BLCN · Expected Move

Siren ETF Trust Siren NexGen Economy ETF · ETF

The expected move for BLCN 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).

BLCN 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 BLCN Expected Move
30-Day Straddle
$4.80
7-Day Straddle
$4.50
30-Day ATM IV
43.5%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to BLCN'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.
BLCN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260714 $4.80 $4.50 43.5% 17%
20260713 $4.80 $4.65 40.8% 12%
20260710 $3.45 $4.70 86.8% 100%
20260709 $4.80 $4.75 51.1% 58%
20260708 $4.80 $4.80 62.9% 100%
20260707 $4.95 $4.80 60.4% 95%
20260706 $4.80 $4.80 59.1% 90%
20260702 $4.92 $4.92 61.7% 100%
20260701 $2.08 $2.08 55.1% 75%
20260630 $2.20 $2.20 51.3% 61%
20260629 $2.20 $2.20 49.9% 56%
20260626 $2.50 $2.50 53.8% 53%
20260625 $2.12 $2.12 44.4% 27%
20260624 $2.12 $2.12 51.3% 46%
20260623 $3.47 $3.47 44.9% 28%
20260622 $2.75 $2.75 47.1% 34%
20260618 $2.40 $1.23 41.3% 18%
20260617 $2.30 $1.20 41.6% 19%
20260616 $3.05 $2.02 39.2% 12%
20260615 $2.67 $8.43 43.8% 25%
20260613 $2.80 $1.55 — —
20260612 $2.80 $1.55 43.9% 26%
20260611 $3.15 $1.95 41.3% 18%
20260610 $2.83 $1.60 44.3% 27%
20260609 $3.25 $2.15 41.7% 19%
20260608 $4.22 $2.55 47.0% 34%
20260605 $2.85 $1.85 41.9% 20%
20260604 $3.20 $2.10 41.3% 18%
20260603 $2.92 $1.93 38.2% 10%
20260602 $1.95 $1.95 37.9% 9%
20260601 $2.67 $2.67 39.6% 14%
20260529 $2.00 $2.00 36.9% 6%
20260528 $1.95 $1.95 35.7% 3%
20260527 $2.27 $2.27 41.0% 17%
20260526 $2.02 $2.02 42.7% 22%
20260522 $2.25 $2.25 39.2% 12%
20260521 $2.20 $2.20 39.1% 12%
20260520 $2.23 $2.23 35.9% 3%
20260519 $2.25 $2.25 42.6% 22%
20260518 $2.50 $2.50 41.9% 20%
20260515 $2.48 $1.05 48.2% 38%
20260514 $2.38 $1.67 34.8% 1%
20260513 $2.53 $1.35 38.6% 11%
20260512 $2.50 $1.43 37.1% 7%
20260511 $2.77 $1.62 36.0% 4%
20260510 $2.62 $1.57 — —
20260508 $2.62 $1.57 36.3% 5%
20260507 $2.72 $1.65 37.3% 8%
20260506 $2.75 $1.60 44.7% 28%
20260505 $2.60 $2.33 39.4% 14%
20260504 $2.73 $1.88 39.4% 13%
20260502 $2.25 $2.25 — —
20260501 $1.80 $1.80 39.1% 13%
20260430 $2.00 $2.00 39.0% 12%
20260429 $1.90 $1.90 60.7% 72%
20260428 $1.98 $1.98 61.7% 75%
20260427 $2.08 $2.08 44.2% 27%
20260424 $2.10 $2.10 43.1% 24%
20260423 $2.08 $2.08 39.3% 13%
20260422 $2.15 $2.15 42.0% 21%

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.