BCPC · Expected Move
Balchem Corporation
The expected move for BCPC 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).
BCPC 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 BCPC Expected Move
30-Day Straddle
$11.10
7-Day Straddle
$2.52
30-Day ATM IV
26.2%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to BCPC'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.
BCPC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.10 | $2.52 | 26.2% | 51% |
| 20261015 | $11.20 | $3.33 | 26.0% | 50% |
| 20261014 | $11.35 | $3.60 | 26.1% | 50% |
| 20261013 | $11.60 | $4.28 | 26.5% | 54% |
| 20261012 | $11.50 | $4.58 | 25.9% | 48% |
| 20261009 | $11.60 | $5.03 | 24.6% | 37% |
| 20261008 | $11.60 | $4.83 | 24.6% | 37% |
| 20261007 | $11.90 | $4.55 | 24.9% | 40% |
| 20261006 | $12.15 | $5.07 | 25.8% | 48% |
| 20261005 | $12.30 | $5.62 | 25.4% | 44% |
| 20261002 | $6.03 | $6.03 | 24.1% | 33% |
| 20261001 | $5.95 | $5.95 | 24.1% | 33% |
| 20260930 | $6.10 | $6.10 | 24.0% | 32% |
| 20260929 | $7.22 | $7.22 | 24.1% | 33% |
| 20260928 | $6.75 | $6.75 | 23.9% | 31% |
| 20260925 | $7.75 | $7.75 | 23.3% | 26% |
| 20260924 | $7.53 | $7.53 | 23.6% | 28% |
| 20260923 | $8.50 | $8.50 | 24.4% | 35% |
| 20260922 | $7.92 | $7.92 | 23.8% | 30% |
| 20260921 | $9.20 | $9.20 | 24.5% | 36% |
| 20260918 | $9.10 | $3.38 | 24.5% | 36% |
| 20260917 | $8.47 | $3.30 | 22.8% | 21% |
| 20260916 | $9.62 | $4.17 | 24.6% | 37% |
| 20260915 | $8.80 | $3.73 | 23.0% | 23% |
| 20260914 | $9.03 | $4.10 | 22.9% | 22% |
| 20260911 | $9.25 | $4.28 | 22.6% | 20% |
| 20260910 | $9.77 | $4.67 | 23.0% | 23% |
| 20260909 | $10.15 | $5.62 | 23.3% | 26% |
| 20260908 | $10.50 | $5.47 | 23.9% | 31% |
| 20260904 | $10.38 | $6.25 | 21.8% | 13% |
| 20260903 | $10.80 | $6.93 | 22.6% | 20% |
| 20260902 | $6.32 | $6.32 | 22.0% | 14% |
| 20260901 | $6.40 | $6.40 | 22.2% | 16% |
| 20260831 | $6.85 | $6.85 | 21.4% | 9% |
| 20260828 | $7.62 | $7.62 | 21.6% | 11% |
| 20260827 | $8.18 | $8.18 | 22.3% | 17% |
| 20260826 | $7.43 | $7.43 | 21.1% | 6% |
| 20260825 | $7.50 | $7.50 | 20.9% | 5% |
| 20260824 | $9.15 | $9.15 | 22.4% | 18% |
| 20260821 | $8.53 | $2.85 | 20.7% | 2% |
| 20260820 | $8.27 | $2.47 | 20.7% | 3% |
| 20260819 | $8.85 | $4.00 | 21.4% | 9% |
| 20260818 | $9.43 | $3.90 | 21.5% | 10% |
| 20260817 | $8.97 | $4.20 | 21.6% | 11% |
| 20260814 | $9.05 | $4.22 | 20.4% | 1% |
| 20260813 | $9.88 | $4.47 | 20.9% | 5% |
| 20260812 | $9.65 | $4.20 | 21.0% | 6% |
| 20260811 | $10.20 | $5.25 | 22.3% | 17% |
| 20260810 | $11.20 | $6.08 | 23.0% | 23% |
| 20260807 | — | — | 22.3% | 17% |
| 20260806 | $11.00 | $6.42 | 22.3% | 17% |
| 20260805 | $6.93 | $6.93 | 22.8% | 22% |
| 20260804 | $6.97 | $6.97 | 23.7% | 30% |
| 20260803 | $6.80 | $6.80 | 22.9% | 22% |
| 20260731 | $5.85 | $5.85 | 20.4% | 0% |
| 20260730 | $10.73 | $10.73 | 30.9% | 91% |
| 20260729 | $11.20 | $11.20 | 31.3% | 96% |
| 20260728 | $11.20 | $11.20 | 31.0% | 91% |
| 20260727 | $11.30 | $11.30 | 31.6% | 99% |
| 20260724 | $10.78 | $10.78 | 29.6% | 76% |
More on BCPC
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.