SGOL · Expected Move
abrdn Physical Gold Shares ETF · ETF
The expected move for SGOL 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).
SGOL 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 SGOL Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.80
30-Day ATM IV
19.2%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to SGOL'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.
SGOL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.80 | $1.80 | 19.2% | 5% |
| 20261020 | $2.00 | $2.00 | 20.7% | 11% |
| 20261019 | $2.05 | $2.05 | 20.9% | 12% |
| 20261016 | $2.00 | $0.33 | 19.8% | 8% |
| 20261015 | $2.10 | $0.45 | 20.6% | 11% |
| 20261014 | $2.05 | $0.70 | 20.6% | 11% |
| 20261013 | $2.25 | $0.70 | 21.5% | 14% |
| 20261012 | $2.20 | $0.90 | 21.0% | 12% |
| 20260302 | $3.12 | $3.12 | 34.8% | 65% |
| 20260227 | $3.15 | $3.15 | 32.7% | 57% |
| 20260226 | $3.05 | $3.05 | 30.4% | 49% |
| 20260225 | $3.33 | $3.33 | 33.4% | 60% |
| 20260224 | $3.55 | $3.55 | 34.7% | 65% |
| 20260223 | $3.72 | $3.72 | 35.2% | 67% |
| 20260221 | $3.50 | $3.50 | — | — |
| 20260220 | $3.42 | $0.65 | 31.7% | 54% |
| 20260219 | $3.30 | $0.90 | 29.8% | 46% |
| 20260218 | $3.25 | $0.90 | 29.1% | 45% |
| 20260217 | $3.05 | $1.12 | 27.5% | 40% |
| 20260213 | $2.97 | $1.27 | 25.3% | 31% |
| 20260212 | $3.30 | $1.80 | 28.3% | 43% |
| 20260211 | $3.15 | $1.62 | 25.5% | 32% |
| 20260210 | $3.33 | $1.62 | 26.8% | 38% |
| 20260209 | $3.80 | $1.95 | 31.0% | 54% |
| 20260206 | $3.88 | $2.62 | 31.6% | 56% |
| 20260205 | $3.97 | $2.67 | 33.0% | 61% |
| 20260204 | $2.95 | $2.95 | 35.8% | 72% |
| 20260203 | $3.35 | $3.35 | 37.3% | 77% |
| 20260202 | $2.98 | $2.98 | 34.5% | 67% |
| 20260130 | $3.88 | $3.88 | 39.6% | 86% |
| 20260129 | $4.65 | $4.65 | 43.7% | 100% |
| 20260128 | $4.28 | $4.28 | 39.5% | 100% |
| 20260127 | $3.28 | $3.28 | 30.8% | 98% |
| 20260126 | $3.20 | $3.20 | 31.2% | 100% |
| 20260123 | $3.17 | $3.17 | 30.3% | 100% |
| 20260122 | $3.10 | $3.10 | 28.9% | 100% |
| 20260121 | $2.70 | $2.70 | 25.6% | 80% |
| 20260120 | $2.38 | $2.38 | 22.5% | 57% |
| 20260116 | $2.28 | $0.40 | 20.9% | 45% |
| 20260115 | $2.38 | $0.45 | 21.4% | 49% |
| 20260114 | $2.50 | $0.72 | 22.3% | 55% |
| 20260113 | $2.48 | $0.78 | 21.8% | 52% |
| 20260112 | $2.88 | $0.95 | 24.3% | 70% |
| 20260109 | $2.62 | $1.02 | 22.3% | 57% |
| 20260108 | $2.80 | $1.18 | 23.2% | 65% |
| 20260107 | $2.52 | $1.40 | 22.3% | 59% |
| 20260106 | $2.95 | $1.58 | 24.7% | 77% |
| 20260105 | $3.17 | $1.48 | 25.3% | 80% |
| 20260102 | $1.45 | $1.45 | 23.8% | 71% |
| 20251231 | $1.57 | $1.57 | 23.3% | 67% |
| 20251230 | $1.80 | $1.80 | 23.4% | 68% |
| 20251229 | $1.88 | $1.88 | 25.5% | 82% |
| 20251226 | $1.93 | $1.93 | 23.1% | 67% |
| 20251224 | $1.95 | $1.95 | 22.3% | 61% |
| 20251223 | $2.40 | $2.40 | 25.3% | 81% |
| 20251222 | $1.98 | $1.98 | 21.8% | 58% |
| 20251219 | $1.80 | $0.98 | — | — |
| 20251218 | $1.88 | $0.75 | — | — |
| 20251217 | $1.85 | $0.75 | — | — |
| 20251216 | $1.85 | $0.60 | 19.4% | 42% |
More on SGOL
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.