GSPY · Expected Move
Gotham Enhanced 500 ETF · ETF
The expected move for GSPY 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).
GSPY 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 GSPY Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$3.23
30-Day ATM IV
20.2%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to GSPY'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.
GSPY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.60 | $3.23 | 20.2% | 64% |
| 20261106 | $2.08 | $1.33 | 19.5% | 58% |
| 20261105 | $2.72 | $1.40 | 23.4% | 93% |
| 20261104 | $1.12 | $1.12 | 15.0% | 19% |
| 20261103 | $1.27 | $1.27 | 17.0% | 36% |
| 20261102 | $1.48 | $1.48 | 17.6% | 41% |
| 20261030 | $1.33 | $1.33 | 16.4% | 31% |
| 20261029 | $1.45 | $1.45 | 16.3% | 30% |
| 20261028 | $1.23 | $1.23 | 16.0% | 27% |
| 20261027 | $1.33 | $1.33 | 16.3% | 30% |
| 20261026 | $1.48 | $1.48 | 16.7% | 34% |
| 20261023 | $1.48 | $1.48 | 17.1% | 37% |
| 20261022 | $1.62 | $1.62 | 17.1% | 36% |
| 20261021 | $1.27 | $1.27 | 14.3% | 12% |
| 20261020 | $1.35 | $1.35 | 15.8% | 25% |
| 20261019 | $1.35 | $1.35 | 15.9% | 26% |
| 20261016 | $1.67 | $3.05 | 17.1% | 36% |
| 20261015 | $1.45 | $0.82 | 14.5% | 14% |
| 20261014 | $1.43 | $0.82 | 14.4% | 13% |
| 20261013 | $1.40 | $0.88 | 13.4% | 5% |
| 20261012 | $1.48 | $0.90 | 13.6% | 6% |
| 20261009 | $1.52 | $0.90 | 14.5% | 14% |
| 20261008 | $1.48 | $0.93 | 14.5% | 14% |
| 20261007 | $1.57 | $0.95 | 14.8% | 16% |
| 20261006 | $1.60 | $0.98 | 15.6% | 23% |
| 20261005 | $1.57 | $0.98 | 14.7% | 15% |
| 20261002 | $1.05 | $1.05 | 15.1% | 19% |
| 20261001 | $1.12 | $1.12 | 14.9% | 18% |
| 20260930 | $1.25 | $1.25 | 14.4% | 13% |
| 20260929 | $1.20 | $1.20 | 14.0% | 10% |
| 20260928 | $1.27 | $1.27 | 13.8% | 8% |
| 20260925 | $1.12 | $1.12 | 13.3% | 4% |
| 20260924 | $1.23 | $1.23 | 12.9% | 0% |
| 20260923 | $1.07 | $1.07 | 13.2% | 3% |
| 20260922 | $1.15 | $1.15 | 13.0% | 1% |
| 20260921 | $1.10 | $1.10 | 12.8% | 0% |
| 20260918 | $1.33 | $2.98 | 15.3% | 14% |
| 20260917 | $1.35 | $0.80 | 15.4% | 14% |
| 20260916 | $1.33 | $0.78 | 15.6% | 17% |
| 20260915 | $1.38 | $0.93 | 14.6% | 8% |
| 20260914 | $1.50 | $0.93 | 15.3% | 14% |
| 20260911 | $1.65 | $1.05 | 16.2% | 22% |
| 20260910 | $1.50 | $0.98 | 16.9% | 29% |
| 20260909 | $1.57 | $1.05 | 21.1% | 67% |
| 20260908 | $1.65 | $1.07 | 19.3% | 50% |
| 20260904 | $1.38 | $0.98 | 15.7% | 18% |
| 20260903 | $1.40 | $0.98 | 13.8% | 0% |
| 20260902 | $1.15 | $1.15 | 22.3% | 74% |
| 20260901 | $1.10 | $1.10 | 24.0% | 92% |
| 20260831 | $1.20 | $1.20 | 21.9% | 69% |
| 20260828 | $1.10 | $1.10 | 20.6% | 55% |
| 20260827 | $1.15 | $1.15 | 17.1% | 19% |
| 20260826 | $1.40 | $1.40 | 19.0% | 34% |
| 20260825 | $1.32 | $1.32 | 18.5% | 29% |
| 20260824 | $1.27 | $1.27 | 19.7% | 40% |
| 20260821 | $1.43 | $3.02 | 19.0% | 34% |
| 20260820 | $1.40 | $0.80 | 21.2% | 54% |
| 20260819 | $1.45 | $0.93 | 19.1% | 26% |
| 20260818 | $1.43 | $0.90 | 19.3% | 28% |
| 20260817 | $1.25 | $0.80 | 17.2% | 13% |
More on GSPY
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.