BALY · Expected Move
Bally's Corporation
The expected move for BALY 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).
BALY 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 BALY Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$3.17
30-Day ATM IV
93.5%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to BALY'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.
BALY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.17 | $3.17 | 93.5% | 35% |
| 20261023 | $2.92 | $2.92 | 78.4% | 28% |
| 20261022 | $3.60 | $3.60 | 82.0% | 30% |
| 20261021 | $3.65 | $3.65 | 90.4% | 34% |
| 20261020 | $3.05 | $3.05 | 77.2% | 28% |
| 20261019 | $2.83 | $2.83 | 82.2% | 30% |
| 20261016 | $2.52 | $0.98 | 75.1% | 27% |
| 20261015 | $3.08 | $1.28 | 92.6% | 35% |
| 20261014 | $2.33 | $1.07 | 72.5% | 26% |
| 20261013 | $3.25 | $1.95 | 83.0% | 30% |
| 20261012 | $3.03 | $2.08 | 93.1% | 35% |
| 20261009 | $3.40 | $1.70 | 90.3% | 34% |
| 20261008 | $3.95 | $1.77 | 96.0% | 37% |
| 20261007 | $3.88 | $1.57 | 86.6% | 32% |
| 20261006 | $3.78 | $1.80 | 92.4% | 35% |
| 20261005 | $3.70 | $1.90 | 91.6% | 35% |
| 20261002 | $2.05 | $2.05 | 86.9% | 32% |
| 20261001 | $2.05 | $2.05 | 76.8% | 28% |
| 20260930 | $2.17 | $2.17 | 89.5% | 34% |
| 20260929 | $2.42 | $2.42 | 83.0% | 31% |
| 20260928 | $2.20 | $2.20 | 81.6% | 30% |
| 20260925 | $2.35 | $2.35 | 75.2% | 27% |
| 20260924 | $2.60 | $2.60 | 89.7% | 34% |
| 20260923 | $1.88 | $1.88 | 71.3% | 25% |
| 20260922 | $2.30 | $2.30 | 86.6% | 33% |
| 20260921 | $2.17 | $2.17 | 76.8% | 28% |
| 20260918 | $2.15 | $1.57 | 84.5% | 32% |
| 20260917 | $2.25 | $1.60 | 51.1% | 16% |
| 20260916 | $2.02 | $1.23 | 80.2% | 30% |
| 20260915 | $1.93 | $1.32 | 77.4% | 28% |
| 20260914 | $1.95 | $1.27 | 78.7% | 29% |
| 20260911 | $2.20 | $1.50 | 88.2% | 33% |
| 20260910 | $2.33 | $1.70 | 87.8% | 33% |
| 20260909 | $2.40 | $1.75 | 86.9% | 33% |
| 20260908 | $2.28 | $1.65 | 95.9% | 37% |
| 20260904 | $2.52 | $1.88 | 114.9% | 46% |
| 20260903 | $2.20 | $1.55 | 84.4% | 32% |
| 20260902 | $1.57 | $1.57 | 87.7% | 33% |
| 20250221 | $0.00 | $0.00 | — | — |
| 20250220 | $0.00 | $0.00 | — | — |
| 20250219 | $0.00 | $0.00 | — | — |
| 20250218 | $0.00 | $0.00 | — | — |
| 20250214 | $0.00 | $0.00 | 174.5% | 73% |
| 20250213 | $0.00 | $0.00 | 162.8% | 68% |
| 20250212 | $0.00 | $0.00 | 145.4% | 60% |
| 20250211 | $0.00 | $0.00 | 146.4% | 60% |
| 20250210 | $0.00 | $0.00 | 231.6% | 100% |
| 20250207 | $0.00 | $0.00 | 33.6% | 17% |
| 20250206 | $5.85 | $5.80 | — | — |
| 20250205 | $0.88 | $0.88 | — | — |
| 20250204 | $5.83 | $5.83 | — | — |
| 20250203 | $0.88 | $0.88 | — | — |
| 20250131 | $1.27 | $1.27 | 56.9% | 39% |
| 20250130 | $1.40 | $1.40 | — | — |
| 20250129 | $1.50 | $1.50 | 45.7% | 28% |
| 20250128 | $1.35 | $1.35 | 57.1% | 39% |
| 20250127 | $1.45 | $1.45 | 48.4% | 31% |
| 20250124 | $1.62 | $1.62 | 48.5% | 31% |
| 20250123 | $1.20 | $1.20 | 44.3% | 27% |
| 20250122 | $5.67 | $5.67 | 17.8% | 1% |
More on BALY
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.