BHC (Bausch Health Companies Inc)
Expected Move & Straddle Price History
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).
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.
Current BHC Expected Move
30-Day Straddle
$0.72
7-Day Straddle
$0.38
Avg IV
1.8%
IV Rank
48%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260807 | $0.72 | $0.38 | 1.8% | 48% |
| 20260806 | $0.88 | $0.38 | 2.5% | 73% |
| 20260805 | $1.10 | $0.55 | 2.1% | 59% |
| 20260804 | $1.25 | $0.60 | 1.9% | 48% |
| 20260803 | $0.90 | $0.43 | 1.6% | 40% |
| 20260731 | $0.77 | $0.50 | 1.5% | 34% |
| 20260730 | $0.85 | $0.35 | 2.1% | 57% |
| 20260729 | $1.77 | $2.10 | 1.9% | 49% |
| 20260728 | $0.90 | $0.75 | 1.6% | 39% |
| 20260727 | $1.85 | $0.45 | 2.3% | 65% |
| 20260724 | $0.77 | $0.70 | 1.5% | 35% |
| 20260723 | $0.65 | $0.57 | 1.3% | 27% |
| 20260722 | $0.68 | $0.60 | 1.0% | 18% |
| 20260721 | $0.73 | $0.60 | 1.0% | 16% |
| 20260720 | $0.85 | $0.45 | 1.1% | 21% |
| 20260716 | $1.48 | $0.32 | 2.0% | 54% |
| 20260715 | $1.02 | $0.33 | 1.7% | 41% |
| 20260714 | $0.68 | $0.53 | 1.5% | 34% |
| 20260713 | $0.95 | $0.30 | 1.8% | 47% |
| 20260710 | $0.90 | $0.38 | 1.7% | 42% |
| 20260709 | $0.70 | $0.40 | 1.9% | 50% |
| 20260708 | $0.93 | $0.45 | 1.5% | 36% |
| 20260707 | $0.93 | $0.38 | 2.2% | 62% |
| 20260706 | $1.05 | $0.33 | 2.0% | 52% |
| 20260702 | $0.65 | $0.35 | 3.2% | 100% |
| 20260701 | $0.88 | $0.35 | 2.9% | 87% |
| 20260630 | $0.70 | $0.38 | 2.3% | 67% |
| 20260629 | $1.60 | $0.30 | 1.9% | 49% |
| 20260626 | $1.27 | $0.47 | 3.0% | 93% |
| 20260625 | $0.70 | $0.55 | 2.3% | 64% |
| 20260624 | $0.62 | $0.45 | 1.7% | 44% |
| 20260623 | $0.65 | $0.30 | 1.3% | 29% |
| 20260622 | $0.68 | $0.33 | 1.5% | 35% |
| 20260618 | $0.62 | $0.35 | 1.5% | 37% |
| 20260617 | $0.65 | $0.35 | 1.7% | 42% |
| 20260616 | $0.65 | $0.38 | 1.4% | 31% |
| 20260615 | $0.60 | $0.30 | 1.7% | 42% |
| 20260613 | $0.65 | $0.28 | 2.5% | 74% |
| 20260612 | $0.65 | $0.28 | 2.6% | 76% |
| 20260611 | $0.75 | $0.38 | 2.2% | 61% |
| 20260610 | $0.82 | $0.40 | 1.9% | 50% |
| 20260609 | $0.62 | $0.50 | 1.1% | 22% |
| 20260608 | $0.72 | $0.25 | 1.6% | 38% |
| 20260605 | $0.80 | $0.40 | 2.6% | 78% |
| 20260604 | $2.35 | $0.38 | 1.8% | 48% |
| 20260603 | $0.60 | $0.30 | 2.2% | 62% |
| 20260602 | $0.60 | $0.43 | 3.2% | 100% |
| 20260601 | $0.75 | $0.40 | 1.8% | 64% |
| 20260529 | $0.72 | $0.30 | 1.9% | 66% |
| 20260528 | $0.70 | $0.28 | 1.6% | 52% |
| 20260527 | $0.72 | $0.33 | 2.5% | 95% |
| 20260526 | $0.75 | $0.40 | 1.2% | 32% |
| 20260522 | $0.62 | $0.28 | 1.2% | 30% |
| 20260521 | $0.62 | $0.30 | 0.6% | 1% |
| 20260520 | $0.65 | $0.35 | 0.7% | 8% |
| 20260519 | $0.65 | $0.38 | 1.1% | 26% |
| 20260518 | $0.65 | $0.28 | 1.1% | 27% |
| 20260515 | $0.85 | $0.23 | 1.2% | 31% |
| 20260514 | $0.82 | $0.35 | 1.0% | 24% |
| 20260513 | $1.00 | $0.43 | 2.0% | 70% |