BKLC · Expected Move
BNY Mellon US Large Cap Core Equity ETF · ETF
The expected move for BKLC 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).
BKLC 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 BKLC Expected Move
30-Day Straddle
$1.52
7-Day Straddle
$1.52
30-Day ATM IV
16.2%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to BKLC'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.
BKLC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.52 | $1.52 | 16.2% | 17% |
| 20261021 | $1.62 | $1.62 | 14.4% | 10% |
| 20261020 | $1.52 | $1.52 | 13.9% | 8% |
| 20261019 | $1.55 | $1.55 | 13.5% | 6% |
| 20261016 | $1.57 | $1.07 | 13.3% | 5% |
| 20261015 | $1.62 | $1.35 | 15.4% | 14% |
| 20261014 | $1.77 | $1.43 | 16.1% | 16% |
| 20261013 | $1.62 | $1.02 | 15.3% | 13% |
| 20261012 | $1.62 | $1.07 | 15.1% | 13% |
| 20261009 | $1.65 | $1.05 | 22.5% | 41% |
| 20261008 | $3.70 | $1.15 | 20.7% | 34% |
| 20261007 | $1.70 | $1.12 | 23.3% | 44% |
| 20261006 | $1.73 | $1.15 | 23.2% | 44% |
| 20261005 | $1.82 | $1.20 | 24.8% | 50% |
| 20261002 | $1.38 | $1.38 | 20.6% | 33% |
| 20261001 | $1.35 | $1.35 | 18.4% | 25% |
| 20260930 | $1.55 | $1.55 | 20.9% | 35% |
| 20260929 | $1.45 | $1.45 | 19.9% | 31% |
| 20260928 | $1.60 | $1.60 | 20.9% | 35% |
| 20260925 | $1.48 | $1.48 | 29.3% | 67% |
| 20260924 | $1.65 | $1.65 | 22.7% | 42% |
| 20260923 | $1.40 | $1.40 | 22.6% | 41% |
| 20260922 | $1.40 | $1.40 | 26.1% | 55% |
| 20260921 | $1.43 | $1.43 | 11.9% | 0% |
| 20260918 | $1.50 | $5.00 | 14.2% | 5% |
| 20260917 | $1.52 | $0.93 | 14.1% | 5% |
| 20260916 | $1.48 | $1.00 | 15.2% | 9% |
| 20260915 | $1.62 | $1.12 | 29.9% | 68% |
| 20260914 | $1.60 | $1.05 | 26.7% | 55% |
| 20260911 | $1.80 | $1.12 | 24.6% | 47% |
| 20260910 | $1.73 | $1.23 | 27.9% | 60% |
| 20260909 | $1.77 | $1.23 | 25.7% | 52% |
| 20260908 | $1.95 | $1.20 | 23.0% | 41% |
| 20260904 | $1.75 | $1.20 | 19.9% | 28% |
| 20260903 | $1.77 | $1.17 | 18.6% | 23% |
| 20260902 | $1.25 | $1.25 | 22.7% | 39% |
| 20260901 | $1.25 | $1.25 | 26.5% | 55% |
| 20260831 | $1.30 | $1.30 | 21.5% | 34% |
| 20260828 | $1.27 | $1.27 | 18.4% | 22% |
| 20260827 | $1.30 | $1.30 | 17.7% | 19% |
| 20260826 | $1.40 | $1.40 | 19.8% | 28% |
| 20260825 | $1.42 | $1.42 | 17.2% | 17% |
| 20260824 | $1.45 | $1.45 | 24.5% | 46% |
| 20260821 | $1.45 | $5.00 | 24.2% | 45% |
| 20260820 | $1.45 | $0.78 | 23.4% | 42% |
| 20260819 | $1.45 | $0.88 | 27.2% | 57% |
| 20260818 | $1.52 | $1.05 | 26.5% | 55% |
| 20260817 | $1.55 | $0.97 | 25.9% | 52% |
| 20260814 | $1.55 | $1.08 | 17.5% | 18% |
| 20260813 | $1.55 | $1.05 | 16.5% | 15% |
| 20260812 | $1.62 | $1.10 | 26.7% | 55% |
| 20260811 | $1.62 | $1.12 | 28.7% | 64% |
| 20260810 | $2.58 | $1.95 | 37.8% | 100% |
| 20260807 | — | — | 31.9% | 86% |
| 20260806 | $2.65 | $2.05 | 35.1% | 100% |
| 20260805 | $2.02 | $2.02 | 33.7% | 100% |
| 20260804 | $1.83 | $1.83 | 27.0% | 79% |
| 20260803 | $1.92 | $1.92 | 26.3% | 74% |
| 20260731 | $2.08 | $2.08 | 24.9% | 67% |
| 20260730 | $2.20 | $2.20 | 25.9% | 72% |
More on BKLC
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.