GSK · Expected Move
GSK plc American Depositary Shares (Each representing two Ordinary Shares)
The expected move for GSK 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).
GSK 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 GSK Expected Move
30-Day Straddle
$3.27
7-Day Straddle
$1.82
30-Day ATM IV
26.5%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to GSK'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.
GSK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.27 | $1.82 | 26.5% | 36% |
| 20261106 | $2.50 | $2.60 | 24.6% | 25% |
| 20261105 | $3.15 | $2.08 | 27.4% | 41% |
| 20261104 | $2.95 | $1.97 | 27.0% | 39% |
| 20261103 | $2.92 | $2.10 | 25.6% | 30% |
| 20261102 | $3.00 | $1.38 | 26.2% | 34% |
| 20261030 | $2.83 | $1.72 | 26.0% | 33% |
| 20261029 | $2.78 | $1.38 | 24.9% | 26% |
| 20261028 | $3.25 | $1.55 | 31.4% | 64% |
| 20261027 | $3.73 | $2.12 | 31.7% | 66% |
| 20261026 | $3.95 | $3.30 | 32.5% | 70% |
| 20261023 | $3.50 | $2.58 | 30.0% | 56% |
| 20261022 | $3.50 | $2.85 | 30.2% | 57% |
| 20261021 | $3.40 | $2.65 | 29.9% | 56% |
| 20261020 | $3.52 | $3.52 | 31.6% | 65% |
| 20261019 | $3.52 | $1.27 | 30.6% | 59% |
| 20261016 | $3.40 | $1.50 | 30.8% | 61% |
| 20261015 | $3.60 | $1.48 | 32.6% | 71% |
| 20261014 | $3.40 | $1.92 | 31.4% | 64% |
| 20261013 | $3.42 | $1.95 | 31.4% | 64% |
| 20261012 | $3.48 | $1.10 | 32.1% | 68% |
| 20261009 | $2.92 | $1.32 | 28.9% | 50% |
| 20261008 | $3.10 | $1.42 | 28.3% | 46% |
| 20261007 | $3.15 | $1.48 | 29.4% | 53% |
| 20261006 | $3.20 | $1.60 | 29.4% | 53% |
| 20261005 | $3.25 | $1.30 | 29.8% | 55% |
| 20261002 | $3.08 | $1.23 | 28.4% | 47% |
| 20261001 | $3.12 | $1.27 | 29.9% | 56% |
| 20260930 | $3.48 | $1.55 | 28.8% | 49% |
| 20260929 | $3.30 | $1.60 | 27.8% | 43% |
| 20260928 | $3.48 | $1.15 | 27.8% | 44% |
| 20260925 | $2.65 | $1.35 | 27.3% | 40% |
| 20260924 | $2.58 | $2.00 | 25.3% | 29% |
| 20260923 | $2.98 | $1.80 | 25.6% | 31% |
| 20260922 | $2.90 | $1.70 | 24.4% | 24% |
| 20260921 | $3.15 | $0.95 | 26.3% | 34% |
| 20260918 | $2.78 | $1.07 | 24.5% | 24% |
| 20260917 | $3.03 | $1.55 | 24.1% | 22% |
| 20260916 | $2.95 | $1.43 | 25.5% | 30% |
| 20260915 | $3.03 | $1.95 | 25.9% | 32% |
| 20260914 | $2.98 | $1.15 | 25.3% | 29% |
| 20260911 | $3.15 | $1.32 | 27.9% | 44% |
| 20260910 | $2.60 | $1.48 | 24.2% | 23% |
| 20260909 | $2.60 | $1.62 | 22.9% | 15% |
| 20260908 | $3.20 | $1.40 | 26.0% | 33% |
| 20260904 | $2.78 | $1.45 | 25.9% | 32% |
| 20260903 | $2.65 | $0.80 | 23.4% | 18% |
| 20260902 | $2.75 | $1.40 | 24.4% | 23% |
| 20260901 | $2.90 | $1.45 | 24.9% | 27% |
| 20260831 | $3.20 | $1.27 | 26.0% | 33% |
| 20260828 | $3.25 | $1.23 | 27.3% | 40% |
| 20260827 | $3.00 | $1.35 | 26.3% | 35% |
| 20260826 | $2.60 | $1.80 | 23.1% | 16% |
| 20260825 | $3.15 | $1.70 | 26.1% | 33% |
| 20260824 | $3.00 | $1.05 | 23.9% | 21% |
| 20260821 | $3.80 | $1.60 | 25.7% | 31% |
| 20260820 | $3.45 | $1.10 | 26.0% | 33% |
| 20260819 | $3.50 | $1.52 | 25.0% | 27% |
| 20260818 | $3.23 | $1.52 | 25.6% | 30% |
| 20260817 | $3.02 | $1.25 | 24.7% | 23% |
More on GSK
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.