GTN · Expected Move
Gray Media, Inc.
The expected move for GTN 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).
GTN 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 GTN Expected Move
30-Day Straddle
$0.82
7-Day Straddle
$0.70
30-Day ATM IV
46.2%
IV Rank
1%
Implied one-standard-deviation move through the next 30 days. Compare to GTN'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.
GTN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.82 | $0.70 | 46.2% | 1% |
| 20261106 | $0.88 | $0.60 | 67.4% | 23% |
| 20261105 | $0.90 | $0.70 | 71.1% | 27% |
| 20261104 | $0.57 | $0.57 | 65.3% | 21% |
| 20261103 | $0.62 | $0.62 | 67.7% | 23% |
| 20261102 | $0.78 | $0.78 | 74.0% | 30% |
| 20261030 | $0.72 | $0.72 | 67.9% | 23% |
| 20261029 | $0.75 | $0.75 | 72.1% | 28% |
| 20261028 | $0.93 | $0.93 | 73.9% | 30% |
| 20261027 | $0.88 | $0.88 | 67.7% | 23% |
| 20261026 | $0.75 | $0.75 | 82.4% | 39% |
| 20261023 | $0.70 | $0.70 | 56.9% | 12% |
| 20261022 | $0.68 | $0.68 | 58.1% | 13% |
| 20261021 | $0.85 | $0.85 | 72.2% | 28% |
| 20261020 | $0.65 | $0.65 | 50.7% | 5% |
| 20261019 | $0.80 | $0.80 | 59.7% | 15% |
| 20261016 | $0.82 | $0.82 | 56.8% | 12% |
| 20261015 | $0.93 | $0.68 | 68.0% | 23% |
| 20261014 | $1.00 | $0.58 | 70.0% | 26% |
| 20261013 | $0.85 | $0.53 | 60.3% | 15% |
| 20261012 | $0.73 | $0.60 | — | — |
| 20261009 | $0.90 | $0.50 | 67.1% | 23% |
| 20261008 | $0.75 | $0.35 | 54.4% | 9% |
| 20261007 | $0.80 | $0.47 | 60.2% | 15% |
| 20261006 | $0.88 | $0.53 | 63.9% | 19% |
| 20261005 | $0.83 | $0.57 | 60.1% | 15% |
| 20261002 | $0.60 | $0.60 | 70.9% | 27% |
| 20261001 | $0.65 | $0.65 | 60.9% | 16% |
| 20260930 | $0.62 | $0.62 | 64.1% | 19% |
| 20260929 | $0.72 | $0.72 | 73.5% | 29% |
| 20260928 | $0.57 | $0.57 | 63.0% | 18% |
| 20260925 | $10.50 | $10.50 | 61.3% | 16% |
| 20260924 | $0.58 | $0.58 | 58.8% | 14% |
| 20260923 | $0.55 | $0.55 | 50.3% | 5% |
| 20260922 | $0.40 | $0.40 | 59.1% | 14% |
| 20260921 | $0.72 | $0.72 | 64.1% | 19% |
| 20260918 | $0.60 | $0.45 | 64.5% | 20% |
| 20260917 | $0.68 | $2.08 | 54.9% | 10% |
| 20260916 | $0.70 | $0.45 | 59.8% | 15% |
| 20260915 | $0.62 | $0.42 | 52.3% | 7% |
| 20260914 | $0.62 | $0.50 | 52.8% | 7% |
| 20260911 | $0.60 | $0.50 | 51.1% | 6% |
| 20260910 | $0.57 | $0.50 | 49.4% | 4% |
| 20260909 | $0.60 | $7.92 | 45.7% | 0% |
| 20260908 | $0.72 | $0.57 | 59.1% | 9% |
| 20260904 | $0.70 | $0.65 | 52.3% | 2% |
| 20260903 | $0.70 | $0.42 | 51.8% | 1% |
| 20260902 | $0.45 | $0.45 | 54.0% | 4% |
| 20260901 | $0.78 | $0.78 | — | — |
| 20260831 | $0.55 | $0.55 | 59.3% | 9% |
| 20260828 | $0.60 | $0.60 | 59.6% | 10% |
| 20260827 | $0.62 | $0.62 | 58.3% | 8% |
| 20260826 | $0.65 | $0.65 | 61.0% | 11% |
| 20260825 | $0.45 | $0.45 | 52.9% | 2% |
| 20260824 | $0.68 | $0.68 | 64.1% | 15% |
| 20260821 | $0.60 | $0.40 | 54.8% | 4% |
| 20260820 | $0.60 | $0.45 | 53.1% | 3% |
| 20260819 | $0.60 | $0.47 | 52.9% | 2% |
| 20260818 | $0.60 | $0.28 | 50.8% | 0% |
| 20260817 | $0.62 | $0.17 | 53.2% | 1% |
More on GTN
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.