BBBY · Expected Move

Bed Bath & Beyond, Inc.

The expected move for BBBY 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).

BBBY 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 BBBY Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$0.68
30-Day ATM IV
88.1%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to BBBY'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.
BBBY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260814 $1.12 $0.68 88.1% 42%
20260813 $1.08 $0.70 83.3% 36%
20260812 $1.15 $0.95 132.4% 100%
20260811 $1.20 $0.82 87.4% 52%
20260810 $1.15 $0.75 87.5% 52%
20260806 $1.17 $0.90 89.8% 56%
20260805 $0.80 $0.80 85.7% 49%
20260804 $1.33 $1.33 107.4% 84%
20260803 $1.15 $1.15 108.2% 86%
20260731 $1.05 $1.05 101.7% 75%
20260730 $1.07 $1.07 100.6% 73%
20260729 $1.02 $1.02 102.0% 76%
20260728 $1.23 $1.23 102.5% 76%
20260727 $1.40 $1.40 117.0% 100%
20260724 $1.10 $1.10 99.3% 73%
20260723 $1.18 $1.18 104.7% 82%
20260722 $1.20 $1.20 102.4% 78%
20260721 $1.30 $1.30 108.2% 88%
20260720 $1.25 $1.25 106.7% 85%
20260716 $1.40 $4.15 106.0% 84%
20260715 $1.35 $4.25 99.8% 74%
20260714 $1.32 $4.03 100.8% 75%
20260713 $1.35 $4.03 104.3% 81%
20260710 $1.35 $4.15 94.4% 65%
20260709 $1.52 $4.15 102.3% 78%
20260708 $1.45 $3.92 97.0% 69%
20260707 $1.48 $4.28 92.4% 61%
20260706 $1.47 $4.28 94.3% 65%
20260702 $3.73 $3.73 96.8% 69%
20260701 $6.60 $6.60 102.9% 73%
20260630 $4.17 $4.17 94.0% 60%
20260629 $4.05 $4.05 92.6% 57%
20260626 $4.70 $4.70 90.5% 54%
20260625 $6.45 $6.45 89.7% 52%
20260624 $6.33 $6.33 85.5% 46%
20260623 $6.65 $6.65 90.3% 53%
20260622 $4.05 $4.05 81.4% 40%
20260618 $4.05 $2.88 69.4% 21%
20260617 $4.15 $0.83 83.1% 42%
20260616 $4.05 $2.35 80.2% 38%
20260615 $4.62 $1.07 95.4% 61%
20260613 $4.05 $0.98 — —
20260612 $4.05 $1.02 80.6% 39%
20260611 $4.15 $0.93 85.6% 46%
20260610 $4.15 $0.70 82.2% 41%
20260609 $4.15 $0.88 76.2% 32%
20260608 $4.15 $0.95 94.1% 59%
20260605 $4.30 $1.02 78.6% 35%
20260604 $4.00 $11.32 88.5% 51%
20260603 $4.05 $1.30 88.1% 50%
20260602 $1.28 $1.28 84.0% 44%
20260601 $1.57 $1.57 87.4% 49%
20260529 $1.38 $1.38 83.3% 43%
20260528 $1.43 $1.43 85.9% 47%
20260527 $1.48 $1.48 83.6% 43%
20260526 $1.32 $1.32 88.9% 51%
20260522 $0.80 $0.80 55.5% 0%
20260521 $1.10 $1.10 76.9% 13%
20260520 $0.95 $0.95 80.3% 20%
20260519 $0.93 $0.93 78.8% 32%

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.