BCS · Expected Move
Barclays PLC
The expected move for BCS 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).
BCS 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 BCS Expected Move
30-Day Straddle
$2.08
7-Day Straddle
$0.60
30-Day ATM IV
37.0%
IV Rank
77%
Implied one-standard-deviation move through the next 30 days. Compare to BCS'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.
BCS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.08 | $0.60 | 37.0% | 77% |
| 20261015 | $2.05 | $1.20 | 37.8% | 83% |
| 20261014 | $2.10 | $0.53 | 36.0% | 70% |
| 20261013 | $2.00 | $0.50 | 33.7% | 53% |
| 20261012 | $2.35 | $0.80 | 39.0% | 92% |
| 20261009 | $2.08 | $0.65 | 33.1% | 48% |
| 20261008 | $2.15 | $0.78 | 33.9% | 54% |
| 20261007 | $2.25 | $0.95 | 35.3% | 65% |
| 20261006 | $2.20 | $0.90 | 33.3% | 49% |
| 20261005 | $2.17 | $0.70 | 32.8% | 46% |
| 20261002 | $1.12 | $1.12 | 33.7% | 52% |
| 20261001 | $1.23 | $1.23 | 35.3% | 64% |
| 20260930 | $1.12 | $1.12 | 33.2% | 48% |
| 20260929 | $1.35 | $1.35 | 31.3% | 34% |
| 20260928 | $1.23 | $1.23 | 33.1% | 48% |
| 20260925 | $1.45 | $1.45 | 31.2% | 34% |
| 20260924 | $1.52 | $1.52 | 31.2% | 23% |
| 20260923 | $1.52 | $1.52 | 31.3% | 24% |
| 20260922 | $1.40 | $1.40 | 29.3% | 13% |
| 20260921 | $1.57 | $1.57 | 31.8% | 26% |
| 20260918 | $2.25 | $0.57 | 40.0% | 68% |
| 20260917 | $1.67 | $0.47 | 28.6% | 10% |
| 20260916 | $1.83 | $1.20 | 32.9% | 32% |
| 20260915 | $1.75 | $0.82 | 29.2% | 13% |
| 20260914 | $1.75 | $0.75 | 29.0% | 12% |
| 20260911 | $1.85 | $0.88 | 29.1% | 12% |
| 20260910 | $1.85 | $1.02 | 28.5% | 9% |
| 20260909 | $2.00 | $1.07 | — | — |
| 20260908 | $1.90 | $0.97 | 29.3% | 13% |
| 20260904 | $2.00 | $0.80 | 27.0% | 2% |
| 20260903 | $2.05 | $1.12 | 27.5% | 4% |
| 20260902 | $1.27 | $1.27 | 28.7% | 10% |
| 20260901 | $1.32 | $1.32 | 29.3% | 14% |
| 20260831 | $1.32 | $1.32 | 29.3% | 13% |
| 20260828 | $1.38 | $1.38 | 28.3% | 8% |
| 20260827 | $1.55 | $1.55 | 29.7% | 16% |
| 20260826 | $1.52 | $1.52 | 28.4% | 9% |
| 20260825 | $1.57 | $1.57 | 28.2% | 8% |
| 20260824 | $1.62 | $1.62 | 28.1% | 7% |
| 20260821 | $1.52 | $0.45 | 26.7% | 0% |
| 20260820 | $1.88 | $0.62 | — | — |
| 20260819 | $1.77 | $0.53 | 29.1% | 6% |
| 20260818 | $1.90 | $0.70 | 29.2% | 7% |
| 20260817 | $1.82 | $0.55 | 27.5% | 0% |
| 20260814 | $1.95 | $0.75 | 27.8% | 0% |
| 20260813 | $2.00 | $0.88 | 28.3% | 0% |
| 20260812 | $2.10 | $0.95 | 29.4% | 0% |
| 20260811 | $2.12 | $1.05 | 29.7% | 0% |
| 20260810 | $2.20 | $1.15 | 30.2% | 2% |
| 20260807 | — | — | 30.3% | 2% |
| 20260806 | $2.42 | $1.45 | 30.3% | 2% |
| 20260805 | $1.40 | $1.40 | 29.8% | 0% |
| 20260804 | $1.45 | $1.45 | 30.9% | 0% |
| 20260803 | $1.57 | $1.57 | 31.2% | 2% |
| 20260731 | $1.73 | $1.73 | 31.2% | 2% |
| 20260730 | $1.70 | $1.70 | 30.9% | 0% |
| 20260729 | $1.65 | $1.65 | 31.9% | 2% |
| 20260728 | $1.75 | $1.75 | 31.5% | 0% |
| 20260727 | $2.33 | $2.33 | 37.1% | 16% |
| 20260724 | $2.25 | $2.25 | 36.2% | 11% |
More on BCS
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.