GSL · Expected Move

Global Ship Lease, Inc.

The expected move for GSL 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).

GSL 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 GSL Expected Move
30-Day Straddle
$3.52
7-Day Straddle
$1.42
30-Day ATM IV
32.3%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to GSL'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.
GSL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $3.52 $1.42 32.3% 70%
20261013 $3.50 $0.95 29.2% 53%
20261012 $3.58 $1.18 28.5% 49%
20261009 $3.58 $1.88 29.4% 54%
20261008 $3.58 $1.18 28.5% 49%
20261007 $3.75 $1.45 30.5% 60%
20261006 $4.28 $1.45 30.3% 59%
20261005 $4.45 $1.90 33.4% 76%
20261002 $1.73 $1.73 28.4% 49%
20261001 $1.85 $1.85 27.0% 41%
20260930 $1.92 $1.92 26.7% 40%
20260929 $1.82 $1.82 29.1% 53%
20260928 $1.80 $1.80 27.5% 44%
20260925 $2.05 $2.05 26.5% 39%
20260924 $1.95 $1.95 25.8% 35%
20260923 $2.17 $2.17 26.5% 39%
20260922 $1.98 $1.98 24.5% 28%
20260921 $2.58 $2.58 25.1% 31%
20260918 $2.88 $0.40 27.4% 44%
20260917 $2.40 $1.40 23.1% 20%
20260916 $2.55 $0.98 21.7% 13%
20260915 $2.42 $1.10 23.0% 20%
20260914 $2.67 $1.88 24.7% 29%
20260911 $2.45 $0.93 21.7% 13%
20260910 $2.67 $1.70 28.3% 48%
20260909 $2.83 $1.20 24.6% 28%
20260908 $2.85 $1.48 25.2% 32%
20260904 $2.67 $1.58 20.4% 6%
20260903 $2.78 $1.57 21.7% 13%
20260902 $1.30 $1.30 21.1% 10%
20260901 $1.77 $1.77 22.4% 16%
20260831 $1.65 $1.65 26.9% 41%
20260828 $2.17 $2.17 23.1% 20%
20260827 $2.25 $2.25 23.5% 23%
20260826 $2.05 $2.05 22.1% 15%
20260825 $1.85 $1.85 20.4% 6%
20260824 $2.08 $2.08 21.8% 13%
20260821 $2.12 $1.00 22.4% 16%
20260820 $2.05 $0.78 21.1% 10%
20260819 $1.78 $0.95 19.3% 0%
20260818 $2.05 $0.93 20.5% 0%
20260817 $2.02 $2.10 22.5% 0%
20260814 $2.17 $1.50 26.6% 22%
20260813 $2.77 $2.20 26.2% 20%
20260812 $2.42 $1.35 23.4% 0%
20260811 $2.72 $2.38 27.9% 25%
20260810 $2.77 $1.80 26.0% 11%
20260807 — — 28.1% 27%
20260806 $2.65 $2.22 25.1% 4%
20260805 $2.15 $2.15 24.5% 0%
20260804 $2.62 $2.62 29.8% 34%
20260803 $2.70 $2.70 30.2% 38%
20260731 $3.03 $3.03 29.6% 33%
20260730 $3.35 $3.35 32.0% 53%
20260729 $2.67 $2.67 27.3% 15%
20260728 $3.53 $3.53 35.1% 78%
20260727 $3.30 $3.30 34.2% 71%
20260724 $3.15 $3.15 32.3% 55%
20260723 $2.95 $2.95 30.9% 44%
20260722 $3.25 $3.25 34.0% 68%

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.