The Goodyear Tire & Rubber Company (GT) 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.
The Goodyear Tire & Rubber Company (GT) operates in the Consumer Cyclical sector, specifically the Auto - Parts industry, with a market capitalization near $1.67B, listed on NASDAQ, employing roughly 68,000 people, carrying a beta of 1.18 to the broader market. The Goodyear Tire & Rubber Company, together with its subsidiaries, develops, manufactures, distributes, and sells tires and related products and services worldwide. Led by Mark W. Stewart, public since 1927-08-05.
Snapshot as of May 15, 2026.
- Spot Price
- $5.67
- Expected Move
- 15.5%
- Implied High
- $6.55
- Implied Low
- $4.79
- Front DTE
- 34 days
As of May 15, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 15.48%, a one-standard-deviation implied price range of roughly $4.79 to $6.55 from the current $5.67. 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.
GT Strategy Sizing to the Expected Move
With The Goodyear Tire & Rubber Company pricing an expected move of 15.48% from $5.67, 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 GT derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $5.67 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 54.0% | 16.5% | $6.60 | $4.74 |
| Jul 17, 2026 | 63 | 53.9% | 22.4% | $6.94 | $4.40 |
| Sep 18, 2026 | 126 | 56.5% | 33.2% | $7.55 | $3.79 |
| Oct 16, 2026 | 154 | 56.8% | 36.9% | $7.76 | $3.58 |
| Dec 18, 2026 | 217 | 56.4% | 43.5% | $8.14 | $3.20 |
| Jan 15, 2027 | 245 | 54.7% | 44.8% | $8.21 | $3.13 |
| Dec 17, 2027 | 581 | 37.9% | 47.8% | $8.38 | $2.96 |
| Jan 21, 2028 | 616 | 57.5% | 74.7% | $9.91 | $1.43 |
Frequently asked GT expected move questions
- What is the current GT expected move?
- As of May 15, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 15.48% over the next 34 days, implying a one-standard-deviation price range of $4.79 to $6.55 from the current $5.67. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the GT 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 GT 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.