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
$0.68
7-Day Straddle
$0.33
Avg IV
1.5%
IV Rank
35%
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 |
|---|---|---|---|---|
| 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% |
| 20260512 | $1.62 | $0.42 | 2.1% | 77% |
| 20260511 | $1.62 | $0.28 | 2.5% | 100% |
| 20260510 | $1.00 | $0.38 | 2.2% | 88% |
| 20260508 | $0.60 | $0.38 | 2.2% | 87% |
| 20260507 | $0.68 | $0.40 | 2.1% | 85% |
| 20260506 | $0.65 | $0.42 | 2.3% | 94% |
| 20260505 | $0.65 | $0.47 | 1.7% | 60% |
| 20260504 | $0.88 | $0.25 | 1.8% | 67% |
| 20260502 | $0.57 | $0.35 | 1.2% | 34% |
| 20260501 | $0.57 | $0.35 | 1.2% | 34% |
| 20260430 | $0.65 | $0.42 | 2.0% | 80% |
| 20260429 | $0.77 | $0.57 | 1.3% | 38% |
| 20260428 | $0.75 | $0.57 | 0.6% | 0% |
| 20260427 | $0.80 | $0.47 | 0.8% | 8% |
| 20260424 | $0.70 | $0.53 | 1.1% | 25% |
| 20260423 | $0.82 | $0.50 | 1.3% | 37% |
| 20260422 | $0.80 | $0.60 | 1.6% | 52% |
| 20260421 | $0.80 | $0.57 | 2.0% | 74% |
| 20260420 | $0.80 | $0.20 | 1.1% | 24% |
| 20260417 | $0.73 | $0.30 | 0.7% | 0% |
| 20260416 | $0.77 | $0.33 | 0.8% | 5% |
| 20260415 | $0.73 | $0.52 | 1.0% | 16% |
| 20260414 | $0.70 | $0.40 | 1.2% | 28% |
| 20260413 | $0.78 | $0.40 | 0.8% | 5% |
| 20260410 | $0.95 | $0.30 | 1.4% | 40% |
| 20260409 | $0.77 | $0.33 | 2.2% | 89% |
| 20260408 | $0.80 | $0.33 | 1.4% | 44% |
| 20260407 | $0.75 | $0.45 | 1.7% | 59% |
| 20260406 | $0.77 | $0.28 | 1.6% | 51% |
| 20260402 | $0.90 | $0.45 | 2.0% | 75% |
| 20260401 | $0.78 | $0.35 | 1.6% | 53% |
| 20260331 | $0.82 | $0.35 | 0.9% | 10% |