BAH · Expected Move
Booz Allen Hamilton Holding Corporation
The expected move for BAH 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).
BAH 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 BAH Expected Move
30-Day Straddle
$8.45
7-Day Straddle
$8.45
30-Day ATM IV
48.7%
IV Rank
78%
Implied one-standard-deviation move through the next 30 days. Compare to BAH'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.
BAH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $8.45 | $8.45 | 48.7% | 78% |
| 20261021 | $8.30 | $8.30 | 48.8% | 78% |
| 20261020 | $8.35 | $8.35 | 48.2% | 76% |
| 20261019 | $8.40 | $8.40 | 47.1% | 71% |
| 20261016 | $8.45 | $0.95 | 45.8% | 64% |
| 20261015 | $8.75 | $1.70 | 46.9% | 69% |
| 20261014 | $8.50 | $2.42 | 46.3% | 66% |
| 20261013 | $8.05 | $3.20 | 43.7% | 54% |
| 20261012 | $8.70 | $2.55 | 44.9% | 60% |
| 20261009 | $8.95 | $2.77 | 43.4% | 53% |
| 20261008 | $9.05 | $3.98 | 43.3% | 52% |
| 20261007 | $8.55 | $2.62 | 42.8% | 50% |
| 20261006 | $8.70 | $3.48 | 43.4% | 52% |
| 20261005 | $8.55 | $3.95 | 42.5% | 48% |
| 20261002 | $4.20 | $4.20 | 40.9% | 40% |
| 20261001 | $4.30 | $4.30 | 41.8% | 45% |
| 20260930 | $4.28 | $4.28 | 42.1% | 46% |
| 20260929 | $4.42 | $4.42 | 41.6% | 43% |
| 20260928 | $4.80 | $4.80 | 43.5% | 52% |
| 20260925 | $4.60 | $4.60 | 37.7% | 25% |
| 20260924 | $5.40 | $5.40 | 39.9% | 35% |
| 20260923 | $5.32 | $5.32 | 38.1% | 27% |
| 20260922 | $5.47 | $5.47 | 37.3% | 23% |
| 20260921 | $5.95 | $5.95 | 37.3% | 23% |
| 20260918 | $6.12 | $3.50 | 33.3% | 4% |
| 20260917 | $6.42 | $1.80 | 34.9% | 11% |
| 20260916 | $6.50 | $2.77 | 36.1% | 17% |
| 20260915 | $6.35 | $2.05 | 34.3% | 8% |
| 20260914 | $6.60 | $2.45 | 34.9% | 11% |
| 20260911 | $7.23 | $3.05 | 37.8% | 25% |
| 20260910 | $6.90 | $3.30 | 36.2% | 17% |
| 20260909 | $7.25 | $4.20 | 37.3% | 23% |
| 20260908 | $7.05 | $4.20 | 38.1% | 27% |
| 20260904 | $7.18 | $4.22 | 36.3% | 18% |
| 20260903 | $7.30 | $4.20 | 35.2% | 12% |
| 20260902 | $4.67 | $4.67 | 36.1% | 17% |
| 20260901 | $4.03 | $4.03 | 34.7% | 10% |
| 20260831 | $4.70 | $4.70 | 35.7% | 15% |
| 20260828 | $5.05 | $5.05 | 36.3% | 18% |
| 20260827 | $5.47 | $5.47 | 37.5% | 24% |
| 20260826 | $5.28 | $5.28 | 34.8% | 11% |
| 20260825 | $5.42 | $5.42 | 35.1% | 12% |
| 20260824 | $5.85 | $5.85 | 37.6% | 24% |
| 20260821 | $5.65 | $2.33 | 32.6% | 0% |
| 20260820 | $6.55 | $1.80 | 36.9% | 14% |
| 20260819 | $6.65 | $2.10 | 36.2% | 10% |
| 20260818 | $6.12 | $2.12 | 34.2% | 0% |
| 20260817 | $6.53 | $2.92 | 37.2% | 14% |
| 20260814 | $8.03 | $4.28 | 38.5% | 21% |
| 20260813 | $8.45 | $4.03 | 41.6% | 38% |
| 20260812 | $8.15 | $4.50 | 39.6% | 27% |
| 20260811 | $8.20 | $4.28 | 39.8% | 28% |
| 20260810 | $9.32 | $4.62 | 41.9% | 39% |
| 20260807 | — | — | 40.7% | 33% |
| 20260806 | $8.50 | $5.47 | 42.4% | 42% |
| 20260805 | $5.28 | $5.28 | 41.7% | 38% |
| 20260804 | $6.08 | $6.08 | 43.2% | 46% |
| 20260803 | $5.60 | $5.60 | 42.2% | 40% |
| 20260731 | $5.70 | $5.70 | 42.5% | 42% |
| 20260730 | $6.08 | $6.08 | 42.3% | 41% |
More on BAH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.