PHYS (Sprott Physical Gold Trust)
Expected Move & Straddle Price History
The expected move for PHYS 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).
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.
Current PHYS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
0.5%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to PHYS'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.
PHYS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $0.00 | $0.00 | 0.5% | 49% |
| 20260227 | $0.00 | $0.00 | 0.4% | 31% |
| 20260226 | $5.00 | $5.00 | 0.5% | 100% |
| 20260225 | $4.95 | $4.95 | 0.4% | 50% |