GVIP · Expected Move
Goldman Sachs Hedge Industry VIP ETF · ETF
The expected move for GVIP 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).
GVIP 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 GVIP Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
32.2%
IV Rank
86%
Implied one-standard-deviation move through the next 30 days. Compare to GVIP'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.
GVIP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.00 | $0.00 | 32.2% | 86% |
| 20261023 | $0.00 | $0.00 | 34.9% | 100% |
| 20261022 | $0.00 | $0.00 | 31.4% | 100% |
| 20261021 | $0.00 | $0.00 | 30.1% | 100% |
| 20261020 | $0.00 | $0.00 | 27.1% | 87% |
| 20261019 | $0.00 | $0.00 | 28.9% | 100% |
| 20261016 | $11.45 | $3.10 | 28.5% | 100% |
| 20261015 | $10.65 | $4.00 | 25.5% | 89% |
| 20261014 | $11.10 | $3.52 | 26.4% | 97% |
| 20261013 | $10.35 | $3.17 | 23.4% | 71% |
| 20261012 | $10.73 | $3.47 | 23.7% | 73% |
| 20261009 | $11.10 | $3.83 | 23.3% | 69% |
| 20261008 | $11.45 | $4.78 | 24.2% | 78% |
| 20261007 | $11.60 | $4.72 | 23.9% | 75% |
| 20261006 | $12.25 | $5.05 | 24.6% | 81% |
| 20261005 | $12.35 | $5.42 | 24.5% | 80% |
| 20261002 | $6.10 | $6.10 | 24.6% | 81% |
| 20261001 | $6.78 | $6.78 | 25.2% | 86% |
| 20260930 | $7.00 | $7.00 | 25.3% | 87% |
| 20260929 | $6.97 | $6.97 | 24.7% | 82% |
| 20260928 | $7.32 | $7.32 | 24.8% | 83% |
| 20260925 | $7.25 | $7.25 | 23.6% | 72% |
| 20260924 | $7.90 | $7.90 | 24.5% | 80% |
| 20260923 | $7.88 | $7.88 | 23.7% | 73% |
| 20260922 | $7.78 | $7.78 | 22.7% | 64% |
| 20260921 | $8.77 | $8.77 | 23.5% | 72% |
| 20260918 | $8.10 | $4.40 | 21.5% | 54% |
| 20260917 | $7.10 | $2.20 | 18.7% | 30% |
| 20260916 | $7.00 | $2.67 | 18.1% | 24% |
| 20260915 | $6.88 | $3.08 | 17.6% | 20% |
| 20260914 | $7.03 | $3.00 | 17.4% | 18% |
| 20260911 | $7.12 | $3.30 | 17.0% | 14% |
| 20260910 | $7.88 | $4.03 | 18.5% | 28% |
| 20260909 | $7.50 | $3.67 | 17.4% | 18% |
| 20260908 | $7.90 | $4.10 | 17.5% | 19% |
| 20260904 | $7.55 | $3.90 | 15.3% | 0% |
| 20260903 | $8.00 | $4.70 | 17.2% | 10% |
| 20260902 | $4.55 | $4.55 | 16.1% | 0% |
| 20260901 | $4.65 | $4.65 | 16.4% | 0% |
| 20260831 | $6.65 | $6.65 | 18.4% | 17% |
| 20260828 | $5.53 | $5.53 | 16.8% | 2% |
| 20260827 | $5.47 | $5.47 | 16.6% | 0% |
| 20260826 | $6.05 | $6.05 | 17.6% | 8% |
| 20260825 | $6.17 | $6.17 | 17.6% | 9% |
| 20260824 | $6.28 | $6.28 | 17.8% | 10% |
| 20260821 | $7.40 | $1.80 | 18.9% | 22% |
| 20260820 | $7.03 | $2.23 | 18.1% | 13% |
| 20260819 | $7.25 | $2.60 | 18.0% | 12% |
| 20260818 | $7.30 | $2.85 | 17.9% | 11% |
| 20260817 | $7.12 | $2.58 | 16.9% | 2% |
| 20260814 | $7.85 | $2.65 | 17.7% | 10% |
| 20260813 | $8.12 | $3.23 | 18.2% | 14% |
| 20260812 | $7.85 | $3.47 | 17.5% | 8% |
| 20260811 | $8.22 | $3.92 | 18.0% | 12% |
| 20260810 | $8.70 | $4.30 | 19.0% | 22% |
| 20260807 | — | — | 18.9% | 21% |
| 20260806 | $9.55 | $5.62 | 19.9% | 31% |
| 20260805 | $5.50 | $5.50 | 20.1% | 34% |
| 20260804 | $6.22 | $6.22 | 20.5% | 37% |
| 20260803 | $6.03 | $6.03 | 20.3% | 35% |
More on GVIP
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.