BJ · Expected Move
BJs Wholesale Club Holdings, Inc. Common Stock
The expected move for BJ 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).
BJ 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 BJ Expected Move
30-Day Straddle
$8.97
7-Day Straddle
$2.88
30-Day ATM IV
34.0%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to BJ'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.
BJ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.97 | $2.88 | 34.0% | 55% |
| 20261015 | $8.45 | $2.17 | 32.8% | 47% |
| 20261014 | $9.30 | $2.73 | 34.2% | 56% |
| 20261013 | $8.60 | $2.38 | 33.5% | 52% |
| 20261012 | $8.90 | $3.00 | 34.3% | 56% |
| 20261009 | $8.25 | $3.42 | 30.8% | 35% |
| 20261008 | $8.60 | $3.35 | 31.8% | 41% |
| 20261007 | $9.30 | $3.95 | 34.6% | 59% |
| 20261006 | $8.50 | $3.92 | 31.4% | 39% |
| 20261005 | $9.50 | $3.90 | 34.6% | 59% |
| 20261002 | $4.25 | $4.25 | 32.7% | 47% |
| 20261001 | $4.67 | $4.67 | 34.1% | 56% |
| 20260930 | $4.78 | $4.78 | 30.4% | 32% |
| 20260929 | $4.65 | $4.65 | 31.4% | 37% |
| 20260928 | $5.03 | $5.03 | 30.1% | 29% |
| 20260925 | $4.92 | $4.92 | 30.0% | 29% |
| 20260924 | $4.90 | $4.90 | 29.2% | 24% |
| 20260923 | $4.95 | $4.95 | 28.8% | 22% |
| 20260922 | $4.80 | $4.80 | 28.6% | 20% |
| 20260921 | $5.68 | $5.68 | 27.9% | 16% |
| 20260918 | $6.07 | $2.88 | 28.0% | 17% |
| 20260917 | $5.62 | $2.40 | 26.7% | 9% |
| 20260916 | $6.30 | $2.38 | 27.7% | 15% |
| 20260915 | $6.00 | $2.28 | 27.2% | 12% |
| 20260914 | $6.20 | $2.78 | 27.7% | 15% |
| 20260911 | $7.25 | $3.85 | 30.8% | 33% |
| 20260910 | $6.35 | $3.00 | 29.1% | 23% |
| 20260909 | $6.70 | $3.23 | 29.2% | 24% |
| 20260908 | $6.57 | $3.55 | 28.6% | 20% |
| 20260904 | $6.85 | $4.08 | 27.4% | 13% |
| 20260903 | $7.57 | $4.55 | 28.0% | 17% |
| 20260902 | $5.22 | $5.22 | 28.5% | 20% |
| 20260901 | $4.55 | $4.55 | 28.4% | 19% |
| 20260831 | $4.75 | $4.75 | 27.6% | 14% |
| 20260828 | $4.90 | $4.90 | 27.9% | 16% |
| 20260827 | $4.90 | $4.90 | 27.5% | 14% |
| 20260826 | $5.22 | $5.22 | 27.7% | 15% |
| 20260825 | $5.05 | $5.05 | 27.0% | 11% |
| 20260824 | $6.20 | $6.20 | 28.1% | 17% |
| 20260821 | $5.45 | $1.78 | 26.1% | 5% |
| 20260820 | $8.35 | $5.95 | 39.8% | 87% |
| 20260819 | $9.05 | $6.20 | 39.8% | 87% |
| 20260818 | $7.97 | $6.07 | 35.3% | 60% |
| 20260817 | $7.90 | $5.45 | 35.1% | 59% |
| 20260814 | $8.45 | $5.93 | 37.0% | 71% |
| 20260813 | $8.75 | $6.55 | 37.8% | 76% |
| 20260812 | $8.77 | $6.80 | 38.6% | 80% |
| 20260811 | $8.45 | $6.85 | 37.0% | 71% |
| 20260810 | $9.00 | $6.47 | 37.6% | 74% |
| 20260807 | — | — | 36.7% | 69% |
| 20260806 | $10.70 | $7.67 | 39.8% | 87% |
| 20260805 | $7.30 | $7.30 | 38.2% | 78% |
| 20260804 | $7.45 | $7.45 | 39.6% | 86% |
| 20260803 | $8.05 | $8.05 | 39.7% | 87% |
| 20260731 | $7.95 | $7.95 | 38.8% | 81% |
| 20260730 | $8.25 | $8.25 | 39.6% | 86% |
| 20260729 | $8.15 | $8.15 | 39.6% | 86% |
| 20260728 | $7.75 | $7.75 | 37.2% | 72% |
| 20260727 | $8.40 | $8.40 | 41.2% | 96% |
| 20260724 | $8.20 | $8.20 | 37.7% | 75% |
More on BJ
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.