BLCO · Expected Move
Bausch + Lomb Corporation
The expected move for BLCO 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).
BLCO straddle price & implied vol
59 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 BLCO Expected Move
30-Day Straddle
$1.77
7-Day Straddle
$1.77
30-Day ATM IV
46.7%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to BLCO'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.
BLCO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.77 | $1.77 | 46.7% | 27% |
| 20261022 | $1.93 | $1.93 | 47.9% | 29% |
| 20261021 | $2.02 | $2.02 | 51.3% | 37% |
| 20261020 | $1.90 | $1.90 | 43.4% | 19% |
| 20261019 | $1.90 | $1.90 | 52.3% | 40% |
| 20261016 | $1.97 | $2.70 | 43.4% | 17% |
| 20261015 | $2.50 | $1.38 | 56.0% | 44% |
| 20261014 | $2.05 | $1.30 | 50.7% | 33% |
| 20261013 | $1.92 | $1.12 | 47.4% | 26% |
| 20261012 | $1.90 | $1.15 | 45.4% | 21% |
| 20261009 | $2.23 | $1.33 | 49.7% | 31% |
| 20261008 | $2.17 | $1.38 | 48.7% | 28% |
| 20261007 | $3.60 | $2.08 | 68.3% | 71% |
| 20261006 | $2.08 | $1.23 | 44.0% | 18% |
| 20261005 | $2.08 | $1.38 | 42.7% | 19% |
| 20261002 | $1.32 | $1.32 | 46.1% | 26% |
| 20261001 | $1.23 | $1.23 | 57.6% | 50% |
| 20260930 | $1.17 | $1.17 | 40.8% | 15% |
| 20260929 | $1.38 | $1.38 | 44.4% | 23% |
| 20260928 | $1.52 | $1.52 | 71.9% | 80% |
| 20260925 | $1.48 | $1.48 | 42.6% | 19% |
| 20260924 | $1.40 | $1.40 | 43.5% | 21% |
| 20260923 | $1.48 | $1.48 | 43.5% | 21% |
| 20260922 | $1.48 | $1.48 | 41.9% | 18% |
| 20260921 | $1.65 | $1.65 | 43.2% | 20% |
| 20260918 | $1.55 | $0.47 | 46.0% | 22% |
| 20260917 | $1.40 | $1.10 | 40.2% | 12% |
| 20260916 | $2.02 | $0.90 | 70.2% | 64% |
| 20260915 | $1.80 | $0.95 | 47.8% | 25% |
| 20260914 | $1.75 | $1.12 | 41.4% | 14% |
| 20260911 | $3.57 | $1.25 | 55.8% | 39% |
| 20260910 | $1.70 | $2.75 | 44.4% | 19% |
| 20260909 | $1.75 | $1.32 | 40.3% | 12% |
| 20260908 | $1.75 | $0.95 | 46.2% | 22% |
| 20260904 | $3.17 | $3.10 | — | — |
| 20260903 | $2.40 | $0.95 | 46.2% | 22% |
| 20260902 | $0.98 | $0.98 | 43.8% | 18% |
| 20260901 | $1.07 | $1.07 | 52.3% | 33% |
| 20260831 | $1.12 | $1.12 | 45.7% | 21% |
| 20260828 | $1.18 | $1.18 | 39.5% | 11% |
| 20260827 | $1.12 | $1.12 | 35.5% | 4% |
| 20260826 | $1.15 | $1.15 | 44.8% | 20% |
| 20260825 | $1.23 | $1.23 | 49.4% | 28% |
| 20260824 | $1.60 | $1.60 | 57.0% | 41% |
| 20260821 | $2.83 | $0.70 | 70.4% | 65% |
| 20260820 | $1.57 | $0.78 | 42.4% | 16% |
| 20260819 | $1.88 | $1.12 | 48.0% | 25% |
| 20260818 | $2.02 | $1.07 | 51.1% | 31% |
| 20260817 | $1.93 | $0.90 | 48.2% | 26% |
| 20260814 | $1.90 | $1.08 | 47.6% | 25% |
| 20260813 | $2.08 | $1.40 | 50.3% | 30% |
| 20260812 | $1.95 | $1.35 | 46.9% | 24% |
| 20260811 | $2.20 | $1.60 | 52.6% | 34% |
| 20260810 | $2.12 | $1.50 | 49.7% | 28% |
| 20260806 | $2.53 | $1.40 | 61.9% | 50% |
| 20260805 | $1.45 | $1.45 | 43.2% | 17% |
| 20260804 | $1.32 | $1.32 | 45.8% | 22% |
| 20260803 | $1.38 | $1.38 | 42.4% | 16% |
| 20260731 | $1.48 | $1.48 | — | — |
More on BLCO
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.