BK · Expected Move
Bank of New York Mellon Corporation
The expected move for BK 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).
BK 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 BK Expected Move
30-Day Straddle
$8.68
7-Day Straddle
$8.68
30-Day ATM IV
26.6%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to BK'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.
BK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260520 | $8.68 | $8.68 | 26.6% | 30% |
| 20260519 | $8.40 | $8.40 | 26.6% | 30% |
| 20260518 | $8.80 | $8.80 | 26.9% | 31% |
| 20260515 | $8.45 | $1.00 | 25.8% | 27% |
| 20260514 | $8.65 | $1.95 | 25.3% | 25% |
| 20260513 | $8.45 | $2.67 | 25.1% | 25% |
| 20260512 | $8.55 | $3.00 | 25.5% | 26% |
| 20260511 | $9.60 | $3.62 | 26.8% | 31% |
| 20260510 | $8.95 | $3.65 | — | — |
| 20260508 | $8.95 | $3.65 | 25.4% | 26% |
| 20260507 | $9.30 | $3.42 | 25.4% | 26% |
| 20260506 | $9.25 | $4.65 | 25.4% | 26% |
| 20260505 | $9.93 | $5.05 | 25.1% | 25% |
| 20260504 | $9.65 | $5.30 | 25.8% | 27% |
| 20260502 | $5.25 | $5.25 | — | — |
| 20260501 | $5.25 | $5.25 | 25.2% | 25% |
| 20260430 | $5.70 | $5.70 | 25.7% | 27% |
| 20260429 | $6.57 | $6.57 | 26.3% | 29% |
| 20260428 | $6.15 | $6.15 | 26.5% | 30% |
| 20260427 | $6.55 | $6.55 | 27.0% | 32% |
| 20260424 | $6.70 | $6.70 | 25.9% | 27% |
| 20260423 | $7.15 | $7.15 | 26.9% | 31% |
| 20260422 | $7.00 | $7.00 | 25.6% | 26% |
| 20260421 | $7.70 | $7.70 | 26.5% | 30% |
| 20260420 | $6.90 | $6.90 | 24.3% | 22% |
| 20260417 | $6.75 | $0.80 | 22.7% | 16% |
| 20260416 | $7.28 | $2.42 | 24.1% | 21% |
| 20260415 | $8.40 | $5.05 | 27.4% | 33% |
| 20260414 | $7.90 | $4.28 | 26.1% | 28% |
| 20260413 | $8.35 | $4.42 | 26.9% | 31% |
| 20260410 | $9.68 | $6.22 | 30.8% | 45% |
| 20260409 | $9.30 | $5.72 | 29.7% | 41% |
| 20260408 | $9.25 | $5.65 | 28.0% | 35% |
| 20260407 | $10.85 | $6.55 | 34.3% | 58% |
| 20260406 | $10.00 | $6.85 | 31.8% | 49% |
| 20260402 | $10.40 | $8.10 | 31.7% | 48% |
| 20260401 | $7.65 | $7.65 | 32.6% | 52% |
| 20260331 | $7.65 | $7.65 | 33.8% | 56% |
| 20260330 | $8.05 | $8.05 | 36.4% | 65% |
| 20260327 | $8.60 | $8.60 | 38.1% | 71% |
| 20260326 | $8.85 | $8.85 | 35.8% | 63% |
| 20260325 | $8.23 | $8.23 | 33.3% | 54% |
| 20260324 | $8.65 | $8.65 | 33.9% | 56% |
| 20260323 | $8.80 | $8.80 | 34.0% | 57% |
| 20260320 | $8.85 | $1.23 | 34.8% | 60% |
| 20260319 | $8.90 | $3.05 | 34.5% | 58% |
| 20260318 | $9.10 | $2.45 | 35.0% | 60% |
| 20260317 | $9.15 | $3.25 | 32.8% | 52% |
| 20260316 | $9.20 | $3.83 | 33.5% | 55% |
| 20260313 | $10.35 | $4.53 | 35.3% | 61% |
| 20260312 | $10.90 | $5.38 | 35.5% | 62% |
| 20260311 | $9.95 | $5.58 | 32.9% | 53% |
| 20260310 | $11.15 | $5.38 | 36.7% | 66% |
| 20260309 | $10.55 | $5.15 | 35.0% | 60% |
| 20260308 | $11.45 | $5.95 | — | — |
| 20260306 | $11.35 | $5.85 | 35.9% | 64% |
| 20260305 | $11.85 | $6.57 | 34.4% | 58% |
| 20260304 | $5.92 | $5.92 | 32.8% | 52% |
| 20260303 | $6.35 | $6.35 | 34.1% | 57% |
| 20260302 | $15.30 | $15.30 | 46.0% | 100% |
More on BK
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.