What is the GT 30-day expected price range?

As of Jul 15, 2026, with GT at $6.75 and ATM IV at 62.5%, the implied 30-day one-standard-deviation range is approximately ±$1.21, or about $5.54 to $7.96. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.

What does GT risk-neutral density tell us?

Risk-neutral density is the probability distribution of future GT price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.

How does GT ATM IV translate to a probability range?

ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.

The Goodyear Tire & Rubber Company (GT) Probability Analysis

Probability analysis extracts the risk-neutral probability distribution implied by option prices. It shows the market-implied likelihood of the underlying reaching various price levels by expiration.

The Goodyear Tire & Rubber Company (GT) operates in the Consumer Cyclical sector, specifically the Auto - Parts industry, with a market capitalization near $1.94B, listed on NASDAQ, employing roughly 63,000 people, carrying a beta of 1.12 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 Jul 15, 2026.

Spot Price: $6.75
ATM IV: 62.5%
IV Rank: 13.5%
IV Percentile: 75.4%
HV 20-Day: 58.7%
IV Skew 25Δ: 0.051

As of Jul 15, 2026, The Goodyear Tire & Rubber Company (GT) at $6.75 has an ATM IV of 62.5%, implying a 30-day one-standard-deviation range of approximately ±$1.21. IV rank is 13.5% (subdued, distribution priced tighter than usual). IV percentile is 75.4%. The 25-delta skew is +0.051: upside tail priced richer than downside, biasing probability mass above spot. Under lognormal assumptions roughly 68% of outcomes fall within ±1σ and 95% within ±2σ; risk-neutral probability analysis refines this by extracting the market-implied distribution directly from options prices, capturing the fat tails that real markets exhibit.

How GT probability analysis Data Feeds Strategy Selection

Strategy selection on The Goodyear Tire & Rubber Company options does not derive from any single metric in isolation. The probability analysis view above sits inside a broader read: ATM IV currently sits at 62.5% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the probability analysis data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the GT probability distribution

The probability cone above is the option-market-implied distribution of where The Goodyear Tire & Rubber Company spot could end up at expiration. It's derived from the implied-volatility surface via a risk-neutral pricing transformation, not from historical realized returns. With ATM IV at 62.5% and spot at $6.75, the 1σ band is approximately ±21.6% over a 30-day horizon. Recent realized HV-20 of 58.7% runs 3.8 vol points below the current implied, suggesting the chain is pricing more dispersion than the underlying has been delivering.

GT risk-neutral vs real-world probabilities

The probabilities derived from option prices reflect the market's risk-adjusted view, not the realized statistical distribution. Risk-neutral probabilities include the equity risk premium and skew preferences priced into options, so they tend to overstate tail probability and understate upside drift relative to actually-realized outcomes. For probability-of-touch calculations and assignment-risk modeling, risk-neutral is the right benchmark. For position-sizing your own conviction, blend with realized-volatility-based statistics from the HV columns.

Trading the GT distribution

Probability-driven strategies aim to capture mispricings between the implied distribution and your own probability assessment. Premium-selling structures (credit spreads, iron condors, cash-secured puts) profit when the implied distribution overprices tail probability relative to realized; premium-buying (debit spreads, long calls/puts, long straddles) profits in the reverse. With GT IV rank at 13.5%, the chain is pricing tighter tails than recent realized history; buyers get cheaper optionality but need a real catalyst to monetize. Always pair probability-driven strategy selection with a stop loss or wing-defined risk - the implied distribution is a snapshot, and regime shifts can invalidate it intraday.

Learn how risk-neutral density is reported and how to read the data →

GT highest implied-volatility contracts

Type	Strike	Expiration	Volume	OI	IV	Bid	Ask
PUT	$7.00	Jul 17, 2026	110	486	737.3%	$0.25	$0.40

Top 1 contracts from the institutional-grade nightly options scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked GT probability analysis questions

What is the GT 30-day expected price range?: As of Jul 15, 2026, with GT at $6.75 and ATM IV at 62.5%, the implied 30-day one-standard-deviation range is approximately ±$1.21, or about $5.54 to $7.96. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.
What does GT risk-neutral density tell us?: Risk-neutral density is the probability distribution of future GT price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.
How does GT ATM IV translate to a probability range?: ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.