BHC · Expected Move
Bausch Health Companies Inc
The expected move for BHC 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).
BHC 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 BHC Expected Move
30-Day Straddle
$0.98
7-Day Straddle
$0.57
30-Day ATM IV
59.8%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to BHC'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.
BHC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $0.98 | $0.57 | 59.8% | 15% |
| 20261105 | $1.58 | $0.43 | 83.7% | 40% |
| 20261104 | $1.02 | $0.55 | 54.8% | 10% |
| 20261103 | $1.00 | $0.62 | 55.1% | 10% |
| 20261102 | $1.05 | $0.45 | 57.9% | 13% |
| 20261030 | $1.07 | $1.48 | 71.5% | 26% |
| 20261029 | $1.07 | $0.98 | 56.1% | 11% |
| 20261028 | $0.93 | $0.77 | 119.0% | 72% |
| 20261027 | $1.20 | $1.52 | 67.3% | 22% |
| 20261026 | $1.73 | $0.70 | 74.1% | 29% |
| 20261023 | $0.85 | $0.68 | 63.2% | 18% |
| 20261022 | $0.82 | $0.72 | 57.6% | 13% |
| 20261021 | $0.88 | $0.57 | 57.8% | 13% |
| 20261020 | $0.80 | $0.73 | 54.6% | 10% |
| 20261019 | $1.40 | $0.42 | 63.4% | 18% |
| 20261016 | $0.98 | $0.47 | 62.8% | 18% |
| 20261015 | $0.73 | $0.67 | 51.6% | 7% |
| 20261014 | $0.85 | $0.60 | 63.5% | 18% |
| 20261013 | $0.80 | $0.45 | 62.8% | 18% |
| 20261012 | $0.78 | $0.28 | 58.0% | 13% |
| 20261009 | $0.65 | $0.30 | 48.8% | 4% |
| 20261008 | $1.90 | $0.40 | 142.8% | 96% |
| 20261007 | $1.52 | $0.38 | 92.6% | 47% |
| 20261006 | $0.85 | $0.45 | 62.7% | 18% |
| 20261005 | $0.77 | $0.35 | 66.5% | 21% |
| 20261002 | $0.65 | $0.35 | 53.6% | 9% |
| 20261001 | $0.65 | $0.30 | 55.3% | 10% |
| 20260930 | $1.18 | $0.40 | 89.8% | 44% |
| 20260929 | $0.70 | $0.55 | 52.9% | 8% |
| 20260928 | $0.70 | $0.40 | 49.2% | 4% |
| 20260925 | $0.75 | $0.35 | 59.9% | 15% |
| 20260924 | $1.98 | $0.45 | 75.0% | 29% |
| 20260923 | $0.68 | $0.43 | 49.6% | 5% |
| 20260922 | $0.68 | $0.38 | 47.7% | 3% |
| 20260921 | $0.82 | $0.22 | 55.5% | 11% |
| 20260918 | $0.62 | $0.28 | 52.4% | 7% |
| 20260917 | $0.70 | $0.33 | 61.7% | 17% |
| 20260916 | $0.68 | $2.33 | 64.0% | 19% |
| 20260915 | $0.75 | $1.50 | 52.4% | 7% |
| 20260914 | $0.68 | $0.25 | 49.8% | 5% |
| 20260911 | $0.60 | $0.30 | 51.6% | 7% |
| 20260910 | $10.53 | $0.30 | 135.8% | 89% |
| 20260909 | $0.97 | $0.47 | 63.5% | 18% |
| 20260908 | $1.85 | $0.38 | 80.8% | 35% |
| 20260904 | $0.68 | $0.30 | 77.2% | 32% |
| 20260903 | $0.75 | $0.35 | 53.8% | 9% |
| 20260902 | $0.93 | $0.47 | 54.3% | 9% |
| 20260901 | $1.05 | $0.35 | 63.6% | 18% |
| 20260831 | $0.97 | $0.30 | 53.5% | 9% |
| 20260828 | $0.70 | $0.35 | 61.3% | 16% |
| 20260827 | $1.07 | $0.47 | 66.0% | 21% |
| 20260826 | $0.88 | $0.50 | 55.2% | 10% |
| 20260825 | $1.77 | $0.82 | 95.9% | 50% |
| 20260824 | $0.90 | $0.77 | 58.0% | 13% |
| 20260821 | $0.83 | $0.38 | 50.3% | 5% |
| 20260820 | $0.75 | $0.40 | 51.0% | 6% |
| 20260819 | $0.80 | $0.45 | 51.2% | 6% |
| 20260818 | $0.75 | $0.43 | 46.7% | 2% |
| 20260817 | $0.85 | $0.25 | 53.9% | 9% |
| 20260814 | $1.00 | $0.35 | 56.9% | 12% |
More on BHC
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.