GTE · Expected Move

Gran Tierra Energy Inc.

The expected move for GTE 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).

GTE 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 GTE Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$2.08
30-Day ATM IV
76.8%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to GTE'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.
GTE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $2.08 $2.08 76.8% 33%
20261023 $2.10 $2.10 68.0% 20%
20261022 $2.15 $2.15 77.6% 34%
20261021 $2.42 $2.42 83.8% 43%
20261020 $2.28 $2.28 74.9% 30%
20261019 $2.60 $2.60 81.4% 40%
20261016 $2.03 $1.35 76.4% 32%
20261015 $1.93 $0.80 72.6% 27%
20261014 $2.10 $1.25 76.8% 33%
20261013 $2.03 $0.80 74.2% 29%
20261012 $1.88 $0.90 66.3% 18%
20261009 $2.10 $0.82 72.8% 27%
20261008 $2.05 $0.95 71.8% 26%
20261007 $1.97 $1.23 70.8% 24%
20261006 $2.02 $1.07 69.4% 22%
20261005 $2.17 $1.00 74.2% 29%
20261002 $1.12 $1.12 78.7% 36%
20261001 $0.95 $0.95 66.5% 18%
20260930 $1.00 $1.00 69.5% 23%
20260929 $1.10 $1.10 69.9% 23%
20260928 $1.12 $1.12 73.2% 28%
20260925 $1.12 $1.12 70.6% 24%
20260924 $1.18 $1.18 65.8% 17%
20260923 $1.32 $1.32 66.8% 19%
20260922 $1.35 $1.35 68.6% 21%
20260921 $1.33 $1.33 67.0% 19%
20260918 $1.38 $0.35 60.0% 9%
20260917 $1.43 $0.78 61.1% 10%
20260916 $1.73 $0.73 65.8% 17%
20260915 $1.78 $1.15 63.4% 14%
20260914 $1.68 $0.88 64.4% 15%
20260911 $1.52 $1.77 60.5% 10%
20260910 $1.90 $1.35 63.0% 13%
20260909 $1.57 $0.85 69.7% 23%
20260908 $1.50 $0.80 61.0% 10%
20260904 $1.50 $0.90 58.3% 7%
20260903 $1.62 $0.88 53.7% 0%
20260902 $0.90 $0.90 58.9% 6%
20260901 $0.95 $0.95 58.0% 5%
20260831 $1.00 $1.00 58.8% 6%
20260828 $1.00 $1.00 54.8% 0%
20260827 $0.95 $0.95 58.7% 0%
20260826 $1.12 $1.12 59.5% 1%
20260825 $1.30 $1.30 66.2% 12%
20260824 $1.30 $1.30 62.7% 6%
20260821 $1.25 $0.23 59.1% 1%
20260820 $1.40 $0.60 64.8% 10%
20260819 $1.43 $0.50 63.9% 8%
20260818 $1.43 $0.80 61.1% 4%
20260817 $1.55 $0.90 64.8% 10%
20260814 $1.42 $0.85 111.2% 81%
20260813 $1.50 $0.75 58.5% 0%
20260812 $1.68 $0.93 66.5% 1%
20260811 $1.65 $0.95 66.5% 1%
20260810 $1.78 $1.25 65.7% 0%
20260806 $2.02 $1.50 74.4% 14%
20260805 $1.60 $1.60 81.7% 27%
20260804 $1.10 $1.10 75.2% 16%
20260803 $1.23 $1.23 82.4% 28%
20260731 $1.30 $1.30 82.4% 28%

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.