GYLD · Expected Move
Arrow Dow Jones Global Yield ETF · ETF
The expected move for GYLD 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).
GYLD 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 GYLD Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
64.4%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to GYLD'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.
GYLD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $0.00 | $0.00 | 64.4% | 42% |
| 20261106 | $0.00 | $0.00 | 67.3% | 46% |
| 20261105 | $0.00 | $0.00 | 68.1% | 47% |
| 20261104 | $0.00 | $0.00 | 72.3% | 52% |
| 20261103 | $0.00 | $0.00 | 74.4% | 54% |
| 20261102 | $0.00 | $0.00 | 76.0% | 56% |
| 20261030 | $0.00 | $0.00 | 80.6% | 62% |
| 20261029 | $0.00 | $0.00 | 81.9% | 64% |
| 20261028 | $0.00 | $0.00 | 84.2% | 66% |
| 20261027 | $0.00 | $0.00 | 111.6% | 100% |
| 20261026 | $0.00 | $0.00 | 86.1% | 78% |
| 20261023 | $0.00 | $0.00 | 90.5% | 83% |
| 20261022 | $0.85 | $0.85 | 74.5% | 65% |
| 20261021 | $0.00 | $0.00 | 92.9% | 87% |
| 20261020 | $0.00 | $0.00 | 92.2% | 86% |
| 20261019 | $0.00 | $0.00 | 88.4% | 81% |
| 20261016 | $1.50 | $3.15 | 88.3% | 81% |
| 20261015 | $1.60 | $1.38 | 92.5% | 86% |
| 20261014 | $1.65 | $1.38 | 91.7% | 85% |
| 20261013 | $1.65 | $1.42 | 88.2% | 81% |
| 20261012 | $1.62 | $1.40 | 84.0% | 76% |
| 20261009 | $1.70 | $1.42 | 90.4% | 84% |
| 20261008 | $1.70 | $1.45 | 84.7% | 77% |
| 20261007 | $1.75 | $1.48 | 91.8% | 85% |
| 20261006 | $1.73 | $1.43 | 83.1% | 75% |
| 20261005 | $1.80 | $1.50 | 90.4% | 84% |
| 20261002 | $1.50 | $1.50 | 77.1% | 68% |
| 20261001 | $1.40 | $1.40 | 78.7% | 70% |
| 20260930 | $1.55 | $1.55 | 75.5% | 66% |
| 20260929 | $1.55 | $1.55 | 78.5% | 70% |
| 20260928 | $1.52 | $1.52 | 77.3% | 68% |
| 20260925 | $1.55 | $1.55 | 76.6% | 67% |
| 20260924 | $1.65 | $1.65 | 72.1% | 62% |
| 20260923 | $1.62 | $1.62 | 59.7% | 48% |
| 20260922 | $1.52 | $1.52 | 57.8% | 46% |
| 20260921 | $1.52 | $1.52 | 67.7% | 57% |
| 20260918 | $1.58 | $3.12 | 49.8% | 36% |
| 20260917 | $1.58 | $1.35 | 47.7% | 34% |
| 20260916 | $1.55 | $1.35 | 45.3% | 31% |
| 20260915 | $1.67 | $1.52 | 45.7% | 31% |
| 20260914 | $1.62 | $1.48 | 40.2% | 25% |
| 20260911 | $1.70 | $1.57 | 51.6% | 38% |
| 20260910 | $1.68 | $1.57 | 54.6% | 42% |
| 20260909 | $1.62 | $1.55 | 53.8% | 41% |
| 20260908 | $1.65 | $1.52 | 65.5% | 54% |
| 20260904 | $1.65 | $1.50 | 69.3% | 59% |
| 20260903 | $1.77 | $1.60 | 69.9% | 60% |
| 20260902 | $1.52 | $1.52 | 68.1% | 58% |
| 20260901 | $1.60 | $1.60 | 80.5% | 72% |
| 20260831 | $2.17 | $2.17 | 82.3% | 74% |
| 20260828 | $1.60 | $1.60 | 76.0% | 67% |
| 20260827 | $1.60 | $1.60 | 76.9% | 68% |
| 20260826 | $1.70 | $1.70 | 79.3% | 71% |
| 20260825 | $1.82 | $1.82 | 75.8% | 67% |
| 20260824 | $1.73 | $1.73 | 77.4% | 68% |
| 20260821 | $1.65 | $1.18 | 81.8% | 74% |
| 20260820 | $1.60 | $1.52 | 90.9% | 84% |
| 20260819 | $1.67 | $1.55 | 87.1% | 80% |
| 20260818 | $1.57 | $1.45 | 104.5% | 100% |
| 20260817 | $1.62 | $1.55 | 85.5% | 86% |
More on GYLD
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.