LOPE · Expected Move

Grand Canyon Education, Inc

The expected move for LOPE 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).

LOPE 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 LOPE Expected Move
30-Day Straddle
$10.70
7-Day Straddle
$6.47
30-Day ATM IV
35.5%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to LOPE'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.
LOPE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $10.70 $6.47 35.5% 34%
20261109 $10.80 $6.62 35.6% 34%
20261106 $11.75 $7.57 37.2% 41%
20261105 $12.60 $8.57 37.9% 44%
20261104 $13.50 $13.50 44.2% 70%
20261103 $13.15 $13.15 42.8% 64%
20261102 $13.65 $13.65 44.0% 70%
20261030 $12.95 $12.95 41.0% 57%
20261029 $13.20 $13.20 39.8% 52%
20261028 $13.35 $13.35 39.9% 52%
20261027 $13.95 $13.95 39.9% 55%
20261026 $14.15 $14.15 39.8% 54%
20261023 $14.55 $14.55 39.2% 52%
20261022 $14.85 $14.85 39.4% 53%
20261021 $14.15 $14.15 38.8% 50%
20261020 $14.50 $14.50 38.8% 50%
20261019 $14.95 $14.95 38.0% 47%
20261016 $15.25 $2.00 37.6% 46%
20261015 $15.25 $2.60 37.0% 43%
20261014 $15.30 $3.15 37.6% 46%
20261013 $15.20 $3.68 37.0% 43%
20261012 $15.40 $4.12 36.9% 42%
20261009 $15.65 $4.72 35.6% 37%
20261008 $16.10 $5.42 35.9% 39%
20261007 $15.70 $5.38 35.2% 36%
20261006 $15.85 $5.70 35.1% 35%
20261005 $15.95 $6.15 35.3% 36%
20261002 $6.72 $6.72 33.8% 30%
20261001 $7.22 $7.22 34.2% 32%
20260930 $7.70 $7.70 34.3% 32%
20260929 $7.47 $7.47 33.4% 29%
20260928 $7.83 $7.83 33.6% 29%
20260925 $8.28 $8.28 32.0% 23%
20260924 $8.30 $8.30 30.9% 19%
20260923 $8.35 $8.35 30.7% 18%
20260922 $8.65 $8.65 30.6% 17%
20260921 $8.85 $8.85 30.1% 16%
20260918 $9.35 $2.23 27.4% 5%
20260917 $10.00 $3.55 27.9% 7%
20260916 $10.10 $2.95 28.6% 9%
20260915 $10.20 $3.62 28.4% 9%
20260914 $10.60 $4.10 29.0% 11%
20260911 $10.80 $4.72 28.4% 9%
20260910 $11.75 $5.47 30.5% 17%
20260909 $12.00 $5.90 30.8% 18%
20260908 $12.30 $6.50 31.0% 19%
20260904 $12.25 $6.68 28.8% 10%
20260903 $12.45 $6.92 28.4% 9%
20260902 $7.00 $7.00 29.2% 12%
20260901 $7.95 $7.95 30.2% 16%
20260831 $7.65 $7.65 29.5% 13%
20260828 $8.10 $8.10 28.6% 9%
20260827 $8.40 $8.40 29.4% 13%
20260826 $8.70 $8.70 29.7% 14%
20260825 $8.60 $8.60 28.9% 11%
20260824 $9.10 $9.10 29.4% 13%
20260821 $9.80 $2.35 28.9% 11%
20260820 $9.80 $2.35 29.4% 13%
20260819 $10.15 $3.40 29.2% 12%
20260818 $10.35 $3.90 29.6% 13%

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.