BBP · Expected Move
Virtus Biotech ETF · ETF
The expected move for BBP 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).
BBP 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 BBP Expected Move
30-Day Straddle
$7.88
7-Day Straddle
$3.25
30-Day ATM IV
27.8%
IV Rank
57%
Implied one-standard-deviation move through the next 30 days. Compare to BBP'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.
BBP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $7.88 | $3.25 | 27.8% | 57% |
| 20261008 | $7.93 | $3.58 | 28.7% | 67% |
| 20261007 | $7.72 | $3.60 | 27.5% | 54% |
| 20261006 | $8.15 | $3.67 | 28.5% | 66% |
| 20261005 | $8.22 | $4.03 | 28.0% | 60% |
| 20261002 | $4.40 | $4.40 | 26.9% | 47% |
| 20261001 | $4.65 | $4.65 | 28.0% | 60% |
| 20260930 | $4.55 | $4.55 | 26.9% | 47% |
| 20260929 | $5.10 | $5.10 | 27.9% | 59% |
| 20260928 | $5.33 | $5.33 | 28.2% | 62% |
| 20260925 | $5.55 | $5.55 | 27.6% | 55% |
| 20260924 | $5.78 | $5.78 | 28.5% | 66% |
| 20260923 | $5.65 | $5.65 | 26.9% | 47% |
| 20260922 | $5.75 | $5.75 | 26.1% | 38% |
| 20260921 | $5.90 | $5.90 | 26.5% | 42% |
| 20260918 | $6.05 | $5.00 | 26.1% | 38% |
| 20260917 | $6.30 | $1.93 | 26.6% | 44% |
| 20260916 | $6.25 | $2.33 | 26.9% | 46% |
| 20260915 | $6.22 | $2.38 | 26.4% | 41% |
| 20260914 | $6.47 | $2.52 | 26.4% | 41% |
| 20260911 | $6.45 | $3.25 | 24.6% | 20% |
| 20260910 | $6.97 | $3.50 | 26.6% | 44% |
| 20260909 | $6.80 | $3.45 | 25.5% | 31% |
| 20260908 | $7.40 | $3.98 | 27.0% | 48% |
| 20260904 | $7.58 | $4.17 | 25.5% | 30% |
| 20260903 | $7.93 | $4.57 | 26.1% | 38% |
| 20260902 | $4.80 | $4.80 | 26.6% | 43% |
| 20260901 | $4.83 | $4.83 | 27.0% | 48% |
| 20260831 | $4.97 | $4.97 | 26.4% | 41% |
| 20260828 | $5.12 | $5.12 | 25.6% | 32% |
| 20260827 | $5.78 | $5.78 | 27.3% | 52% |
| 20260826 | $6.10 | $6.10 | 28.1% | 61% |
| 20260825 | $6.50 | $6.50 | 29.1% | 72% |
| 20260824 | $6.38 | $6.38 | 28.8% | 69% |
| 20260821 | $6.68 | $5.00 | 27.9% | 59% |
| 20260820 | $6.80 | $2.30 | 28.2% | 62% |
| 20260819 | $7.60 | $2.80 | 28.7% | 68% |
| 20260818 | $6.30 | $2.70 | 25.9% | 35% |
| 20260817 | $6.15 | $2.55 | 25.6% | 32% |
| 20260814 | $5.72 | $2.77 | 22.9% | 0% |
| 20260813 | $5.97 | $2.88 | 23.8% | 0% |
| 20260812 | $6.65 | $3.35 | 25.9% | 24% |
| 20260811 | $7.03 | $3.70 | 26.6% | 33% |
| 20260810 | $7.40 | $4.05 | 28.2% | 43% |
| 20260807 | — | — | 27.5% | 30% |
| 20260806 | $7.80 | $4.75 | 28.4% | 37% |
| 20260805 | $4.72 | $4.72 | 28.8% | 40% |
| 20260804 | $4.88 | $4.88 | 29.8% | 49% |
| 20260803 | $4.97 | $4.97 | 29.3% | 45% |
| 20260731 | $5.30 | $5.30 | 29.1% | 43% |
| 20260730 | $5.78 | $5.78 | 29.3% | 44% |
| 20260729 | $5.72 | $5.72 | 28.9% | 41% |
| 20260728 | $5.85 | $5.85 | 29.3% | 45% |
| 20260727 | $6.17 | $6.17 | 29.7% | 48% |
| 20260724 | $6.03 | $6.03 | 27.9% | 33% |
| 20260723 | $6.28 | $6.28 | 28.5% | 38% |
| 20260722 | $5.95 | $5.95 | 26.9% | 24% |
| 20260721 | $6.15 | $6.15 | 27.0% | 25% |
| 20260720 | $6.58 | $6.58 | 28.6% | 38% |
| 20260716 | $6.33 | $2.67 | 26.1% | 16% |
More on BBP
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.