BBC · Expected Move

Virtus Biotech Clinical Trials ETF · ETF

The expected move for BBC 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).

BBC 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 BBC Expected Move
30-Day Straddle
$4.20
7-Day Straddle
$4.20
30-Day ATM IV
44.4%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to BBC'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.
BBC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.20 $4.20 44.4% 77%
20261021 $4.38 $4.38 44.4% 77%
20261020 $4.47 $4.47 44.9% 81%
20261019 $4.57 $4.57 46.9% 100%
20261016 $4.50 $1.45 46.9% 100%
20261015 $4.38 $1.32 42.2% 66%
20261014 $4.25 $1.40 41.8% 62%
20261013 $4.15 $1.62 42.1% 65%
20261012 $4.40 $1.98 39.5% 37%
20261009 $5.15 $2.10 43.3% 78%
20261008 $5.03 $2.40 42.9% 74%
20261007 $4.97 $2.33 41.8% 62%
20261006 $5.30 $2.38 43.6% 81%
20261005 $5.17 $2.60 41.0% 54%
20261002 $2.88 $2.88 41.1% 54%
20261001 $2.90 $2.90 39.8% 46%
20260930 $3.20 $3.20 41.4% 62%
20260929 $3.33 $3.33 41.9% 67%
20260928 $3.55 $3.55 42.5% 72%
20260925 $3.80 $3.80 43.0% 77%
20260924 $4.08 $4.08 44.5% 92%
20260923 $3.80 $3.80 40.6% 54%
20260922 $4.22 $4.22 40.3% 51%
20260921 $3.88 $3.88 38.3% 32%
20260918 $4.22 $3.12 39.3% 41%
20260917 $4.58 $1.65 41.3% 60%
20260916 $4.40 $1.80 39.6% 44%
20260915 $4.47 $1.98 39.1% 39%
20260914 $4.78 $1.95 40.5% 53%
20260911 $4.45 $2.30 36.2% 12%
20260910 $4.88 $2.47 39.4% 43%
20260909 $5.28 $2.75 40.2% 51%
20260908 $5.42 $3.08 40.2% 51%
20260904 $5.55 $3.08 37.5% 26%
20260903 $5.75 $3.33 39.0% 39%
20260902 $3.60 $3.60 40.0% 49%
20260901 $3.55 $3.55 39.9% 48%
20260831 $3.85 $3.85 40.2% 51%
20260828 $4.10 $4.10 39.8% 47%
20260827 $4.35 $4.35 40.5% 51%
20260826 $4.65 $4.65 41.9% 64%
20260825 $4.88 $4.88 42.2% 59%
20260824 $4.75 $4.75 42.1% 48%
20260821 $4.95 $2.12 40.9% 34%
20260820 $5.22 $1.52 42.6% 44%
20260819 $5.47 $1.65 42.9% 46%
20260818 $4.78 $1.95 37.9% 18%
20260817 $4.62 $1.80 36.9% 12%
20260814 $4.70 $2.25 36.3% 8%
20260813 $4.82 $2.05 36.4% 9%
20260812 $5.10 $2.60 38.2% 19%
20260811 $5.35 $2.92 40.2% 30%
20260810 $5.68 $3.20 41.0% 35%
20260807 — — 41.3% 36%
20260806 $5.97 $3.60 41.8% 39%
20260805 $3.70 $3.70 42.1% 41%
20260804 $4.28 $4.28 45.4% 60%
20260803 $3.75 $3.75 42.1% 41%
20260731 $4.00 $4.00 41.8% 39%
20260730 $4.15 $4.15 42.3% 42%

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.