What is the current GT expected move?

As of Oct 14, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 15.91% over the next 37 days, implying a one-standard-deviation price range of $3.68 to $5.08 from the current $4.38. 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.

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 $1.26B, listed on NASDAQ, employing roughly 63,000 people, carrying a beta of 1.11 to the broader market. The Goodyear Tire & Rubber Company, along with its subsidiaries, functions as a global leader in the development, production, marketing, and sale of tires, alongside a suite of related products and services. Led by Mark W. Stewart, public since 1927-08-05.

Snapshot as of Oct 14, 2026.

Spot Price: $4.38
Expected Move: 15.9%
Implied High: $5.08
Implied Low: $3.68
Front DTE: 37 days

As of Oct 14, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 15.91%, a one-standard-deviation implied price range of roughly $3.68 to $5.08 from the current $4.38. 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 15.91% from $4.38, 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.

How to read the GT implied-range chart

The shaded range below shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 15.91%, anchoring an implied range of approximately $3.68 to $5.08. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

GT expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. GT term-structure is in contango (slope 0.011), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states. With IV rank at 11.6%, the implied move is at the low end of the typical GT range - cheap optionality for buyers, thin premium for sellers.

Sizing GT structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. GT put/call volume ratio currently at 3.49 indicates protective put flow dominates - look for hedged-money positioning into the move. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

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

Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for GT derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $4.38 × (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
Oct 16, 2026	2	218.0%	16.1%	$5.09	$3.67
Nov 20, 2026	37	55.5%	17.7%	$5.15	$3.61
Dec 18, 2026	65	56.6%	23.9%	$5.43	$3.33
Jan 15, 2027	93	56.0%	28.3%	$5.62	$3.14
Apr 16, 2027	184	54.3%	38.6%	$6.07	$2.69
Dec 17, 2027	429	53.4%	57.9%	$6.92	$1.84
Jan 21, 2028	464	54.8%	61.8%	$7.09	$1.67
Dec 15, 2028	793	76.0%	112.0%	$9.29	$-0.53
Jan 19, 2029	828	62.0%	93.4%	$8.47	$0.29

GT highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
PUT	$5.00	Oct 16, 2026	65	1.9K	1000.0%	$0.55	$0.70
PUT	$6.00	Oct 16, 2026	5	1.1K	960.8%	$1.55	$1.70
PUT	$7.00	Oct 16, 2026	1	249	960.7%	$2.25	$2.85

Top 3 contracts from the institutional-grade nightly options scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked GT expected move questions

What is the current GT expected move?: As of Oct 14, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 15.91% over the next 37 days, implying a one-standard-deviation price range of $3.68 to $5.08 from the current $4.38. 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.