BLFY · Expected Move

Blue Foundry Bancorp Common Stock

The expected move for BLFY 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).

BLFY 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 BLFY Expected Move
30-Day Straddle
$1.12
7-Day Straddle
$1.12
30-Day ATM IV
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IV Rank
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Implied one-standard-deviation move through the next 30 days. Compare to BLFY'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.
BLFY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20260331 $1.12 $1.12 — —
20260330 $0.88 $0.88 43.1% 19%
20260327 $1.12 $1.12 53.9% 29%
20260326 $1.10 $1.10 44.5% 20%
20260325 $1.03 $1.03 45.3% 21%
20260324 $1.00 $1.00 32.3% 8%
20260323 $0.97 $0.97 49.0% 25%
20260320 $0.95 $0.75 39.5% 15%
20260319 $1.12 $0.78 42.3% 18%
20260318 $0.90 $0.78 38.5% 14%
20260317 $0.98 $0.88 — —
20260316 $1.05 $0.93 39.8% 16%
20260313 $1.02 $0.80 40.3% 16%
20260312 $1.17 $0.90 72.1% 47%
20260311 $1.70 $1.02 49.3% 25%
20260310 $1.32 $2.83 59.4% 35%
20260309 $1.23 $2.70 126.6% 100%
20260308 $2.97 $1.12 — —
20260306 $2.97 $1.12 68.3% 58%
20260305 $1.50 $1.38 78.2% 70%
20260304 $3.08 $3.08 — —
20260303 $3.50 $3.50 49.8% 34%
20260302 $15.00 $15.00 80.8% 73%
20260227 $1.75 $1.75 64.1% 52%
20260226 $1.48 $1.48 51.4% 36%
20260225 $2.77 $2.77 41.6% 23%
20260224 $1.73 $1.73 59.5% 46%
20260223 $3.68 $3.68 41.9% 24%
20260221 $2.90 $2.90 — —
20260220 $2.90 $2.02 — —
20260219 $2.50 $2.67 — —
20260218 $1.12 $2.67 50.7% 35%
20260217 $1.88 $2.80 — —
20260213 $2.55 $4.40 68.2% 57%
20260212 $1.15 $2.27 60.2% 47%
20260211 $2.50 $3.55 80.8% 74%
20260210 $2.23 $2.90 53.2% 38%
20260209 $1.07 $2.88 27.8% 5%
20260206 $1.02 $1.10 65.6% 54%
20260205 $1.45 $1.10 36.6% 17%
20260204 $1.12 $1.12 85.8% 80%
20260203 $3.17 $3.17 49.6% 18%
20260202 $1.90 $1.90 89.8% 46%
20260130 $1.27 $1.27 54.7% 21%
20260129 $3.00 $3.00 — —
20260128 $4.80 $4.80 39.3% 11%
20260127 $1.25 $1.25 49.4% 18%
20260126 $1.52 $1.52 53.0% 20%
20260123 $1.32 $1.32 47.9% 17%
20260122 $1.88 $1.88 68.1% 31%
20260121 $2.80 $2.80 — —
20260120 $1.20 $1.20 55.2% 22%
20260116 $2.48 $0.75 — —
20260115 $2.90 $1.83 30.1% 4%
20260114 $1.00 $0.68 34.3% 7%
20260113 $2.45 $0.75 — —
20260112 $1.02 $0.75 35.4% 8%
20260109 $1.25 $0.85 39.5% 11%
20260108 $2.52 $9.15 41.3% 12%
20260107 $4.10 $3.15 34.6% 8%

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.