BLK · Expected Move
Blackrock, Inc.
The expected move for BLK 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).
BLK 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 BLK Expected Move
30-Day Straddle
$76.70
7-Day Straddle
$30.55
30-Day ATM IV
32.6%
IV Rank
85%
Implied one-standard-deviation move through the next 30 days. Compare to BLK'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.
BLK Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $76.70 | $30.55 | 32.6% | 85% |
| 20261001 | $78.70 | $34.95 | 32.7% | 85% |
| 20260930 | $77.65 | $37.10 | 32.1% | 80% |
| 20260929 | $81.55 | $43.75 | 33.1% | 89% |
| 20260928 | $82.00 | $29.70 | 33.4% | 91% |
| 20260925 | $77.45 | $34.65 | 32.0% | 79% |
| 20260924 | $73.10 | $36.65 | 30.1% | 63% |
| 20260923 | $72.65 | $36.10 | 30.1% | 63% |
| 20260922 | $74.35 | $41.40 | 30.1% | 63% |
| 20260921 | $77.50 | $27.50 | 30.4% | 66% |
| 20260918 | $70.20 | $32.15 | 29.6% | 59% |
| 20260917 | $69.50 | $32.35 | 29.0% | 53% |
| 20260916 | $80.15 | $42.05 | 32.9% | 87% |
| 20260915 | $72.10 | $39.90 | 29.2% | 56% |
| 20260914 | $73.85 | $27.35 | 28.8% | 52% |
| 20260911 | $60.80 | $29.15 | 26.5% | 33% |
| 20260910 | $63.20 | $33.60 | 26.8% | 35% |
| 20260909 | $64.65 | $36.55 | 26.4% | 31% |
| 20260908 | $66.45 | $39.35 | 26.0% | 28% |
| 20260904 | $58.85 | $27.05 | 24.2% | 13% |
| 20260903 | $62.70 | $31.80 | 24.6% | 16% |
| 20260902 | $62.40 | $32.25 | 24.6% | 16% |
| 20260901 | $64.40 | $36.30 | 24.5% | 15% |
| 20260831 | $65.05 | $24.85 | 23.6% | 7% |
| 20260828 | $58.15 | $29.45 | 22.9% | 2% |
| 20260827 | $59.85 | $32.55 | 22.8% | 0% |
| 20260826 | $61.55 | $35.10 | 22.9% | 2% |
| 20260825 | $62.55 | $37.15 | 22.8% | 1% |
| 20260824 | $64.00 | $24.30 | 23.1% | 3% |
| 20260821 | $59.05 | $29.10 | 23.0% | 3% |
| 20260820 | $59.90 | $34.60 | 23.5% | 7% |
| 20260819 | $63.60 | $36.75 | 24.0% | 11% |
| 20260818 | $63.45 | $37.15 | 23.3% | 5% |
| 20260817 | $63.05 | $23.55 | 23.0% | 3% |
| 20260814 | $58.50 | $27.30 | 22.7% | 0% |
| 20260813 | $61.90 | $31.30 | 23.3% | 2% |
| 20260812 | $60.65 | $32.35 | 23.0% | 0% |
| 20260811 | $65.55 | $35.35 | 24.6% | 1% |
| 20260810 | $67.35 | $25.30 | 25.4% | 7% |
| 20260807 | — | — | 24.4% | 0% |
| 20260806 | $67.90 | $37.30 | 26.7% | 5% |
| 20260805 | $70.05 | $38.85 | 27.2% | 8% |
| 20260804 | $71.70 | $41.75 | 27.4% | 9% |
| 20260803 | $71.20 | $28.65 | 27.2% | 8% |
| 20260731 | $61.00 | $33.05 | 25.9% | 0% |
| 20260730 | $66.40 | $38.05 | 27.1% | 4% |
| 20260729 | $71.55 | $44.35 | 29.0% | 16% |
| 20260728 | $70.90 | $44.50 | 27.9% | 9% |
| 20260727 | $71.00 | $27.85 | 28.4% | 12% |
| 20260724 | $64.95 | $33.85 | 28.0% | 10% |
| 20260723 | $66.65 | $35.80 | 28.7% | 14% |
| 20260722 | $67.85 | $39.65 | 28.3% | 11% |
| 20260721 | $68.40 | $41.40 | 28.4% | 12% |
| 20260720 | $69.05 | $29.65 | 27.8% | 8% |
| 20260716 | $68.60 | $38.10 | 27.9% | 9% |
| 20260715 | $73.90 | $43.25 | 29.5% | 18% |
| 20260714 | $78.60 | $55.10 | 33.4% | 42% |
| 20260713 | $80.05 | $46.15 | 33.3% | 42% |
| 20260710 | $76.35 | $53.40 | 33.1% | 40% |
| 20260709 | $79.00 | $53.10 | 34.4% | 49% |
More on BLK
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.