BBW · Expected Move

Build-A-Bear Workshop, Inc.

The expected move for BBW 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).

BBW 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 BBW Expected Move
30-Day Straddle
$4.08
7-Day Straddle
$2.10
30-Day ATM IV
54.4%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to BBW'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.
BBW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261005 $4.08 $2.10 54.4% 13%
20261002 $2.00 $2.00 50.5% 0%
20261001 $2.38 $2.38 56.6% 20%
20260930 $2.23 $2.23 54.1% 11%
20260929 $2.42 $2.42 55.3% 15%
20260928 $2.45 $2.45 54.6% 13%
20260925 $2.45 $2.45 52.0% 4%
20260924 $2.67 $2.67 55.1% 14%
20260923 $2.98 $2.98 53.3% 8%
20260922 $3.10 $3.10 51.0% 1%
20260921 $3.02 $3.02 58.6% 26%
20260918 $3.28 $0.80 59.1% 28%
20260917 $3.70 $0.90 62.6% 40%
20260916 $3.53 $2.40 52.8% 7%
20260915 $3.75 $1.55 60.0% 31%
20260914 $3.58 $1.52 55.8% 17%
20260911 $3.55 $1.68 52.5% 6%
20260910 $4.05 $2.17 57.5% 22%
20260909 $4.65 $2.40 63.1% 41%
20260908 $4.17 $2.58 61.2% 35%
20260904 $4.28 $2.65 53.4% 9%
20260903 $4.40 $2.45 — —
20260902 $2.70 $2.70 52.4% 5%
20260901 $3.17 $3.17 57.3% 22%
20260831 $2.90 $2.90 55.5% 16%
20260828 $3.22 $3.22 55.1% 14%
20260827 $3.33 $3.33 57.8% 24%
20260826 $6.60 $6.60 75.9% 85%
20260825 $6.90 $6.90 77.1% 88%
20260824 $6.85 $6.85 74.1% 78%
20260821 $6.25 $1.35 70.8% 67%
20260820 $6.50 $1.80 75.2% 82%
20260819 $6.40 $1.35 71.7% 70%
20260818 $6.62 $1.68 76.6% 87%
20260817 $6.10 $1.95 68.1% 58%
20260814 $6.88 $3.12 69.6% 63%
20260813 $6.83 $2.73 71.5% 70%
20260812 $5.97 $2.88 64.4% 46%
20260811 $6.40 $2.92 67.4% 56%
20260810 $6.40 $3.60 66.4% 52%
20260807 — — 64.6% 47%
20260806 $6.20 $3.20 63.7% 43%
20260805 $3.55 $3.55 63.1% 41%
20260804 $3.27 $3.27 62.5% 39%
20260803 $3.83 $3.83 64.1% 45%
20260731 $3.30 $3.30 58.1% 25%
20260730 $3.12 $3.12 57.0% 21%
20260729 $4.78 $4.78 64.2% 45%
20260728 $4.35 $4.35 62.6% 40%
20260727 $4.32 $4.32 60.5% 33%
20260724 $3.75 $3.75 56.7% 20%
20260723 $4.08 $4.08 54.0% 11%
20260722 $4.07 $4.07 51.8% 3%
20260721 $4.47 $4.47 54.5% 13%
20260720 $4.25 $4.25 53.3% 8%
20260716 $4.65 $1.60 53.1% 8%
20260715 $4.50 $2.15 51.4% 2%
20260714 $4.53 $1.65 53.9% 10%
20260713 $5.25 $2.35 55.8% 17%
20260710 $5.20 $1.65 54.2% 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.