BBVA · Expected Move
Banco Bilbao Vizcaya Argentaria, S.A.
The expected move for BBVA 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).
BBVA 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 BBVA Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
30-Day ATM IV
44.7%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to BBVA'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.
BBVA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.25 | $3.25 | 44.7% | 51% |
| 20261022 | $3.25 | $3.25 | 44.6% | 50% |
| 20261021 | $3.23 | $3.23 | 45.3% | 52% |
| 20261020 | $3.35 | $3.35 | 44.4% | 49% |
| 20261019 | $3.38 | $3.38 | 44.5% | 50% |
| 20261016 | $3.85 | $3.45 | 41.7% | 40% |
| 20261015 | $2.42 | $1.00 | 38.7% | 31% |
| 20261014 | $3.23 | $1.10 | 40.3% | 36% |
| 20261013 | $4.05 | $1.50 | 53.5% | 79% |
| 20261012 | $3.55 | $1.43 | 45.7% | 54% |
| 20261009 | $3.00 | $1.85 | 45.0% | 51% |
| 20261008 | $3.70 | $1.50 | 51.5% | 73% |
| 20261007 | $3.88 | $1.43 | 57.4% | 92% |
| 20261006 | $3.60 | $2.33 | 49.3% | 65% |
| 20261005 | $4.30 | $1.93 | 54.4% | 82% |
| 20261002 | $1.90 | $1.90 | 42.9% | 45% |
| 20261001 | $2.25 | $2.25 | 43.2% | 44% |
| 20260930 | $2.62 | $2.62 | 40.3% | 34% |
| 20260929 | $1.80 | $1.80 | 38.2% | 28% |
| 20260928 | $1.60 | $1.60 | 33.9% | 14% |
| 20260925 | $1.68 | $1.68 | 32.8% | 11% |
| 20260924 | $2.05 | $2.05 | 35.2% | 18% |
| 20260923 | $2.42 | $2.42 | 36.5% | 22% |
| 20260922 | $2.15 | $2.15 | 33.8% | 14% |
| 20260921 | $2.42 | $2.42 | 34.7% | 17% |
| 20260918 | $2.35 | $2.75 | 42.3% | 41% |
| 20260917 | $2.52 | $1.75 | 37.2% | 25% |
| 20260916 | $2.93 | $2.15 | 36.7% | 23% |
| 20260915 | $2.50 | $2.38 | 35.7% | 20% |
| 20260914 | $2.90 | $1.65 | 40.0% | 34% |
| 20260911 | $2.70 | $1.88 | 37.4% | 25% |
| 20260910 | $2.50 | $1.23 | 37.9% | 27% |
| 20260909 | $2.17 | $3.27 | 29.7% | 1% |
| 20260908 | $2.48 | $3.33 | 34.6% | 15% |
| 20260904 | $2.20 | $1.60 | 29.6% | 1% |
| 20260903 | $2.52 | $1.77 | 34.1% | 14% |
| 20260902 | $1.60 | $1.60 | 30.3% | 3% |
| 20260901 | $2.12 | $2.12 | 38.8% | 28% |
| 20260831 | $1.62 | $1.62 | 35.7% | 19% |
| 20260828 | $1.93 | $1.93 | 32.5% | 9% |
| 20260827 | $1.75 | $1.75 | 35.4% | 18% |
| 20260826 | $1.95 | $1.95 | 36.5% | 21% |
| 20260825 | $2.38 | $2.38 | 36.6% | 21% |
| 20260824 | $1.77 | $1.77 | 29.4% | 0% |
| 20260821 | $1.88 | $1.50 | 31.2% | 1% |
| 20260820 | $2.23 | $1.98 | 35.8% | 15% |
| 20260819 | $1.80 | $1.68 | 44.0% | 41% |
| 20260818 | $2.10 | $1.90 | 31.6% | 2% |
| 20260817 | $2.15 | $1.77 | 32.7% | 6% |
| 20260814 | $2.58 | $1.32 | 38.6% | 24% |
| 20260813 | $2.38 | $2.00 | 36.5% | 17% |
| 20260812 | $2.73 | $4.05 | 35.6% | 15% |
| 20260811 | $2.55 | $1.50 | 40.2% | 29% |
| 20260810 | $3.00 | $2.23 | 42.4% | 36% |
| 20260807 | — | — | 30.8% | 0% |
| 20260806 | $2.55 | $2.52 | 41.1% | 25% |
| 20260805 | $3.78 | $3.78 | 42.9% | 30% |
| 20260804 | $1.95 | $1.95 | 43.2% | 31% |
| 20260803 | $2.23 | $2.23 | 38.1% | 18% |
| 20260731 | $2.98 | $2.98 | 41.2% | 26% |
More on BBVA
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.