GTPE · Expected Move
Goldman Sachs MSCI World Private Equity Return Tracker ETF · ETF
The expected move for GTPE 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).
GTPE 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 GTPE Expected Move
30-Day Straddle
$3.12
7-Day Straddle
$1.98
30-Day ATM IV
20.7%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to GTPE'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.
GTPE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $3.12 | $1.98 | 20.7% | 57% |
| 20261106 | $3.77 | $2.50 | 24.9% | 98% |
| 20261105 | $3.42 | $2.92 | 25.2% | 100% |
| 20261104 | $1.90 | $1.90 | 17.9% | 33% |
| 20261103 | $2.30 | $2.30 | 19.3% | 48% |
| 20261102 | $2.25 | $2.25 | 21.1% | 66% |
| 20261030 | $2.50 | $2.50 | 20.8% | 62% |
| 20261029 | $2.05 | $2.05 | 16.9% | 24% |
| 20261028 | $2.17 | $2.17 | 17.3% | 27% |
| 20261027 | $2.33 | $2.33 | 17.7% | 31% |
| 20261026 | $2.23 | $2.23 | 18.2% | 36% |
| 20261023 | $2.67 | $2.67 | 19.2% | 46% |
| 20261022 | $2.60 | $2.60 | 18.4% | 38% |
| 20261021 | $2.42 | $2.42 | 16.2% | 16% |
| 20261020 | $2.35 | $2.35 | 17.1% | 25% |
| 20261019 | $2.67 | $2.67 | 17.4% | 29% |
| 20261016 | $2.90 | $2.80 | 18.1% | 35% |
| 20261015 | $2.50 | $1.20 | 15.7% | 11% |
| 20261014 | $2.60 | $1.33 | 17.0% | 24% |
| 20261013 | $2.42 | $1.40 | 15.5% | 9% |
| 20261012 | $2.53 | $3.12 | 15.8% | 12% |
| 20261009 | $2.67 | $1.45 | 16.3% | 17% |
| 20261008 | $2.73 | $1.48 | 16.7% | 21% |
| 20261007 | $2.80 | $1.57 | 17.2% | 26% |
| 20261006 | $2.83 | $1.60 | 16.3% | 17% |
| 20261005 | $3.00 | $1.73 | 16.8% | 22% |
| 20261002 | $1.80 | $1.80 | 16.8% | 22% |
| 20261001 | $3.50 | $3.50 | 17.1% | 26% |
| 20260930 | $2.35 | $2.35 | 18.5% | 39% |
| 20260929 | $1.88 | $1.88 | 16.6% | 20% |
| 20260928 | $1.82 | $1.82 | 16.7% | 19% |
| 20260925 | $3.48 | $3.48 | 16.4% | 16% |
| 20260924 | $1.73 | $1.73 | 24.5% | 92% |
| 20260923 | $1.95 | $1.95 | 15.6% | 9% |
| 20260922 | $1.97 | $1.97 | 15.3% | 7% |
| 20260921 | $2.00 | $2.00 | 16.0% | 13% |
| 20260918 | $2.10 | $4.00 | 15.3% | 7% |
| 20260917 | $2.45 | $1.45 | 16.6% | 19% |
| 20260916 | $2.40 | $1.35 | 17.6% | 28% |
| 20260915 | $2.30 | $1.50 | 16.8% | 21% |
| 20260914 | $2.38 | $1.52 | 17.0% | 19% |
| 20260911 | $2.42 | $1.58 | 16.3% | 14% |
| 20260910 | $2.80 | $1.77 | 18.3% | 30% |
| 20260909 | $2.58 | $2.33 | 17.0% | 19% |
| 20260908 | $3.00 | $2.33 | 18.4% | 30% |
| 20260904 | $2.50 | $1.70 | 14.6% | 0% |
| 20260903 | $2.60 | $2.85 | 15.2% | 0% |
| 20260902 | $1.82 | $1.82 | 16.3% | 10% |
| 20260901 | $1.77 | $1.77 | 16.7% | 13% |
| 20260831 | $1.85 | $1.85 | 15.6% | 4% |
| 20260828 | $1.88 | $1.88 | 15.2% | 1% |
| 20260827 | $1.98 | $1.98 | 15.1% | 0% |
| 20260826 | $2.17 | $2.17 | 16.3% | 7% |
| 20260825 | $2.33 | $2.33 | 16.3% | 21% |
| 20260824 | $2.10 | $2.10 | 17.2% | 27% |
| 20260821 | $2.27 | $4.00 | 15.7% | 16% |
| 20260820 | $2.22 | $1.35 | 18.1% | 34% |
| 20260819 | $2.38 | $1.32 | 16.4% | 22% |
| 20260818 | $2.42 | $1.35 | 16.8% | 25% |
| 20260817 | $2.35 | $1.42 | 15.8% | 16% |
More on GTPE
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.