BBH · Expected Move

VanEck Biotech ETF · ETF

The expected move for BBH 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).

BBH 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 BBH Expected Move
30-Day Straddle
$13.35
7-Day Straddle
$13.35
30-Day ATM IV
23.2%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to BBH'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.
BBH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $13.35 $13.35 23.2% 84%
20261020 $13.75 $13.75 23.6% 91%
20261019 $13.85 $13.85 24.1% 99%
20261016 $14.10 $3.60 23.6% 91%
20261015 $14.80 $5.70 23.4% 87%
20261014 $14.45 $5.50 23.2% 83%
20261013 $14.20 $4.80 23.2% 83%
20261012 $14.50 $6.08 23.2% 83%
20261009 $15.75 $6.50 24.1% 100%
20261008 $15.20 $7.40 24.1% 100%
20261007 $15.95 $6.95 23.9% 100%
20261006 $15.15 $7.95 23.0% 88%
20261005 $15.85 $7.40 22.9% 85%
20261002 $7.75 $7.75 21.8% 66%
20261001 $8.50 $8.50 21.7% 64%
20260930 $9.00 $9.00 22.5% 79%
20260929 $9.30 $9.30 22.5% 78%
20260928 $9.80 $9.80 22.9% 86%
20260925 $10.00 $10.00 22.0% 68%
20260924 $9.80 $9.80 21.6% 60%
20260923 $10.10 $10.10 21.1% 51%
20260922 $10.35 $10.35 20.6% 43%
20260921 $10.80 $10.80 21.8% 66%
20260918 $11.00 $3.12 20.9% 47%
20260917 $11.75 $2.77 21.7% 64%
20260916 $11.95 $4.55 22.1% 71%
20260915 $11.60 $4.70 21.4% 57%
20260914 $12.40 $5.45 21.7% 63%
20260911 $12.00 $5.85 21.3% 55%
20260910 $13.00 $6.25 22.6% 81%
20260909 $13.55 $7.23 22.7% 82%
20260908 $13.60 $7.88 21.9% 67%
20260904 $14.40 $8.40 21.7% 64%
20260903 $14.75 $8.20 21.8% 66%
20260902 $9.05 $9.05 21.2% 54%
20260901 $8.50 $8.50 21.4% 57%
20260831 $8.30 $8.30 21.5% 60%
20260828 $9.47 $9.47 21.3% 56%
20260827 $10.75 $10.75 21.9% 68%
20260826 $10.80 $10.80 22.0% 69%
20260825 $11.55 $11.55 23.1% 90%
20260824 $11.70 $11.70 23.4% 96%
20260821 $12.50 $8.65 23.0% 89%
20260820 $11.05 $4.75 21.5% 59%
20260819 $12.70 $11.80 22.5% 79%
20260818 $10.45 $4.08 20.0% 27%
20260817 $10.12 $6.12 18.4% 0%
20260814 $10.50 $5.17 19.5% 0%
20260813 $11.35 $5.78 20.7% 11%
20260812 $11.50 $6.25 20.6% 9%
20260811 $12.00 $6.80 21.4% 22%
20260810 $12.70 $7.20 22.3% 35%
20260807 — — 21.0% 12%
20260806 $12.90 $8.05 21.7% 20%
20260805 $7.70 $7.70 22.2% 25%
20260804 $9.20 $9.20 23.2% 37%
20260803 $8.15 $8.15 22.1% 24%
20260731 $9.15 $9.15 22.7% 31%
20260730 $10.30 $10.30 22.4% 27%
20260729 $10.00 $10.00 22.9% 34%

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.