BCBP · Expected Move

BCB Bancorp Inc (NJ)

The expected move for BCBP 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).

BCBP 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 BCBP Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$1.52
30-Day ATM IV
41.9%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to BCBP'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.
BCBP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261104 $1.52 $1.52 41.9% 7%
20261103 $1.68 $1.68 40.7% 6%
20261102 $1.55 $1.55 37.4% 4%
20261030 $1.18 $1.18 55.3% 16%
20261029 $1.77 $1.77 55.3% 16%
20261028 $1.90 $1.90 63.7% 22%
20261027 $1.25 $1.25 58.3% 18%
20261026 $1.23 $1.23 51.7% 14%
20261023 $2.17 $2.17 70.3% 26%
20261022 $1.35 $1.35 68.6% 25%
20261021 $1.43 $1.43 54.4% 16%
20261020 $1.77 $1.77 54.0% 15%
20261019 $1.43 $1.43 50.1% 13%
20261016 $1.45 $0.88 61.7% 21%
20261015 $1.38 $1.18 32.4% 1%
20261014 $1.38 $0.83 48.4% 12%
20261013 $1.45 $0.85 58.6% 19%
20261012 $0.93 $0.95 53.2% 15%
20261009 $1.48 $1.27 58.4% 18%
20261008 $1.48 $1.38 53.0% 15%
20261007 $1.50 $1.40 47.0% 11%
20261006 $1.62 $1.55 64.9% 23%
20261005 $1.68 $1.30 49.8% 13%
20261002 $1.43 $1.43 54.5% 16%
20261001 $1.55 $1.55 49.9% 13%
20260930 $1.52 $1.52 54.1% 15%
20260929 $1.33 $1.33 65.5% 23%
20260928 $1.35 $1.35 51.0% 13%
20260925 $1.40 $1.40 31.1% 0%
20260924 $1.30 $1.30 59.3% 16%
20260923 $1.58 $1.58 63.4% 19%
20260922 $1.40 $1.40 40.1% 2%
20260921 $1.57 $1.57 64.1% 19%
20260918 $1.12 $1.30 62.9% 18%
20260917 $1.40 $0.83 62.4% 18%
20260916 $1.02 $1.07 — —
20260915 $1.80 $1.10 81.7% 32%
20260914 $1.57 $1.15 68.6% 22%
20260911 $1.80 $1.40 75.5% 27%
20260910 $2.05 $1.45 56.7% 14%
20260909 $2.05 $1.62 74.2% 26%
20260908 $2.05 $1.60 73.1% 26%
20260904 $1.80 $1.65 77.4% 29%
20260903 $1.73 $1.67 61.0% 17%
20260902 $1.62 $1.62 65.6% 20%
20260901 $1.57 $1.57 44.8% 6%
20260831 $1.57 $1.57 84.2% 33%
20260828 $1.62 $1.62 84.3% 33%
20260827 $1.70 $1.70 81.7% 32%
20260826 $1.62 $1.62 83.0% 32%
20260825 $1.62 $1.62 84.1% 33%
20260824 $1.17 $1.17 84.5% 34%
20260821 $1.60 $1.88 88.8% 37%
20260820 $1.60 $1.15 76.1% 28%
20260819 $1.77 $1.27 50.9% 10%
20260818 $1.43 $1.45 73.9% 26%
20260817 $1.77 $1.43 54.6% 13%
20260814 $1.80 $1.43 64.9% 20%
20260813 $1.82 $1.43 62.4% 18%
20260812 $1.55 $1.52 69.5% 23%

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.