GSM · Expected Move
Ferroglobe PLC Ordinary Shares
The expected move for GSM 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).
GSM 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 GSM Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
87.0%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to GSM'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.
GSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $0.65 | $0.65 | 87.0% | 30% |
| 20261030 | $0.80 | $0.80 | 76.3% | 21% |
| 20261029 | $0.88 | $0.88 | 93.3% | 35% |
| 20261028 | $0.75 | $0.75 | 105.1% | 45% |
| 20261027 | $0.65 | $0.65 | 88.4% | 31% |
| 20261026 | $0.65 | $0.65 | 78.3% | 22% |
| 20261023 | $0.68 | $0.68 | 89.4% | 32% |
| 20261022 | $0.88 | $0.88 | 88.9% | 31% |
| 20261021 | $1.05 | $1.05 | 73.1% | 18% |
| 20261020 | $1.00 | $1.00 | 96.4% | 38% |
| 20261019 | $0.68 | $0.68 | 71.0% | 16% |
| 20261016 | $0.73 | $0.25 | 73.9% | 19% |
| 20261015 | $0.75 | $0.40 | 75.1% | 20% |
| 20261014 | $0.90 | $0.53 | 88.5% | 31% |
| 20261013 | $0.73 | $0.28 | 69.1% | 15% |
| 20261012 | $0.75 | $0.60 | 71.9% | 17% |
| 20261009 | $0.95 | $7.55 | 83.7% | 27% |
| 20261008 | $3.05 | $0.50 | — | — |
| 20261007 | $0.95 | $0.45 | 80.4% | 24% |
| 20261006 | $1.00 | $0.53 | 83.2% | 27% |
| 20261005 | $1.10 | $0.93 | 78.1% | 22% |
| 20261002 | $0.73 | $0.73 | 68.1% | 14% |
| 20261001 | $0.57 | $0.57 | 76.1% | 21% |
| 20260930 | $0.57 | $0.57 | 73.2% | 18% |
| 20260929 | $0.38 | $0.38 | 51.5% | 0% |
| 20260928 | $0.53 | $0.53 | 74.4% | 15% |
| 20260925 | $0.78 | $0.78 | 73.0% | 14% |
| 20260924 | $0.60 | $0.60 | 78.9% | 19% |
| 20260923 | $0.62 | $0.62 | — | — |
| 20260922 | $0.72 | $0.72 | 77.8% | 18% |
| 20260921 | $0.70 | $0.70 | 81.3% | 21% |
| 20260918 | $1.35 | $0.55 | — | — |
| 20260917 | $0.68 | $0.28 | 79.7% | 20% |
| 20260916 | $0.95 | $0.55 | 80.0% | 20% |
| 20260915 | $0.70 | $0.42 | 76.8% | 17% |
| 20260914 | $0.72 | $0.28 | — | — |
| 20260911 | $1.07 | $0.45 | 76.1% | 18% |
| 20260910 | $0.95 | $1.85 | 65.8% | 15% |
| 20260909 | $0.98 | $0.55 | 80.5% | 27% |
| 20260908 | $0.85 | $0.55 | 109.2% | 50% |
| 20260904 | $1.02 | $0.60 | 74.0% | 21% |
| 20260903 | $1.07 | $0.55 | — | — |
| 20260902 | $0.68 | $0.68 | 85.3% | 31% |
| 20260901 | $0.95 | $0.95 | 91.2% | 35% |
| 20260831 | $0.45 | $0.45 | 82.0% | 28% |
| 20260828 | $0.72 | $0.72 | 88.7% | 33% |
| 20260827 | $0.75 | $0.75 | 70.4% | 18% |
| 20260826 | $0.60 | $0.60 | 63.6% | 13% |
| 20260825 | $0.70 | $0.70 | 66.0% | 15% |
| 20260824 | $0.75 | $0.75 | 76.7% | 24% |
| 20260821 | $0.57 | $1.10 | 67.0% | 16% |
| 20260820 | $0.60 | $0.28 | 76.2% | 23% |
| 20260819 | $0.68 | $0.50 | 66.2% | 15% |
| 20260818 | $0.50 | $0.30 | 56.9% | 7% |
| 20260817 | $0.93 | $0.92 | — | — |
| 20260814 | $0.93 | $0.53 | — | — |
| 20260813 | $0.72 | $0.78 | 68.9% | 17% |
| 20260812 | $0.83 | $0.97 | 69.6% | 18% |
| 20260811 | $0.95 | $0.73 | — | — |
| 20260810 | $1.10 | $0.72 | 96.7% | 40% |
More on GSM
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.