BBCA · Expected Move
JPMorgan BetaBuilders Canada ETF · ETF
The expected move for BBCA 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).
BBCA 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 BBCA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
24.5%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to BBCA'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.
BBCA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $0.00 | $0.00 | 24.5% | 94% |
| 20261020 | $0.00 | $0.00 | 23.4% | 85% |
| 20261019 | $0.00 | $0.00 | 23.3% | 84% |
| 20261016 | $4.60 | $2.85 | 22.4% | 77% |
| 20261015 | $4.40 | $3.12 | 23.0% | 82% |
| 20261014 | $4.65 | $3.15 | 20.7% | 65% |
| 20261013 | $4.80 | $3.40 | 25.3% | 100% |
| 20261012 | $4.90 | $3.55 | 20.9% | 81% |
| 20261009 | $4.90 | $3.55 | 21.5% | 86% |
| 20261008 | $4.90 | $3.70 | 22.4% | 94% |
| 20261007 | $4.90 | $3.65 | 20.3% | 75% |
| 20261006 | $4.90 | $3.75 | 22.1% | 91% |
| 20261005 | $4.90 | $3.80 | 21.2% | 83% |
| 20261002 | $3.90 | $3.90 | 20.5% | 77% |
| 20261001 | $3.90 | $3.90 | 21.8% | 88% |
| 20260930 | $4.00 | $4.00 | 20.3% | 74% |
| 20260929 | $4.00 | $4.00 | 19.2% | 65% |
| 20260928 | $4.15 | $4.15 | 19.2% | 65% |
| 20260925 | $4.10 | $4.10 | 20.3% | 75% |
| 20260924 | $4.35 | $4.35 | 19.1% | 63% |
| 20260923 | $4.35 | $4.35 | 20.9% | 80% |
| 20260922 | $4.45 | $4.45 | 18.4% | 58% |
| 20260921 | $4.80 | $4.80 | 17.8% | 52% |
| 20260918 | $4.80 | $4.55 | 16.8% | 42% |
| 20260917 | $4.80 | $3.80 | 15.4% | 30% |
| 20260916 | $4.88 | $3.95 | 19.3% | 65% |
| 20260915 | $4.80 | $4.15 | 14.3% | 20% |
| 20260914 | $4.80 | $4.15 | 23.1% | 100% |
| 20260911 | $4.80 | $4.25 | 22.9% | 99% |
| 20260910 | $4.80 | $4.40 | 22.3% | 93% |
| 20260909 | $5.25 | $4.40 | 23.0% | 100% |
| 20260908 | $5.25 | $4.40 | 22.9% | 100% |
| 20260904 | $4.80 | $4.45 | 19.7% | 85% |
| 20260903 | $5.50 | $4.45 | 19.2% | 79% |
| 20260902 | $4.55 | $4.55 | 21.1% | 100% |
| 20260901 | $4.50 | $4.50 | 20.7% | 100% |
| 20260831 | $4.50 | $4.50 | 20.1% | 100% |
| 20260828 | $4.30 | $4.30 | 18.1% | 55% |
| 20260827 | $4.40 | $4.40 | 17.2% | 47% |
| 20260826 | $4.50 | $4.50 | 16.8% | 43% |
| 20260825 | $4.40 | $4.40 | 15.9% | 35% |
| 20260824 | $4.50 | $4.50 | 14.5% | 21% |
| 20260821 | $4.60 | $4.00 | 13.9% | 13% |
| 20260820 | $4.55 | $3.75 | 15.4% | 23% |
| 20260819 | $4.70 | $3.65 | 14.7% | 18% |
| 20260818 | $4.78 | $3.75 | 15.2% | 21% |
| 20260817 | $4.65 | $3.80 | 13.1% | 7% |
| 20260814 | $7.35 | $3.85 | 13.3% | 8% |
| 20260813 | $4.80 | $3.70 | 12.7% | 4% |
| 20260812 | $4.80 | $3.85 | 12.4% | 2% |
| 20260811 | $3.35 | $1.95 | 13.1% | 7% |
| 20260810 | $3.35 | $1.98 | 12.2% | 1% |
| 20260807 | — | — | 12.8% | 5% |
| 20260806 | $3.70 | $2.30 | 14.4% | 16% |
| 20260805 | $2.25 | $2.25 | 14.6% | 17% |
| 20260804 | $2.22 | $2.22 | 12.1% | 0% |
| 20260803 | $2.35 | $2.35 | 12.9% | 1% |
| 20260731 | $2.77 | $2.77 | 13.7% | 6% |
| 20260730 | $2.58 | $2.58 | 12.9% | 1% |
| 20260729 | $3.05 | $3.05 | 14.6% | 13% |
More on BBCA
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.