BFAM · Expected Move
BRIGHT HORIZONS FAMILY SOLUTIONS INC.
The expected move for BFAM 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).
BFAM 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 BFAM Expected Move
30-Day Straddle
$5.70
7-Day Straddle
$5.22
30-Day ATM IV
45.9%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to BFAM'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.
BFAM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.70 | $5.22 | 45.9% | 38% |
| 20261106 | $6.78 | $2.92 | 45.1% | 35% |
| 20261105 | $7.20 | $5.72 | 51.3% | 54% |
| 20261104 | $3.83 | $3.83 | 43.9% | 32% |
| 20261103 | $4.38 | $4.38 | 41.5% | 25% |
| 20261102 | $4.75 | $4.75 | 43.5% | 31% |
| 20261030 | $4.60 | $4.60 | 43.0% | 29% |
| 20261029 | $9.43 | $9.43 | 57.7% | 74% |
| 20261028 | $7.97 | $7.97 | 53.9% | 62% |
| 20261027 | $8.70 | $8.70 | 55.7% | 68% |
| 20261026 | $9.90 | $9.90 | 58.5% | 76% |
| 20261023 | $9.05 | $9.05 | 55.2% | 66% |
| 20261022 | $8.50 | $8.50 | 53.6% | 61% |
| 20261021 | $8.95 | $8.95 | 56.8% | 71% |
| 20261020 | $8.82 | $8.82 | 55.6% | 67% |
| 20261019 | $9.60 | $9.60 | 58.1% | 75% |
| 20261016 | $9.35 | $1.38 | 52.8% | 59% |
| 20261015 | $10.15 | $1.75 | 57.7% | 74% |
| 20261014 | $9.05 | $2.38 | 51.2% | 54% |
| 20261013 | $9.57 | $2.35 | 53.5% | 61% |
| 20261012 | $9.20 | $2.15 | 50.7% | 53% |
| 20261009 | $9.80 | $3.35 | 51.2% | 54% |
| 20261008 | $10.10 | $3.78 | 52.7% | 59% |
| 20261007 | $9.45 | $4.38 | 50.3% | 51% |
| 20261006 | $9.30 | $4.35 | 50.0% | 50% |
| 20261005 | $9.75 | $4.28 | 52.2% | 57% |
| 20261002 | $3.83 | $3.83 | 47.4% | 43% |
| 20261001 | $3.85 | $3.85 | 46.4% | 39% |
| 20260930 | $4.95 | $4.95 | 47.6% | 43% |
| 20260929 | $4.70 | $4.70 | 47.7% | 43% |
| 20260928 | $5.20 | $5.20 | 49.3% | 48% |
| 20260925 | $4.50 | $4.50 | 42.2% | 27% |
| 20260924 | $4.30 | $4.30 | 40.2% | 21% |
| 20260923 | $5.22 | $5.22 | 40.8% | 23% |
| 20260922 | $4.80 | $4.80 | 40.5% | 22% |
| 20260921 | $6.10 | $6.10 | 45.1% | 35% |
| 20260918 | $5.38 | $1.65 | 36.2% | 8% |
| 20260917 | $6.35 | $3.27 | 36.9% | 11% |
| 20260916 | $5.75 | $5.15 | 36.5% | 10% |
| 20260915 | $5.95 | $4.65 | 37.1% | 11% |
| 20260914 | $6.00 | $3.70 | 37.6% | 13% |
| 20260911 | $5.92 | $2.30 | 37.7% | 13% |
| 20260910 | $5.68 | $3.90 | 35.5% | 6% |
| 20260909 | $6.33 | $4.20 | 38.8% | 17% |
| 20260908 | $7.00 | $3.98 | 40.7% | 22% |
| 20260904 | $6.58 | $4.68 | 36.4% | 9% |
| 20260903 | $7.17 | $5.38 | 36.6% | 10% |
| 20260902 | $5.03 | $5.03 | 37.2% | 12% |
| 20260901 | $5.00 | $5.00 | 33.4% | 0% |
| 20260831 | $5.28 | $5.28 | 36.4% | 6% |
| 20260828 | $5.53 | $5.53 | 35.5% | 3% |
| 20260827 | $5.62 | $5.62 | 36.5% | 6% |
| 20260826 | $6.03 | $6.03 | 36.5% | 6% |
| 20260825 | $6.28 | $6.28 | 37.2% | 8% |
| 20260824 | $5.40 | $5.40 | 35.7% | 3% |
| 20260821 | $6.53 | $4.38 | 34.9% | 1% |
| 20260820 | $6.72 | $2.90 | 37.5% | 9% |
| 20260819 | $6.60 | $3.22 | 36.1% | 5% |
| 20260818 | $6.30 | $3.70 | 34.6% | 0% |
| 20260817 | $7.60 | $3.05 | 45.1% | 33% |
More on BFAM
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.