 26.6% | 31% |
| 20261015 | $1.62 | $0.75 | 23.0% | 22% |
| 20261014 | $1.40 | $0.55 | 20.1% | 14% |
| 20261013 | $1.50 | $0.60 | 20.4% | 15% |
| 20261012 | $1.55 | $0.55 | 19.2% | 12% |
| 20261009 | $1.62 | $0.65 | 19.4% | 12% |
| 20261008 | $1.62 | $0.57 | 21.0% | 16% |
| 20261007 | $1.50 | $0.88 | 19.3% | 12% |
| 20261006 | $1.58 | $0.65 | 19.5% | 13% |
| 20261005 | $1.60 | $1.02 | 21.2% | 17% |
| 20261002 | $0.82 | $0.82 | 19.4% | 12% |
| 20261001 | $1.00 | $1.00 | 20.9% | 16% |
| 20260930 | $0.93 | $0.93 | 20.5% | 15% |
| 20260929 | $0.95 | $0.95 | 19.5% | 12% |
| 20260928 | $0.90 | $0.90 | 18.4% | 10% |
| 20260925 | $0.98 | $0.98 | 22.8% | 21% |
| 20260924 | $1.07 | $1.07 | 21.1% | 17% |
| 20260923 | $1.10 | $1.10 | 19.0% | 11% |
| 20260922 | $1.02 | $1.02 | 24.4% | 25% |
| 20260921 | $1.02 | $1.02 | 18.6% | 10% |
| 20260918 | $0.90 | $0.78 | 14.7% | 0% |
| 20260917 | $1.15 | $0.47 | 16.5% | 3% |
| 20260916 | $1.30 | $0.45 | 21.2% | 16% |
| 20260915 | $1.27 | $0.53 | 19.5% | 11% |
| 20260914 | $1.43 | $0.82 | 22.0% | 18% |
| 20260911 | $1.25 | $0.55 | 18.3% | 8% |
| 20260910 | $1.38 | $0.83 | 20.5% | 14% |
| 20260909 | $1.30 | $0.65 | 18.5% | 9% |
| 20260908 | $1.40 | $0.68 | 18.8% | 9% |
| 20260904 | $1.43 | $0.60 | 18.0% | 7% |
| 20260903 | $1.45 | $0.80 | 18.5% | 9% |
| 20260902 | $0.88 | $0.88 | 18.7% | 9% |
| 20260901 | $0.88 | $0.88 | 18.1% | 7% |
| 20260831 | $0.80 | $0.80 | 22.8% | 20% |
| 20260828 | $0.85 | $0.85 | 17.5% | 6% |
| 20260827 | $0.85 | $0.85 | 16.4% | 3% |
| 20260826 | $0.97 | $0.97 | 17.8% | 7% |
| 20260825 | $0.97 | $0.97 | 18.8% | 9% |
| 20260824 | $1.00 | $1.00 | 20.3% | 13% |
| 20260821 | $0.85 | $0.28 | 15.2% | 0% |
| 20260820 | $1.38 | $0.60 | 18.7% | 9% |
| 20260819 | $1.08 | $0.45 | 16.8% | 4% |
| 20260818 | $1.20 | $0.45 | 18.4% | 8% |
| 20260817 | $1.25 | $0.40 | 18.9% | 9% |
| 20260814 | $1.23 | $0.47 | 17.3% | 5% |
| 20260813 | $1.40 | $0.60 | 19.0% | 10% |
| 20260812 | $1.50 | $0.50 | 21.5% | 16% |
| 20260811 | $1.42 | $0.62 | 19.5% | 11% |
| 20260810 | $1.43 | $0.65 | 19.2% | 10% |
| 20260807 | — | — | 18.6% | 9% |
| 20260806 | $1.75 | $0.85 | 22.5% | 19% |
| 20260805 | $0.88 | $0.88 | 20.1% | 13% |
| 20260804 | $0.85 | $0.85 | 19.4% | 11% |
| 20260803 | $0.88 | $0.88 | 20.2% | 13% |
| 20260731 | $0.93 | $0.93 | 19.7% | 12% |
| 20260730 | $1.15 | $1.15 | 24.2% | 23% |
| 20260729 | $1.38 | $1.38 | 24.2% | 23% |
More on GRNY
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.