BAM · Expected Move
Brookfield Asset Management Ltd.
The expected move for BAM 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).
BAM 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 BAM Expected Move
30-Day Straddle
$4.07
7-Day Straddle
$1.75
30-Day ATM IV
32.9%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to BAM'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.
BAM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $4.07 | $1.75 | 32.9% | 59% |
| 20261007 | $4.03 | $1.90 | 32.7% | 57% |
| 20261006 | $4.20 | $1.97 | 33.1% | 60% |
| 20261005 | $4.15 | $2.02 | 32.7% | 57% |
| 20261002 | $2.22 | $2.22 | 33.3% | 62% |
| 20261001 | $2.35 | $2.35 | 32.7% | 56% |
| 20260930 | $2.38 | $2.38 | 32.6% | 55% |
| 20260929 | $2.50 | $2.50 | 32.6% | 53% |
| 20260928 | $2.58 | $2.58 | 32.5% | 52% |
| 20260925 | $2.80 | $2.80 | 32.8% | 55% |
| 20260924 | $2.67 | $2.67 | 31.1% | 40% |
| 20260923 | $2.55 | $2.55 | 30.2% | 32% |
| 20260922 | $3.08 | $3.08 | 30.8% | 38% |
| 20260921 | $3.03 | $3.03 | 31.0% | 40% |
| 20260918 | $3.20 | $0.85 | 30.3% | 34% |
| 20260917 | $3.35 | $1.35 | 31.6% | 45% |
| 20260916 | $3.45 | $1.05 | 33.4% | 59% |
| 20260915 | $3.57 | $1.72 | 32.0% | 48% |
| 20260914 | $3.53 | $1.90 | 31.4% | 43% |
| 20260911 | $3.55 | $1.65 | 30.5% | 35% |
| 20260910 | $3.95 | $1.90 | 33.4% | 60% |
| 20260909 | $4.00 | $2.08 | 33.0% | 57% |
| 20260908 | $3.98 | $2.20 | 32.1% | 49% |
| 20260904 | $4.15 | $2.35 | 29.2% | 24% |
| 20260903 | $4.00 | $2.38 | 29.0% | 22% |
| 20260902 | $2.55 | $2.55 | 31.3% | 42% |
| 20260901 | $2.62 | $2.62 | 30.0% | 30% |
| 20260831 | $2.67 | $2.67 | 29.8% | 29% |
| 20260828 | $2.83 | $2.83 | 29.0% | 22% |
| 20260827 | $2.92 | $2.92 | 29.0% | 22% |
| 20260826 | $3.08 | $3.08 | 29.5% | 26% |
| 20260825 | $3.08 | $3.08 | 29.4% | 25% |
| 20260824 | $3.25 | $3.25 | 29.9% | 27% |
| 20260821 | $3.27 | $0.73 | 28.6% | 17% |
| 20260820 | $3.58 | $1.15 | 30.0% | 28% |
| 20260819 | $3.62 | $1.20 | 30.1% | 28% |
| 20260818 | $3.78 | $1.55 | 30.4% | 31% |
| 20260817 | $3.88 | $1.48 | 31.3% | 38% |
| 20260814 | $3.50 | $1.80 | 26.4% | 0% |
| 20260813 | $4.25 | $1.75 | 28.6% | 0% |
| 20260812 | $3.85 | $2.00 | 28.5% | 0% |
| 20260811 | $4.38 | $2.15 | 31.0% | 19% |
| 20260810 | $3.93 | $2.08 | 28.7% | 0% |
| 20260807 | — | — | 29.2% | 0% |
| 20260806 | $4.42 | $2.60 | 30.1% | 0% |
| 20260805 | $2.58 | $2.58 | 31.0% | 7% |
| 20260804 | $3.00 | $3.00 | 31.9% | 12% |
| 20260803 | $3.25 | $3.25 | 33.3% | 23% |
| 20260731 | $3.47 | $3.47 | 34.4% | 31% |
| 20260730 | $3.08 | $3.08 | 32.7% | 18% |
| 20260729 | $3.30 | $3.30 | 34.2% | 30% |
| 20260728 | $3.40 | $3.40 | 34.0% | 29% |
| 20260727 | $3.27 | $3.27 | 33.4% | 24% |
| 20260724 | $3.60 | $3.60 | 34.0% | 29% |
| 20260723 | $3.58 | $3.58 | 33.7% | 26% |
| 20260722 | $3.75 | $3.75 | 34.7% | 34% |
| 20260721 | $3.60 | $3.60 | 33.9% | 28% |
| 20260720 | $3.78 | $3.78 | 34.0% | 29% |
| 20260716 | $4.08 | $1.10 | 32.9% | 20% |
| 20260715 | $4.20 | $1.48 | 33.6% | 26% |
More on BAM
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.