BIIB · Expected Move

Biogen Inc. Common Stock

The expected move for BIIB 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).

BIIB 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 BIIB Expected Move
30-Day Straddle
$25.90
7-Day Straddle
$18.15
30-Day ATM IV
43.7%
IV Rank
82%
Implied one-standard-deviation move through the next 30 days. Compare to BIIB'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.
BIIB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261027 $25.90 $18.15 43.7% 82%
20261026 $27.30 $17.30 46.3% 98%
20261023 $25.90 $18.20 46.0% 97%
20261022 $25.15 $16.25 43.5% 81%
20261021 $24.30 $15.65 43.4% 82%
20261020 $23.90 $16.20 42.2% 74%
20261019 $22.45 $7.60 41.0% 67%
20261016 $21.20 $9.80 40.8% 66%
20261015 $21.60 $10.45 40.7% 65%
20261014 $22.50 $10.80 41.8% 71%
20261013 $20.95 $11.35 39.2% 56%
20261012 $21.40 $7.67 39.9% 60%
20261009 $18.55 $7.90 37.7% 47%
20261008 $19.45 $8.57 39.1% 56%
20261007 $19.75 $9.32 38.6% 53%
20261006 $19.50 $8.95 37.4% 46%
20261005 $19.65 $6.10 37.2% 44%
20261002 $17.55 $6.40 36.5% 40%
20261001 $18.90 $8.20 36.8% 42%
20260930 $19.85 $9.62 38.2% 50%
20260929 $20.35 $9.70 37.4% 45%
20260928 $20.85 $6.78 36.8% 42%
20260925 $15.65 $8.03 32.9% 19%
20260924 $15.70 $7.88 31.8% 12%
20260923 $16.25 $8.90 30.8% 6%
20260922 $16.60 $8.50 31.7% 11%
20260921 $16.55 $7.10 31.9% 12%
20260918 $14.90 $7.20 30.9% 6%
20260917 $15.75 $7.60 31.9% 12%
20260916 $16.80 $7.97 32.6% 16%
20260915 $15.90 $8.85 31.5% 10%
20260914 $17.60 $6.72 33.3% 21%
20260911 $15.95 $7.70 33.0% 19%
20260910 $16.15 $8.62 33.3% 21%
20260909 $15.70 $9.28 32.5% 16%
20260908 $16.40 $9.95 32.8% 18%
20260904 $15.60 $5.57 31.7% 11%
20260903 $15.65 $6.55 31.0% 7%
20260902 $16.70 $9.55 32.3% 15%
20260901 $15.80 $9.12 31.4% 9%
20260831 $16.40 $5.85 31.6% 11%
20260828 $14.80 $6.90 30.3% 3%
20260827 $15.95 $8.43 31.1% 7%
20260826 $16.05 $9.93 31.3% 9%
20260825 $16.15 $8.90 31.0% 7%
20260824 $16.10 $6.28 31.2% 8%
20260821 $15.15 $8.00 31.3% 9%
20260820 $16.55 $9.25 32.8% 18%
20260819 $16.15 $8.52 31.4% 9%
20260818 $15.70 $9.85 31.3% 9%
20260817 $16.15 $5.35 32.3% 15%
20260814 $14.60 $7.12 31.6% 11%
20260813 $14.80 $7.83 31.2% 8%
20260812 $15.55 $7.05 32.2% 14%
20260811 $15.35 $9.05 32.1% 14%
20260810 $16.35 $6.53 32.9% 18%
20260807 — — 32.6% 17%
20260806 $17.00 $9.85 36.0% 37%
20260805 $16.95 $8.25 35.5% 34%
20260804 $18.20 $10.68 37.3% 45%

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.