Roundhill Investments - Gold Miners WeeklyPay ETF (GDXW) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Roundhill Investments - Gold Miners WeeklyPay ETF (GDXW) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $24.1M, listed on CBOE, carrying a beta of 0.27 to the broader market. The Roundhill Gold Miners WeeklyPay ETF (“GDXW”) is designed for investors seeking a combination of income and growth potential. Led by Bruce Bond, public since 2025-10-30.

Snapshot as of May 15, 2026.

Spot Price
$47.41
Expected Move
13.8%
Implied High
$53.97
Implied Low
$40.85
Front DTE
34 days

As of May 15, 2026, Roundhill Investments - Gold Miners WeeklyPay ETF (GDXW) has an expected move of 13.85%, a one-standard-deviation implied price range of roughly $40.85 to $53.97 from the current $47.41. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

GDXW Strategy Sizing to the Expected Move

With Roundhill Investments - Gold Miners WeeklyPay ETF pricing an expected move of 13.85% from $47.41, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for GDXW derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $47.41 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263448.3%14.7%$54.40$40.42
Jul 17, 20266352.1%21.6%$57.67$37.15
Sep 18, 202612648.6%28.6%$60.95$33.87
Dec 18, 202621742.8%33.0%$63.06$31.76

Frequently asked GDXW expected move questions

What is the current GDXW expected move?
As of May 15, 2026, Roundhill Investments - Gold Miners WeeklyPay ETF (GDXW) has an expected move of 13.85% over the next 34 days, implying a one-standard-deviation price range of $40.85 to $53.97 from the current $47.41. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the GDXW expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is GDXW expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.