GSOL · Expected Move

Grayscale Solana Staking ETF Shares · ETF

The expected move for GSOL 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).

GSOL 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 GSOL Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$0.83
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to GSOL'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.
GSOL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261109 $1.20 $0.83 — —
20261106 $1.08 $0.68 59.6% 10%
20261105 $1.20 $0.85 67.7% 20%
20261104 $0.83 $0.83 — —
20261103 $0.72 $0.72 62.5% 14%
20261102 $0.88 $0.88 71.7% 25%
20261030 $0.82 $0.82 55.3% 5%
20261029 $1.45 $1.45 89.4% 46%
20261028 $0.98 $0.98 — —
20261027 $1.07 $1.07 — —
20261026 $1.40 $1.40 69.4% 22%
20261023 $1.20 $1.20 70.5% 23%
20261022 $1.00 $1.00 58.8% 9%
20261021 $1.07 $1.07 60.3% 11%
20261020 $0.85 $0.85 — —
20261019 $0.92 $0.92 51.2% 0%
20261016 $0.88 $0.65 — —
20261015 $1.33 $0.55 64.6% 13%
20261014 $1.27 $0.43 63.7% 12%
20261013 $1.20 $1.05 57.6% 4%
20261012 $1.25 $0.80 — —
20260302 $0.98 $0.98 83.7% 36%
20260227 $0.95 $0.95 81.3% 33%
20260226 $1.23 $1.23 102.3% 60%
20260225 $0.95 $0.95 87.1% 41%
20260224 $1.10 $1.10 88.7% 43%
20260223 $1.12 $1.12 90.2% 45%
20260221 $1.10 $1.10 — —
20260220 $1.10 $0.33 85.0% 38%
20260219 $1.62 $0.53 130.6% 95%
20260218 $1.20 $0.65 88.2% 42%
20260217 $1.15 $0.60 80.6% 33%
20260213 $1.43 $0.72 93.6% 49%
20260212 $1.73 $0.62 108.2% 67%
20260211 $1.40 $0.85 96.9% 53%
20260210 $1.40 $0.88 91.2% 46%
20260209 $1.57 $0.93 97.5% 54%
20260206 $1.82 $1.55 133.8% 99%
20260205 $1.85 $1.12 103.4% 61%
20260204 $1.07 $1.07 81.7% 34%
20260203 $1.50 $1.50 73.5% 24%
20260202 $1.07 $1.07 77.7% 29%
20260130 $1.48 $1.48 68.9% 18%
20260129 $1.12 $1.12 63.7% 12%
20260128 $1.35 $1.35 69.9% 19%
20260127 $1.60 $1.60 80.7% 33%
20260126 $1.65 $1.65 84.4% 37%
20260123 $1.35 $1.35 71.0% 21%
20260122 $1.38 $1.38 80.7% 33%
20260121 $1.12 $1.12 59.3% 6%
20260120 $1.40 $1.40 62.7% 10%
20260116 $1.62 $0.97 55.8% 2%
20260115 $1.62 $0.80 59.6% 7%
20260114 $1.48 $0.50 54.3% 0%
20260113 $1.75 $0.72 59.5% 0%
20260112 $1.75 $0.97 64.8% 5%
20260109 $1.55 $0.85 61.0% 0%
20260108 $1.77 $0.90 65.9% 5%
20260107 $1.52 $0.80 67.5% 8%
20260106 $1.92 $0.88 66.6% 6%

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.