GSY · Expected Move
Invesco Ultra Short Duration ETF · ETF
The expected move for GSY 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).
GSY 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 GSY Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
9.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to GSY'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.
GSY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.30 | $1.30 | 9.8% | 12% |
| 20261020 | $1.32 | $1.32 | 9.4% | 10% |
| 20261019 | $0.25 | $0.25 | 9.3% | 10% |
| 20261016 | $2.62 | $0.20 | 12.0% | 20% |
| 20261015 | $3.62 | $0.25 | 8.3% | 6% |
| 20261014 | $0.78 | $0.17 | 6.6% | 0% |
| 20261013 | $3.12 | $0.68 | 6.6% | 0% |
| 20261012 | $5.65 | $6.03 | 6.5% | 0% |
| 20261009 | $1.95 | $2.15 | 11.3% | 8% |
| 20261008 | $3.10 | $0.17 | 9.1% | 0% |
| 20261007 | $1.92 | $1.18 | 9.3% | 0% |
| 20261006 | $2.62 | $0.17 | 9.6% | 0% |
| 20261005 | $1.48 | $0.68 | 9.8% | 0% |
| 20261002 | $1.23 | $1.23 | 10.5% | 3% |
| 20261001 | $1.20 | $1.20 | 10.8% | 4% |
| 20260930 | $0.28 | $0.28 | 11.5% | 7% |
| 20260929 | $1.25 | $1.25 | 11.5% | 7% |
| 20260928 | $1.23 | $1.23 | 12.7% | 12% |
| 20260925 | $0.22 | $0.22 | 12.5% | 9% |
| 20260924 | $0.85 | $0.85 | 17.3% | 25% |
| 20260923 | $1.32 | $1.32 | 17.5% | 26% |
| 20260922 | $0.30 | $0.30 | 17.5% | 26% |
| 20260921 | $2.02 | $2.02 | 16.2% | 22% |
| 20260918 | $2.30 | $3.15 | 15.1% | 18% |
| 20260917 | $2.30 | $2.20 | 14.2% | 15% |
| 20260916 | $2.33 | $2.20 | 16.3% | 22% |
| 20260915 | $2.33 | $2.20 | 15.6% | 20% |
| 20260914 | $2.35 | $2.20 | 15.3% | 18% |
| 20260911 | $2.38 | $2.23 | 14.3% | 15% |
| 20260910 | $2.40 | $2.23 | 16.2% | 22% |
| 20260909 | $2.40 | $2.25 | 15.3% | 18% |
| 20260908 | $2.42 | $2.23 | 14.1% | 15% |
| 20260904 | $2.50 | $2.25 | 15.2% | 18% |
| 20260903 | $2.52 | $2.25 | 15.3% | 19% |
| 20260902 | $2.23 | $2.23 | 14.4% | 15% |
| 20260901 | $2.25 | $2.25 | 13.2% | 12% |
| 20260831 | $2.25 | $2.25 | 15.3% | 18% |
| 20260828 | $2.28 | $2.28 | 20.0% | 34% |
| 20260827 | $2.25 | $2.25 | 21.3% | 39% |
| 20260826 | $2.28 | $2.28 | 18.0% | 28% |
| 20260825 | $2.25 | $2.25 | 10.4% | 2% |
| 20260824 | $2.28 | $2.28 | 11.2% | 5% |
| 20260821 | $2.30 | $2.73 | 9.8% | 0% |
| 20260820 | $2.30 | $2.28 | 13.9% | 3% |
| 20260819 | $2.33 | $2.28 | 13.7% | 2% |
| 20260818 | $3.50 | $2.28 | 13.5% | 1% |
| 20260817 | $2.33 | $2.28 | 13.3% | 1% |
| 20260814 | $2.38 | $2.28 | 13.9% | 3% |
| 20260813 | $3.52 | $2.28 | 14.8% | 6% |
| 20260812 | $2.42 | $2.23 | 14.2% | 4% |
| 20260811 | $2.38 | $2.20 | 15.5% | 9% |
| 20260810 | $2.60 | $2.35 | 34.5% | 81% |
| 20260807 | — | — | 32.9% | 74% |
| 20260806 | $3.62 | $3.47 | 34.0% | 79% |
| 20260805 | $2.38 | $2.38 | 31.7% | 70% |
| 20260804 | $2.40 | $2.40 | 31.0% | 67% |
| 20260803 | $2.42 | $2.42 | 30.2% | 64% |
| 20260731 | $2.42 | $2.42 | 27.7% | 55% |
| 20260730 | $2.42 | $2.42 | 27.1% | 53% |
| 20260729 | $2.42 | $2.42 | 26.2% | 49% |
More on GSY
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.