BKLN · Expected Move

Invesco Senior Loan ETF · ETF

The expected move for BKLN 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).

BKLN 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 BKLN Expected Move
30-Day Straddle
$1.00
7-Day Straddle
$0.50
30-Day ATM IV
19.0%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to BKLN'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.
BKLN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $1.00 $0.50 19.0% 51%
20261015 $0.68 $0.50 8.6% 0%
20261014 $0.68 $0.55 — —
20261013 $0.58 $0.62 — —
20261012 $0.75 $0.62 9.9% 6%
20261009 $0.65 $1.38 13.2% 23%
20261008 $0.68 $0.55 — —
20261007 $0.85 $0.67 12.7% 20%
20261006 $0.62 $0.67 11.7% 15%
20261005 $0.53 $0.55 18.4% 48%
20261002 $0.55 $0.42 14.7% 30%
20261001 $0.57 $0.97 10.4% 9%
20260930 $10.53 $0.15 — —
20260929 $0.92 $0.95 26.9% 90%
20260928 $0.97 $0.55 18.2% 47%
20260925 $0.38 $0.42 12.7% 20%
20260924 $0.40 $7.58 18.6% 49%
20260923 $0.55 $0.42 18.0% 46%
20260922 $0.43 $0.42 12.3% 18%
20260921 $0.60 $0.80 — —
20260918 $1.40 $0.30 12.9% 21%
20260917 $1.32 $7.67 11.4% 14%
20260916 $0.48 $0.30 18.7% 50%
20260915 $0.50 $7.62 — —
20260914 $0.53 $8.38 12.8% 21%
20260911 $0.93 $3.45 14.9% 31%
20260910 $0.58 $1.25 23.3% 56%
20260909 $1.00 $1.75 14.3% 22%
20260908 $7.88 $1.25 11.4% 11%
20260904 $1.75 $1.00 10.1% 6%
20260903 $1.00 $1.75 18.6% 38%
20260902 $15.00 $7.62 10.1% 6%
20260901 $15.00 $7.62 20.4% 45%
20260831 $7.62 $7.67 12.7% 16%
20260828 $0.30 $8.12 10.6% 8%
20260827 $7.62 $15.00 10.3% 6%
20260826 $0.72 $15.00 10.7% 8%
20260825 $15.00 $0.50 20.8% 47%
20260824 $7.88 $1.25 10.1% 6%
20260821 $0.55 $8.12 21.0% 48%
20260820 $1.32 $7.62 26.4% 68%
20260819 $1.35 $7.62 27.4% 72%
20260818 $8.12 $7.60 22.3% 53%
20260817 $8.03 $8.00 23.1% 55%
20260814 $0.75 $15.00 26.4% 68%
20260813 $7.88 $8.38 27.6% 73%
20260812 $8.38 $7.88 28.3% 76%
20260811 $0.75 $7.88 27.4% 72%
20260810 $15.00 $1.00 26.3% 68%
20260807 — — 21.8% 51%
20260806 $1.38 $10.38 20.1% 44%
20260805 $0.75 $0.55 23.7% 58%
20260804 $8.38 $1.35 14.7% 23%
20260803 $15.00 $0.33 14.7% 23%
20260731 $7.88 $0.75 17.8% 35%
20260730 $15.00 $7.75 10.9% 9%
20260729 $1.25 $0.75 13.5% 19%
20260728 $0.75 $1.35 13.6% 19%
20260727 $15.00 $7.88 14.5% 23%
20260724 $0.75 $7.88 15.2% 25%

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.