BECN · Expected Move
Beacon Roofing Supply, Inc.
The expected move for BECN 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).
BECN 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 BECN Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
9.8%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to BECN'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.
BECN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250430 | $0.00 | $0.00 | 9.8% | 12% |
| 20250429 | $0.00 | $0.00 | 4.8% | 0% |
| 20250425 | $5.67 | $5.67 | 10.8% | 14% |
| 20250424 | $1.67 | $1.67 | 7.4% | 5% |
| 20250423 | $11.68 | $11.68 | 21.9% | 41% |
| 20250422 | $0.00 | $0.00 | 6.7% | 3% |
| 20250421 | $6.03 | $6.03 | 10.0% | 11% |
| 20250417 | $2.07 | $1.92 | 7.1% | 4% |
| 20250415 | $2.40 | $7.10 | 10.9% | 14% |
| 20250414 | $6.90 | $7.05 | 18.5% | 33% |
| 20250411 | $7.75 | $2.57 | 16.6% | 28% |
| 20250410 | $7.55 | $7.75 | 14.3% | 22% |
| 20250409 | $3.20 | $2.55 | 11.0% | 14% |
| 20250408 | $8.50 | $2.52 | 13.9% | 21% |
| 20250407 | $5.58 | $6.25 | 15.4% | 25% |
| 20250404 | $5.60 | $3.12 | 14.4% | 22% |
| 20250403 | $6.45 | $1.35 | 13.0% | 19% |
| 20250402 | $7.40 | $1.32 | 14.8% | 23% |
| 20250401 | $1.75 | $1.75 | 6.3% | 2% |
| 20250331 | $6.10 | $6.10 | 7.0% | 4% |
| 20250328 | $0.78 | $0.78 | 6.8% | 4% |
| 20250327 | $0.77 | $0.77 | 5.4% | 0% |
| 20250326 | $0.82 | $0.82 | 8.3% | 6% |
| 20250325 | $1.15 | $1.15 | 7.7% | 4% |
| 20250324 | $1.68 | $1.68 | 7.4% | 4% |
| 20250321 | $2.48 | $2.50 | 7.8% | 4% |
| 20250320 | $1.00 | $1.40 | 6.0% | 0% |
| 20250319 | $5.70 | $3.65 | 16.9% | 0% |
| 20250318 | $6.80 | $3.10 | 19.0% | 0% |
| 20250317 | $6.95 | $5.53 | 23.7% | 8% |
| 20250314 | $8.50 | $5.50 | 34.1% | 48% |
| 20250313 | $9.40 | $4.17 | 36.2% | 55% |
| 20250312 | $7.20 | $3.85 | 23.3% | 7% |
| 20250311 | $7.58 | $4.47 | 27.3% | 22% |
| 20250310 | $7.62 | $3.67 | 28.3% | 26% |
| 20250307 | $13.45 | $8.28 | 45.4% | 90% |
| 20250305 | $13.40 | $6.65 | 42.0% | 74% |
| 20250304 | $9.40 | $9.40 | 42.9% | 77% |
| 20250303 | $6.18 | $6.18 | 34.1% | 45% |
| 20250228 | $6.83 | $6.83 | 28.1% | 24% |
| 20250227 | $5.85 | $5.85 | 22.9% | 5% |
| 20250226 | $8.18 | $8.18 | 30.2% | 31% |
| 20250225 | $7.70 | $7.70 | 29.1% | 27% |
| 20250224 | $8.60 | $8.60 | 31.9% | 36% |
| 20250221 | $7.83 | $2.65 | 27.8% | 22% |
| 20250220 | $6.33 | $2.42 | 23.6% | 7% |
| 20250219 | $6.75 | $2.62 | 24.9% | 12% |
| 20250218 | $8.40 | $2.38 | 30.0% | 29% |
| 20250214 | $8.75 | $2.33 | 29.9% | 29% |
| 20250213 | $9.28 | $3.15 | 30.7% | 32% |
| 20250212 | $8.70 | $3.62 | 28.9% | 25% |
| 20250211 | $8.12 | $3.38 | 26.2% | 16% |
| 20250210 | $8.32 | $3.53 | 27.0% | 19% |
| 20250207 | $8.85 | $3.45 | 25.9% | 15% |
| 20250206 | $9.50 | $3.88 | 25.3% | 13% |
| 20250205 | $4.88 | $4.88 | 26.7% | 18% |
| 20250204 | $4.35 | $4.35 | 26.6% | 18% |
| 20250203 | $4.85 | $4.85 | 26.0% | 16% |
| 20250131 | $3.73 | $3.73 | 23.2% | 6% |
| 20250130 | $4.25 | $4.25 | 25.5% | 14% |
More on BECN
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.