BLUE · Expected Move
bluebird bio, Inc. Common Stock
The expected move for BLUE 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).
BLUE 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 BLUE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
323.6%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to BLUE'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.
BLUE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250603 | $0.00 | $0.00 | 323.6% | 37% |
| 20250530 | $2.48 | $2.48 | — | — |
| 20250529 | $1.95 | $1.95 | — | — |
| 20250528 | $2.23 | $2.23 | — | — |
| 20250527 | $2.38 | $2.38 | — | — |
| 20250523 | $2.20 | $2.20 | — | — |
| 20250522 | $1.90 | $1.90 | — | — |
| 20250521 | $1.92 | $1.92 | — | — |
| 20250520 | $2.15 | $2.15 | 280.6% | 31% |
| 20250519 | $6.90 | $6.90 | — | — |
| 20250516 | $2.27 | $5.03 | — | — |
| 20250515 | $7.03 | $15.00 | — | — |
| 20250514 | $1.88 | $0.15 | — | — |
| 20250513 | $4.85 | $2.58 | 761.9% | 100% |
| 20250512 | $3.05 | $0.40 | — | — |
| 20250509 | $3.72 | $0.55 | 150.6% | 17% |
| 20250508 | $3.30 | $1.30 | — | — |
| 20250507 | $2.88 | $1.27 | 298.5% | 46% |
| 20250506 | $2.90 | $0.73 | — | — |
| 20250505 | $2.88 | $0.40 | 145.0% | 16% |
| 20250502 | $0.52 | $0.52 | 163.5% | 19% |
| 20250501 | $0.47 | $0.47 | 169.1% | 20% |
| 20250430 | $2.80 | $2.80 | — | — |
| 20250429 | $2.82 | $2.82 | — | — |
| 20250428 | $2.67 | $2.67 | — | — |
| 20250425 | $2.90 | $2.90 | — | — |
| 20250424 | $0.62 | $0.62 | 149.5% | 17% |
| 20250423 | $0.65 | $0.65 | 99.9% | 7% |
| 20250422 | $0.00 | $0.00 | 287.8% | 44% |
| 20250421 | $0.98 | $0.98 | 156.7% | 18% |
| 20250417 | $0.60 | $0.75 | 85.9% | 4% |
| 20250415 | $2.92 | $1.25 | 127.4% | 12% |
| 20250414 | $2.33 | $2.68 | 215.6% | 30% |
| 20250411 | $1.90 | $1.45 | 181.5% | 23% |
| 20250410 | $1.45 | $1.18 | 231.9% | 33% |
| 20250409 | $1.50 | $2.92 | 325.5% | 51% |
| 20250408 | $7.57 | $3.05 | 571.5% | 100% |
| 20250407 | $3.57 | $0.70 | 262.7% | 43% |
| 20250404 | $7.97 | $5.60 | — | — |
| 20250403 | $5.77 | $0.90 | 109.5% | 10% |
| 20250402 | $1.50 | $0.80 | 155.5% | 20% |
| 20250401 | $0.95 | $0.95 | 119.5% | 12% |
| 20250331 | $1.12 | $1.12 | 128.8% | 14% |
| 20250328 | $3.38 | $3.38 | — | — |
| 20250327 | $3.35 | $3.35 | 131.6% | 15% |
| 20250326 | $2.98 | $2.98 | 110.4% | 10% |
| 20250325 | $1.23 | $1.23 | — | — |
| 20250324 | $1.45 | $1.45 | 181.7% | 26% |
| 20250321 | $2.95 | $0.42 | 160.5% | 21% |
| 20250320 | $0.88 | $0.78 | 116.2% | 11% |
| 20250319 | $4.97 | $0.80 | 303.6% | 52% |
| 20250318 | $0.93 | $3.50 | — | — |
| 20250317 | $3.17 | $0.42 | — | — |
| 20250314 | $1.10 | $2.80 | 262.9% | 43% |
| 20250313 | $2.75 | $1.50 | 252.0% | 41% |
| 20250312 | $5.32 | $0.45 | 519.9% | 100% |
| 20250311 | $1.02 | $0.35 | 90.8% | 7% |
| 20250310 | $3.12 | $0.60 | 327.8% | 68% |
| 20250307 | $3.17 | $0.23 | 452.8% | 100% |
| 20250305 | $2.77 | $0.70 | 143.1% | 41% |
More on BLUE
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.