GSEU · Expected Move

Goldman Sachs ActiveBeta Europe Equity ETF · ETF

The expected move for GSEU 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).

GSEU 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 GSEU Expected Move
30-Day Straddle
$1.65
7-Day Straddle
$1.65
30-Day ATM IV
15.5%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to GSEU'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.
GSEU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.65 $1.65 15.5% 3%
20261021 $1.73 $1.73 15.7% 4%
20261020 $1.65 $1.65 15.0% 1%
20261019 $1.65 $1.65 15.3% 2%
20261016 $1.80 $3.00 15.8% 5%
20261015 $1.70 $0.93 14.7% 0%
20261014 $3.62 $3.10 20.2% 11%
20261013 $3.80 $3.17 18.2% 2%
20261012 $1.90 $1.15 19.9% 9%
20261009 $1.95 $1.15 24.0% 28%
20261008 $1.97 $1.18 24.2% 29%
20261007 $2.02 $3.08 26.8% 41%
20261006 $2.00 $1.20 23.8% 27%
20261005 $2.23 $1.27 25.9% 37%
20261002 $1.38 $1.38 26.8% 41%
20261001 $1.35 $1.35 27.8% 46%
20260930 $1.27 $1.27 32.9% 69%
20260929 $1.35 $1.35 31.2% 61%
20260928 $1.38 $1.38 19.7% 9%
20260925 $1.38 $1.38 18.7% 4%
20260924 $1.62 $1.62 22.7% 22%
20260923 $3.55 $3.55 22.8% 23%
20260922 $1.50 $1.50 39.6% 100%
20260921 $1.75 $1.75 22.2% 24%
20260918 $1.92 $3.25 25.7% 44%
20260917 $1.75 $1.15 24.0% 34%
20260916 $1.77 $1.27 24.9% 39%
20260915 $1.90 $1.38 23.5% 31%
20260914 $1.83 $1.35 22.3% 25%
20260911 $1.98 $1.43 21.4% 20%
20260910 $1.98 $1.50 21.8% 22%
20260909 $2.20 $1.57 22.4% 26%
20260908 $1.95 $1.48 22.0% 23%
20260904 $2.00 $1.48 22.2% 25%
20260903 $1.95 $1.50 22.2% 24%
20260902 $1.52 $1.52 21.9% 23%
20260901 $1.55 $1.55 22.0% 23%
20260831 $1.62 $1.62 21.8% 22%
20260828 $1.50 $1.50 21.5% 20%
20260827 $1.60 $1.60 21.3% 19%
20260826 $1.62 $1.62 20.7% 16%
20260825 $1.68 $1.68 19.7% 10%
20260824 $1.68 $1.68 19.9% 11%
20260821 $1.70 $3.25 18.8% 5%
20260820 $1.82 $1.18 19.1% 7%
20260819 $1.85 $1.27 17.9% 0%
20260818 $1.80 $1.25 21.5% 15%
20260817 $1.92 $1.33 22.8% 23%
20260814 $2.00 $1.38 23.2% 23%
20260813 $2.00 $1.42 22.6% 20%
20260812 $1.95 $1.35 19.0% 0%
20260811 $2.15 $1.50 19.5% 1%
20260810 $2.23 $1.67 19.3% 0%
20260807 — — 19.7% 1%
20260806 $2.38 $1.80 19.6% 0%
20260805 $1.77 $1.77 19.7% 0%
20260804 $1.77 $1.77 20.5% 4%
20260803 $1.77 $1.77 25.2% 30%
20260731 $1.80 $1.80 22.4% 15%
20260730 $1.92 $1.92 25.8% 34%

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.