BAX · Expected Move

Baxter International Inc.

The expected move for BAX 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).

BAX straddle price & implied vol

60 sessions

Bars: 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 BAX Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$2.45
30-Day ATM IV
49.1%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to BAX'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.
BAX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $2.75 $2.45 49.1% 62%
20261026 $3.00 $1.83 52.0% 72%
20261023 $2.95 $2.60 51.4% 70%
20261022 $3.02 $2.55 52.3% 73%
20261021 $3.15 $2.42 53.7% 78%
20261020 $2.92 $2.33 52.1% 73%
20261019 $3.10 $0.80 53.2% 77%
20261016 $3.10 $1.05 51.3% 70%
20261015 $3.40 $0.93 56.4% 88%
20261014 $2.97 $0.97 53.3% 77%
20261013 $2.98 $1.20 51.7% 71%
20261012 $2.92 $0.72 51.0% 69%
20261009 $2.80 $0.90 51.8% 72%
20261008 $2.73 $0.82 50.9% 68%
20261007 $2.60 $0.82 47.6% 57%
20261006 $2.70 $1.10 46.2% 52%
20261005 $2.98 $0.97 51.7% 71%
20261002 $2.77 $1.00 51.5% 71%
20261001 $2.85 $0.93 52.9% 75%
20260930 $2.80 $1.17 44.6% 46%
20260929 $2.77 $1.05 51.0% 69%
20260928 $2.90 $0.85 47.0% 55%
20260925 $1.58 $0.70 37.6% 21%
20260924 $2.02 $0.95 39.9% 29%
20260923 $2.17 $1.40 35.7% 14%
20260922 $2.03 $1.12 35.0% 11%
20260921 $1.72 $0.75 33.1% 5%
20260918 $1.62 $1.00 35.3% 12%
20260917 $2.02 $0.82 36.6% 15%
20260916 $2.02 $1.15 35.3% 11%
20260915 $2.15 $1.50 32.8% 3%
20260914 $2.23 $0.70 36.6% 16%
20260911 $1.80 $1.20 36.6% 16%
20260910 $1.95 $1.27 36.9% 17%
20260909 $2.55 $0.70 44.2% 40%
20260908 $2.33 $1.45 39.3% 24%
20260904 $2.05 $1.15 35.3% 11%
20260903 $1.93 $1.23 34.3% 8%
20260902 $2.05 $1.08 34.3% 8%
20260901 $2.25 $1.42 35.2% 11%
20260831 $2.22 $0.88 38.6% 22%
20260828 $1.82 $1.10 31.8% 0%
20260827 $2.02 $1.02 34.2% 7%
20260826 $2.35 $1.20 37.2% 17%
20260825 $2.23 $1.32 32.2% 1%
20260824 $2.28 $1.20 35.3% 11%
20260821 $2.38 $1.35 36.3% 14%
20260820 $2.90 $1.05 39.6% 25%
20260819 $2.42 $1.30 34.7% 9%
20260818 $2.12 $1.35 31.9% 0%
20260817 $2.50 $1.40 37.1% 0%
20260814 $2.70 $1.05 40.9% 14%
20260813 $2.38 $1.43 38.4% 5%
20260812 $2.55 $1.48 41.8% 18%
20260811 $3.10 $1.43 45.5% 32%
20260810 $3.23 $1.20 47.0% 38%
20260807 — — 40.1% 11%
20260806 $2.62 $1.57 41.7% 17%
20260805 $4.00 $1.60 59.8% 87%
20260804 $2.77 $1.80 42.5% 20%

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.