Tidal Trust III - Fundstrat Granny Shots US Large Cap ETF (GRNY) 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.

Tidal Trust III - Fundstrat Granny Shots US Large Cap ETF (GRNY) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $3.10B, listed on AMEX, carrying a beta of 1.28 to the broader market. Fundstrat Granny Shots U. public since 2024-11-07.

Snapshot as of May 15, 2026.

Spot Price
$26.82
Expected Move
6.8%
Implied High
$28.65
Implied Low
$24.99
Front DTE
34 days

As of May 15, 2026, Tidal Trust III - Fundstrat Granny Shots US Large Cap ETF (GRNY) has an expected move of 6.82%, a one-standard-deviation implied price range of roughly $24.99 to $28.65 from the current $26.82. 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.

GRNY Strategy Sizing to the Expected Move

With Tidal Trust III - Fundstrat Granny Shots US Large Cap ETF pricing an expected move of 6.82% from $26.82, 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 GRNY derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $26.82 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263423.8%7.3%$28.77$24.87
Jul 17, 20266323.7%9.8%$29.46$24.18
Sep 18, 202612624.5%14.4%$30.68$22.96
Dec 18, 202621725.5%19.7%$32.09$21.55
Jan 15, 202724525.8%21.1%$32.49$21.15
Jan 21, 202861625.7%33.4%$35.77$17.87

Frequently asked GRNY expected move questions

What is the current GRNY expected move?
As of May 15, 2026, Tidal Trust III - Fundstrat Granny Shots US Large Cap ETF (GRNY) has an expected move of 6.82% over the next 34 days, implying a one-standard-deviation price range of $24.99 to $28.65 from the current $26.82. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the GRNY 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 GRNY 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.