GVLU · Expected Move

Gotham 1000 Value ETF · ETF

The expected move for GVLU 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).

GVLU 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 GVLU Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$1.65
30-Day ATM IV
94.6%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to GVLU'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.
GVLU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261009 $2.08 $1.65 94.6% 100%
20261008 $2.00 $1.67 92.8% 100%
20261007 $2.05 $1.65 91.1% 99%
20261006 $2.12 $1.70 91.9% 100%
20261005 $2.08 $1.62 87.1% 100%
20261002 $1.65 $1.65 80.7% 100%
20261001 $1.65 $1.65 79.5% 98%
20260930 $1.73 $1.73 80.6% 100%
20260929 $1.70 $1.70 77.7% 98%
20260928 $1.75 $1.75 77.2% 97%
20260925 $1.80 $1.80 64.3% 77%
20260924 $1.77 $1.77 69.0% 84%
20260923 $1.75 $1.75 67.6% 82%
20260922 $1.82 $1.82 67.2% 81%
20260921 $1.77 $1.77 64.1% 76%
20260918 $1.83 $9.50 55.6% 63%
20260917 $1.85 $1.55 52.5% 58%
20260916 $1.77 $1.50 52.6% 58%
20260915 $1.98 $1.70 47.2% 50%
20260914 $1.98 $1.70 45.2% 47%
20260911 $1.98 $1.77 31.8% 26%
20260910 $2.03 $1.70 75.2% 94%
20260909 $2.00 $1.73 45.5% 47%
20260908 $1.93 $1.60 41.3% 40%
20260904 $1.97 $1.65 29.6% 22%
20260903 $2.02 $1.70 26.3% 17%
20260902 $1.70 $1.70 31.7% 25%
20260901 $1.70 $1.70 38.0% 35%
20260831 $1.75 $1.75 35.7% 32%
20260828 $1.75 $1.75 32.3% 26%
20260827 $1.82 $1.82 44.0% 45%
20260826 $1.90 $1.90 28.8% 21%
20260825 $1.90 $1.90 28.9% 21%
20260824 $1.92 $1.92 27.4% 19%
20260821 $1.90 $5.42 27.1% 18%
20260820 $1.88 $1.55 26.9% 18%
20260819 $1.82 $1.50 24.3% 14%
20260818 $1.85 $1.60 29.5% 22%
20260817 $1.93 $1.57 28.8% 21%
20260814 $2.00 $1.67 29.4% 22%
20260813 $1.92 $1.62 31.0% 24%
20260812 $1.95 $1.70 32.0% 26%
20260811 $1.58 $1.27 29.6% 22%
20260810 $5.90 $1.35 29.4% 22%
20260807 — — 31.8% 26%
20260806 $1.88 $1.55 25.5% 16%
20260805 $1.48 $1.48 28.5% 20%
20260804 $1.48 $1.48 32.2% 26%
20260803 $1.50 $1.50 26.2% 17%
20260731 $1.50 $1.50 77.6% 98%
20260730 $1.55 $1.55 79.2% 100%
20260729 $1.60 $1.60 31.3% 25%
20260728 $1.60 $1.60 29.0% 22%
20260727 $1.60 $1.60 27.7% 20%
20260724 $1.62 $1.62 25.6% 16%
20260723 $1.67 $1.67 20.2% 8%
20260722 $1.70 $1.70 24.8% 15%
20260721 $1.65 $1.65 21.3% 9%
20260720 $1.68 $1.68 23.2% 12%
20260716 $1.68 $1.17 21.7% 10%

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.