BGC · Expected Move
BGC Group, Inc. Class A Common Stock
The expected move for BGC 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).
BGC straddle price & implied vol
59 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 BGC Expected Move
30-Day Straddle
$1.20
7-Day Straddle
$1.20
30-Day ATM IV
46.6%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to BGC'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.
BGC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.20 | $1.20 | 46.6% | 44% |
| 20261023 | $1.55 | $1.55 | 53.9% | 60% |
| 20261022 | $1.12 | $1.12 | 41.5% | 32% |
| 20261021 | $1.05 | $1.05 | 41.0% | 31% |
| 20261020 | $1.10 | $1.10 | 48.6% | 48% |
| 20261019 | $1.40 | $1.40 | 50.3% | 52% |
| 20261016 | $1.23 | $0.55 | 41.9% | 35% |
| 20261015 | $1.85 | $0.47 | 58.1% | 71% |
| 20261014 | $1.52 | $0.50 | 50.9% | 55% |
| 20261013 | $1.48 | $0.55 | 45.5% | 43% |
| 20261012 | $1.30 | $0.60 | 39.9% | 30% |
| 20261009 | $1.55 | $0.83 | 48.8% | 50% |
| 20261008 | $1.27 | $0.57 | 40.2% | 31% |
| 20261007 | $1.25 | $0.93 | 44.5% | 40% |
| 20261006 | $1.27 | $0.57 | 39.6% | 29% |
| 20261005 | $1.20 | $0.55 | 35.0% | 19% |
| 20261002 | $0.68 | $0.68 | 45.1% | 42% |
| 20261001 | $0.55 | $0.55 | — | — |
| 20260930 | $0.62 | $0.62 | 43.7% | 39% |
| 20260929 | $0.95 | $0.95 | 50.2% | 53% |
| 20260928 | $0.78 | $0.78 | 40.7% | 32% |
| 20260925 | $0.78 | $0.78 | 39.5% | 29% |
| 20260924 | $0.80 | $0.80 | 33.5% | 16% |
| 20260923 | $0.80 | $0.80 | 32.7% | 14% |
| 20260922 | $0.73 | $0.73 | 33.6% | 16% |
| 20260921 | $0.88 | $0.88 | 35.1% | 19% |
| 20260918 | $0.82 | $0.20 | 43.0% | 37% |
| 20260917 | $0.80 | $0.20 | 33.6% | 16% |
| 20260916 | $1.05 | $0.40 | 36.5% | 22% |
| 20260915 | $1.00 | $0.43 | 35.8% | 21% |
| 20260914 | $2.12 | $0.42 | 71.3% | 100% |
| 20260911 | $1.05 | $0.53 | 34.0% | 19% |
| 20260910 | $1.10 | $0.57 | 34.7% | 21% |
| 20260909 | $1.47 | $0.57 | 43.0% | 41% |
| 20260908 | $1.18 | $0.48 | 43.6% | 43% |
| 20260904 | $2.20 | $0.62 | 37.3% | 27% |
| 20260903 | $1.12 | $0.70 | 35.6% | 23% |
| 20260902 | $0.62 | $0.62 | 40.5% | 35% |
| 20260901 | $0.70 | $0.70 | 34.4% | 20% |
| 20260831 | $0.62 | $0.62 | 37.0% | 26% |
| 20260828 | $0.78 | $0.78 | 31.2% | 12% |
| 20260827 | $0.90 | $0.90 | 43.5% | 42% |
| 20260826 | $0.75 | $0.75 | 34.0% | 19% |
| 20260825 | $0.80 | $0.80 | 36.5% | 25% |
| 20260824 | $0.60 | $0.60 | 32.5% | 15% |
| 20260821 | $0.70 | $0.22 | 40.7% | 36% |
| 20260820 | $0.77 | $0.30 | 31.4% | 12% |
| 20260819 | $0.90 | $0.30 | 38.4% | 30% |
| 20260818 | $0.60 | $0.62 | 32.0% | 14% |
| 20260817 | $1.43 | $0.68 | 33.7% | 18% |
| 20260814 | $0.78 | $0.62 | 29.9% | 9% |
| 20260813 | $0.88 | $0.72 | 34.5% | 20% |
| 20260812 | $1.08 | $1.18 | 43.6% | 43% |
| 20260811 | $0.92 | $0.62 | 36.5% | 25% |
| 20260810 | $1.23 | $1.18 | 59.1% | 81% |
| 20260806 | $1.00 | $1.30 | 47.9% | 53% |
| 20260805 | $0.93 | $0.93 | 46.0% | 49% |
| 20260804 | $1.45 | $1.45 | 44.2% | 44% |
| 20260803 | $0.82 | $0.82 | 55.2% | 71% |
More on BGC
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.