What is the current GT expected move?

As of Jun 30, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 14.74% over the next 17 days, implying a one-standard-deviation price range of $5.58 to $7.50 from the current $6.54. 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 $1.97B, listed on NASDAQ, employing roughly 68,000 people, carrying a beta of 1.14 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 Jun 30, 2026.

Spot Price: $6.54
Expected Move: 14.7%
Implied High: $7.50
Implied Low: $5.58
Front DTE: 17 days

As of Jun 30, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 14.74%, a one-standard-deviation implied price range of roughly $5.58 to $7.50 from the current $6.54. 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 14.74% from $6.54, 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 above 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 14.74%, anchoring an implied range of approximately $5.58 to $7.50. 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 0.093), 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 7.9%, 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 0.07 indicates speculative call flow dominates - look for upside-skewed sentiment. 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 $6.54 × (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
Jul 17, 2026	17	51.4%	11.1%	$7.27	$5.81
Aug 21, 2026	52	60.7%	22.9%	$8.04	$5.04
Sep 18, 2026	80	58.8%	27.5%	$8.34	$4.74
Oct 16, 2026	108	56.9%	31.0%	$8.56	$4.52
Dec 18, 2026	171	58.0%	39.7%	$9.14	$3.94
Jan 15, 2027	199	57.1%	42.2%	$9.30	$3.78
Dec 17, 2027	535	55.6%	67.3%	$10.94	$2.14
Jan 21, 2028	570	57.3%	71.6%	$11.22	$1.86

GT highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
CALL	$12.00	Dec 18, 2026	2.2K	513	60.2%	$0.10	$0.20
CALL	$12.00	Dec 18, 2026	2.2K	513	60.2%	$0.10	$0.20
CALL	$7.00	Jul 17, 2026	559	28.5K	51.4%	$0.10	$0.15

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 Jun 30, 2026, The Goodyear Tire & Rubber Company (GT) has an expected move of 14.74% over the next 17 days, implying a one-standard-deviation price range of $5.58 to $7.50 from the current $6.54. 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.