BHLB · Expected Move

Berkshire Hills Bancorp, Inc.

The expected move for BHLB 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).

BHLB straddle price & implied vol

60 sessions

Bars: 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 BHLB Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BHLB'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.
BHLB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260320 $0.00 $0.00 — —
20260319 $0.00 $0.00 — —
20260318 $0.00 $0.00 — —
20260317 $0.00 $0.00 — —
20260316 $0.00 $0.00 — —
20260313 $0.00 $0.00 169.8% 100%
20260312 $0.00 $0.00 157.7% 100%
20260311 $0.00 $0.00 148.9% 100%
20260310 $0.00 $0.00 141.4% 100%
20260309 $0.00 $0.00 134.9% 100%
20260308 $0.00 $0.00 — —
20260306 $0.00 $0.00 120.0% 100%
20260305 $0.00 $0.00 116.0% 100%
20260304 $0.00 $0.00 112.3% 100%
20260303 $0.00 $0.00 109.0% 100%
20250902 $0.00 $0.00 42.1% 23%
20250829 $2.67 $2.67 37.6% 15%
20250828 $2.65 $2.65 50.4% 37%
20250827 $2.92 $2.92 35.8% 12%
20250826 $2.75 $2.75 43.2% 25%
20250825 $2.85 $2.85 51.2% 39%
20250822 $5.00 $5.00 78.9% 83%
20250821 $5.10 $5.10 58.5% 49%
20250820 $5.00 $5.00 61.0% 53%
20250819 $5.00 $5.00 55.5% 44%
20250818 $5.15 $5.15 86.5% 89%
20250815 $5.22 $3.95 62.5% 52%
20250814 $5.15 $4.15 59.0% 46%
20250813 $5.05 $4.30 67.6% 60%
20250812 $3.85 $4.10 43.0% 22%
20250811 $5.15 $4.35 45.1% 25%
20250808 $5.15 $4.50 46.2% 27%
20250807 $4.28 $3.28 45.5% 26%
20250806 $4.33 $3.23 51.2% 34%
20250805 $5.17 $4.45 44.6% 24%
20250804 $5.20 $4.60 45.5% 26%
20250801 $4.60 $4.60 43.2% 22%
20250731 $4.75 $4.75 41.7% 20%
20250730 $4.70 $4.70 56.6% 43%
20250729 $4.75 $4.75 44.8% 24%
20250728 $4.80 $4.80 53.6% 38%
20250725 $4.80 $4.80 61.1% 50%
20250724 $4.75 $4.75 67.0% 59%
20250723 $5.05 $5.05 84.7% 86%
20250722 $5.05 $5.05 78.8% 77%
20250721 $5.05 $5.05 81.0% 80%
20250718 $5.05 $2.82 86.7% 89%
20250717 $5.05 $4.62 65.3% 56%
20250716 $3.08 $4.05 42.3% 21%
20250715 $4.65 $4.15 40.4% 18%
20250714 $4.65 $4.80 32.3% 5%
20250711 $4.75 $4.40 33.7% 8%
20250710 $4.75 $4.40 42.9% 22%
20250709 $4.78 $5.00 43.1% 24%
20250708 $4.75 $5.00 31.9% 7%
20250707 $4.75 $5.28 49.7% 34%
20250703 $4.95 $5.30 46.8% 30%
20250702 $5.00 $5.00 36.1% 13%
20250701 $5.00 $5.00 42.0% 22%
20250630 $5.00 $5.00 30.4% 5%

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.