BCI · Expected Move

abrdn Bloomberg All Commodity Strategy K-1 Free ETF · ETF

The expected move for BCI 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).

BCI 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 BCI Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
38.0%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to BCI'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.
BCI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 38.0% 18%
20261020 $0.85 $0.85 35.4% 15%
20261019 $0.82 $0.82 34.0% 14%
20261016 $1.93 $0.95 32.0% 12%
20261015 $2.03 $0.95 34.5% 14%
20261014 $2.02 $0.95 33.8% 14%
20261013 $2.17 $1.65 33.0% 13%
20261012 $2.33 $0.95 32.6% 12%
20261009 $2.10 $2.90 30.7% 10%
20261008 $2.33 $0.95 32.1% 12%
20261007 $2.38 $0.95 32.8% 12%
20261006 $2.30 $0.95 31.0% 10%
20261005 $2.15 $0.95 30.2% 10%
20261002 $0.95 $0.95 28.8% 8%
20261001 $2.05 $2.05 27.2% 6%
20260930 $2.02 $2.02 28.4% 8%
20260929 $0.95 $0.95 27.9% 7%
20260928 $0.95 $0.95 33.6% 13%
20260925 $1.48 $1.48 28.4% 8%
20260924 $1.23 $1.23 27.8% 7%
20260923 $1.48 $1.48 29.6% 9%
20260922 $1.45 $1.45 26.9% 6%
20260921 $1.43 $1.43 26.6% 6%
20260918 $1.50 $2.55 26.4% 5%
20260917 $1.92 $1.52 30.4% 10%
20260916 $1.93 $1.35 31.2% 11%
20260915 $1.85 $1.30 34.0% 14%
20260914 $1.97 $1.00 33.3% 13%
20260911 $2.00 $0.60 32.1% 12%
20260910 $1.90 $1.30 33.7% 14%
20260909 $1.95 $0.65 29.5% 9%
20260908 $1.98 $0.57 25.7% 5%
20260904 $2.00 $0.53 21.6% 0%
20260903 $2.02 $0.60 22.3% 0%
20260902 $0.80 $0.80 25.0% 1%
20260901 $0.65 $0.65 24.3% 0%
20260831 $0.62 $0.62 26.5% 0%
20260828 $1.75 $1.75 36.5% 0%
20260827 $1.73 $1.73 39.5% 4%
20260826 $1.73 $1.73 41.1% 6%
20260825 $1.70 $1.70 42.0% 7%
20260824 $1.75 $1.75 42.2% 6%
20260821 $1.83 $2.95 36.9% 0%
20260820 $1.77 $1.45 40.2% 3%
20260819 $1.80 $1.02 43.9% 7%
20260818 $1.80 $1.45 54.6% 20%
20260817 $1.80 $1.45 53.7% 19%
20260814 $1.82 $1.58 57.2% 23%
20260813 $1.88 $1.58 57.1% 23%
20260812 $1.95 $1.62 58.2% 24%
20260811 $1.95 $1.62 58.0% 24%
20260810 $2.90 $2.40 58.2% 24%
20260807 — — 53.7% 19%
20260806 $2.98 $2.90 52.9% 18%
20260805 $1.65 $1.65 56.1% 22%
20260804 $2.60 $2.60 57.1% 23%
20260803 $2.58 $2.58 55.0% 21%
20260731 $2.62 $2.62 56.6% 23%
20260730 $2.70 $2.70 56.8% 23%
20260729 $2.62 $2.62 57.2% 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.