BFS · Expected Move
Saul Centers, Inc.
The expected move for BFS 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).
BFS 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 BFS Expected Move
30-Day Straddle
$4.97
7-Day Straddle
$4.97
30-Day ATM IV
46.0%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to BFS'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.
BFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.97 | $4.97 | 46.0% | 53% |
| 20261021 | $2.17 | $2.17 | 35.2% | 26% |
| 20261020 | $2.98 | $2.98 | 43.9% | 48% |
| 20261019 | $1.73 | $1.73 | 47.1% | 56% |
| 20261016 | $1.73 | $1.30 | 30.1% | 14% |
| 20261015 | $2.10 | $2.00 | 32.8% | 21% |
| 20261014 | $1.85 | $1.48 | 29.8% | 13% |
| 20261013 | $3.60 | $1.83 | 49.0% | 60% |
| 20261012 | $3.88 | $1.27 | 53.9% | 73% |
| 20261009 | $2.27 | $1.42 | 29.4% | 13% |
| 20261008 | $2.90 | $3.38 | 48.3% | 59% |
| 20261007 | $3.62 | $2.20 | 45.0% | 51% |
| 20261006 | $4.08 | $3.57 | 50.1% | 64% |
| 20261005 | $3.83 | $3.60 | 49.9% | 63% |
| 20261002 | $3.05 | $3.05 | 32.8% | 21% |
| 20261001 | $2.42 | $2.42 | 33.0% | 22% |
| 20260930 | $3.60 | $3.60 | 46.2% | 54% |
| 20260929 | $1.95 | $1.95 | 30.8% | 17% |
| 20260928 | $1.40 | $1.40 | 28.2% | 10% |
| 20260925 | $1.40 | $1.40 | — | — |
| 20260924 | $2.02 | $2.02 | 40.9% | 41% |
| 20260923 | $4.80 | $4.80 | 32.0% | 22% |
| 20260922 | $1.98 | $1.98 | 32.9% | 25% |
| 20260921 | $2.15 | $2.15 | 35.7% | 31% |
| 20260918 | $2.17 | $0.93 | 40.2% | 42% |
| 20260917 | $2.27 | $1.35 | 34.4% | 28% |
| 20260916 | $4.20 | $4.45 | 44.7% | 52% |
| 20260915 | $4.45 | $1.60 | 65.1% | 100% |
| 20260914 | $3.58 | $1.52 | — | — |
| 20260911 | $3.62 | $2.62 | 41.6% | 48% |
| 20260910 | $3.08 | $3.05 | 42.5% | 51% |
| 20260909 | $3.62 | $2.88 | 42.3% | 50% |
| 20260908 | $4.58 | $2.75 | 45.1% | 58% |
| 20260904 | $4.00 | $3.55 | 38.2% | 40% |
| 20260903 | $5.90 | $3.18 | 35.4% | 33% |
| 20260902 | $3.80 | $3.80 | 55.5% | 84% |
| 20260901 | $10.65 | $10.65 | 33.6% | 28% |
| 20260831 | $2.45 | $2.45 | 44.1% | 55% |
| 20260828 | $8.47 | $8.47 | — | — |
| 20260827 | $2.15 | $2.15 | 36.5% | 36% |
| 20260826 | $3.80 | $3.80 | 31.4% | 23% |
| 20260825 | $4.00 | $4.00 | 44.1% | 55% |
| 20260824 | $3.27 | $3.27 | 47.1% | 63% |
| 20260821 | $2.42 | $2.67 | 24.7% | 3% |
| 20260820 | $2.08 | $1.27 | 36.0% | 18% |
| 20260819 | $2.17 | $2.80 | 37.7% | 21% |
| 20260818 | $4.82 | $2.92 | 47.5% | 34% |
| 20260817 | $2.23 | $4.10 | 32.8% | 14% |
| 20260814 | $2.38 | $1.12 | 28.8% | 9% |
| 20260813 | $4.47 | $3.45 | 34.0% | 16% |
| 20260812 | $4.88 | $1.35 | 53.4% | 42% |
| 20260811 | $1.88 | $1.38 | 24.4% | 3% |
| 20260810 | $2.17 | $2.92 | 27.1% | 6% |
| 20260806 | $2.55 | $2.50 | 31.2% | 12% |
| 20260805 | $3.47 | $3.47 | 43.3% | 29% |
| 20260804 | $5.17 | $5.17 | 61.8% | 54% |
| 20260803 | $4.80 | $4.80 | 44.7% | 30% |
| 20260731 | $4.90 | $4.90 | 45.6% | 32% |
| 20260730 | $4.82 | $4.82 | 49.9% | 38% |
| 20260729 | $3.52 | $3.52 | 43.2% | 28% |
More on BFS
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.