GSWO · Expected Move

Goldman Sachs ActiveBeta World Equity ETF · ETF

The expected move for GSWO 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).

GSWO 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 GSWO Expected Move
30-Day Straddle
$2.17
7-Day Straddle
$1.52
30-Day ATM IV
15.3%
IV Rank
50%
Implied one-standard-deviation move through the next 30 days. Compare to GSWO'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.
GSWO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $2.17 $1.52 15.3% 50%
20261109 $1.95 $1.40 14.2% 39%
20261106 $2.45 $1.72 14.5% 42%
20261105 $3.03 $2.42 16.0% 58%
20261104 $1.33 $1.33 13.7% 34%
20261103 $1.52 $1.52 12.3% 20%
20261102 $1.40 $1.40 12.5% 23%
20261030 $1.45 $1.45 11.9% 16%
20261029 $1.38 $1.38 13.0% 27%
20261028 $1.43 $1.43 13.3% 30%
20261027 $1.40 $1.40 13.2% 29%
20261026 $1.48 $1.48 12.7% 24%
20261023 $1.73 $1.73 10.8% 5%
20261022 $1.88 $1.88 11.1% 8%
20261021 $1.60 $1.60 11.3% 9%
20261020 $1.67 $1.67 11.2% 7%
20261019 $0.00 $0.00 10.4% 1%
20261016 $1.60 $2.42 10.3% 0%
20261015 $1.68 $0.97 11.7% 0%
20261014 $1.67 $0.95 11.9% 0%
20261013 $1.95 $1.20 11.8% 0%
20261012 $1.95 $1.18 11.9% 0%
20261009 $1.75 $1.15 12.2% 2%
20261008 $1.93 $1.15 13.0% 9%
20261007 $2.00 $1.27 12.2% 2%
20261006 $1.77 $1.15 12.0% 0%
20261005 $2.08 $1.20 13.0% 4%
20261002 $1.20 $1.20 14.0% 13%
20261001 $1.27 $1.27 13.8% 12%
20260930 $1.20 $1.20 16.6% 38%
20260929 $1.30 $1.30 14.7% 20%
20260928 $1.32 $1.32 15.2% 25%
20260925 $1.65 $1.65 13.0% 4%
20260924 $1.43 $1.43 15.6% 29%
20260923 $1.48 $1.48 14.7% 20%
20260922 $1.42 $1.42 16.4% 36%
20260921 $1.32 $1.32 16.4% 36%
20260918 $1.50 $4.80 14.6% 19%
20260917 $1.58 $0.98 14.3% 16%
20260916 $1.60 $1.07 14.0% 13%
20260915 $1.65 $1.17 15.4% 26%
20260914 $1.57 $1.08 15.2% 25%
20260911 $1.70 $1.23 15.3% 26%
20260910 $1.68 $1.23 17.0% 41%
20260909 $1.68 $1.23 17.1% 42%
20260908 $1.88 $1.27 15.5% 27%
20260904 $1.70 $1.23 14.5% 18%
20260903 $1.68 $1.20 13.9% 12%
20260902 $1.35 $1.35 15.5% 28%
20260901 $1.30 $1.30 17.1% 43%
20260831 $1.45 $1.45 14.9% 22%
20260828 $1.23 $1.23 14.8% 21%
20260827 $1.32 $1.32 13.8% 12%
20260826 $1.55 $1.55 14.8% 21%
20260825 $1.45 $1.45 14.5% 18%
20260824 $1.55 $1.55 15.7% 30%
20260821 $1.60 $3.08 15.1% 23%
20260820 $1.60 $0.98 17.5% 47%
20260819 $1.50 $1.05 18.0% 44%
20260818 $1.83 $1.15 17.9% 38%

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.