BBMC · Expected Move

JPMorgan BetaBuilders U.S. Mid Cap Equity ETF · ETF

The expected move for BBMC 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).

BBMC 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 BBMC Expected Move
30-Day Straddle
$4.35
7-Day Straddle
$4.35
30-Day ATM IV
15.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to BBMC'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.
BBMC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.35 $4.35 15.8% 27%
20261021 $4.38 $4.38 15.4% 19%
20261020 $4.17 $4.17 14.6% 5%
20261019 $4.53 $4.53 15.8% 20%
20261016 $4.42 $3.92 14.8% 7%
20261015 $5.20 $2.40 16.8% 33%
20261014 $4.90 $2.40 16.0% 22%
20261013 $4.60 $2.33 14.7% 5%
20261012 $5.12 $2.52 16.1% 23%
20261009 $5.40 $2.67 17.3% 40%
20261008 $4.80 $3.08 16.0% 22%
20261007 $5.57 $2.78 17.8% 46%
20261006 $5.40 $2.97 16.4% 27%
20261005 $5.53 $2.83 16.5% 29%
20261002 $3.23 $3.23 17.0% 36%
20261001 $3.70 $3.70 17.1% 37%
20260930 $3.60 $3.60 17.0% 36%
20260929 $3.45 $3.45 16.3% 26%
20260928 $3.55 $3.55 17.0% 35%
20260925 $3.53 $3.53 15.6% 17%
20260924 $3.75 $3.75 16.0% 23%
20260923 $3.85 $3.85 15.6% 17%
20260922 $3.62 $3.62 16.8% 33%
20260921 $3.70 $3.70 15.2% 12%
20260918 $4.00 $3.95 14.9% 7%
20260917 $4.07 $2.28 14.5% 2%
20260916 $3.83 $2.22 15.1% 11%
20260915 $4.55 $2.65 15.8% 20%
20260914 $4.60 $2.60 15.7% 19%
20260911 $4.85 $2.75 16.2% 25%
20260910 $5.07 $2.92 16.8% 33%
20260909 $4.90 $3.15 16.0% 22%
20260908 $4.90 $3.05 15.9% 20%
20260904 $4.75 $2.95 14.6% 4%
20260903 $4.95 $3.15 15.0% 9%
20260902 $3.33 $3.33 16.3% 26%
20260901 $3.25 $3.25 15.1% 11%
20260831 $3.40 $3.40 16.4% 28%
20260828 $3.33 $3.33 14.5% 2%
20260827 $3.55 $3.55 14.3% 0%
20260826 $3.70 $3.70 14.5% 0%
20260825 $3.85 $3.85 14.8% 4%
20260824 $4.00 $4.00 15.1% 7%
20260821 $4.30 $3.75 15.0% 7%
20260820 $4.30 $2.25 15.0% 7%
20260819 $4.33 $2.22 14.6% 2%
20260818 $4.42 $2.25 14.9% 6%
20260817 $4.40 $2.52 14.5% 0%
20260814 $4.58 $2.65 15.7% 0%
20260813 $4.75 $2.65 15.8% 1%
20260812 $4.78 $2.70 15.8% 0%
20260811 $5.05 $2.92 16.4% 3%
20260810 $5.25 $3.45 16.7% 6%
20260807 — — 17.0% 8%
20260806 $5.85 $3.95 17.1% 8%
20260805 $3.75 $3.75 16.8% 5%
20260804 $3.73 $3.73 16.4% 3%
20260803 $4.05 $4.05 16.8% 5%
20260731 $4.22 $4.22 17.5% 11%
20260730 $4.40 $4.40 17.7% 12%

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.