BABO · Expected Move
YieldMax BABA Option Income Strategy ETF · ETF
The expected move for BABO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BABO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BABO Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
49.0%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to BABO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BABO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260302 | $1.35 | $1.35 | 49.0% | 54% |
| 20260227 | $1.35 | $1.35 | 47.2% | 50% |
| 20260226 | $1.55 | $1.55 | 48.8% | 54% |
| 20260225 | $1.20 | $1.20 | 46.0% | 47% |
| 20260224 | $1.17 | $1.17 | 47.1% | 50% |
| 20260223 | $1.20 | $1.20 | 41.9% | 37% |
| 20260221 | $1.48 | $1.48 | — | — |
| 20260220 | $1.48 | $0.95 | 39.7% | 32% |
| 20260219 | $1.52 | $0.57 | 44.0% | 42% |
| 20260218 | $1.50 | $1.12 | 40.0% | 33% |
| 20260217 | $1.65 | $1.23 | 41.6% | 36% |
| 20260213 | $1.62 | $1.20 | 40.8% | 35% |
| 20260212 | $1.62 | $1.23 | 44.1% | 43% |
| 20260211 | $2.12 | $1.45 | 56.0% | 71% |
| 20260210 | $1.30 | $0.90 | 64.2% | 91% |
| 20260209 | $1.68 | $1.20 | 48.7% | 54% |
| 20260206 | $2.20 | $0.95 | 50.0% | 57% |
| 20260205 | $1.90 | $1.40 | 45.7% | 46% |
| 20260204 | $0.72 | $0.72 | 39.0% | 30% |
| 20260203 | $1.00 | $1.00 | 58.3% | 76% |
| 20260202 | $1.43 | $1.43 | 57.0% | 73% |
| 20260130 | $1.35 | $1.35 | 40.9% | 35% |
| 20260129 | $1.52 | $1.52 | 50.6% | 58% |
| 20260128 | $1.10 | $1.10 | 39.1% | 31% |
| 20260127 | $1.85 | $1.85 | 43.0% | 40% |
| 20260126 | $1.93 | $1.93 | 44.3% | 43% |
| 20260123 | $1.80 | $1.80 | 31.9% | 13% |
| 20260122 | $1.52 | $1.52 | 44.3% | 43% |
| 20260121 | $1.05 | $1.05 | 26.3% | 0% |
| 20260120 | $1.10 | $1.10 | 26.6% | 0% |
| 20260116 | $1.40 | $0.38 | 35.4% | 20% |
| 20260115 | $1.60 | $1.18 | 47.7% | 50% |
| 20260114 | $1.55 | $1.30 | 27.5% | 0% |
| 20260113 | $2.00 | $0.98 | 44.7% | 37% |
| 20260112 | $1.62 | $1.10 | 44.4% | 36% |
| 20260109 | $1.95 | $0.92 | 53.2% | 60% |
| 20260108 | $2.17 | $1.40 | 52.9% | 59% |
| 20260107 | $1.93 | $1.30 | 57.1% | 70% |
| 20260106 | $1.98 | $1.35 | 50.9% | 53% |
| 20260105 | $2.20 | $1.48 | 48.1% | 46% |
| 20260102 | $0.55 | $0.55 | 41.7% | 28% |
| 20251231 | $1.40 | $1.40 | 48.4% | 47% |
| 20251230 | $1.45 | $1.45 | 53.6% | 66% |
| 20251229 | $1.60 | $1.60 | 63.2% | 88% |
| 20251226 | $1.45 | $1.45 | 52.7% | 64% |
| 20251224 | $1.20 | $1.20 | 53.0% | 65% |
| 20251223 | $1.28 | $1.28 | 53.1% | 65% |
| 20251222 | $1.32 | $1.32 | 55.7% | 71% |
| 20251219 | $1.55 | $0.78 | 48.4% | 54% |
| 20251218 | $1.80 | $0.68 | 58.2% | 77% |
| 20251217 | $1.70 | $0.93 | 51.6% | 62% |
| 20251216 | $1.92 | $0.82 | 55.6% | 71% |
| 20251215 | $1.90 | $0.30 | 61.6% | 85% |
| 20251212 | $1.85 | $0.97 | 53.2% | 65% |
| 20251211 | $1.90 | $1.02 | 53.4% | 66% |
| 20251210 | $1.52 | $0.97 | 55.5% | 71% |
| 20251209 | $2.05 | $0.95 | 56.5% | 73% |
| 20251208 | $2.10 | $1.07 | 65.4% | 94% |
| 20251205 | $2.40 | $1.50 | 61.0% | 83% |
| 20251204 | $2.02 | $1.48 | 54.5% | 68% |
More on BABO
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