BLUE (bluebird bio, Inc. Common Stock)

Expected Move & Straddle Price History

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).

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.

Current BLUE Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
5.5%
IV Rank
80%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20250603 $0.00 $0.00 5.5% 80%
20250530 $2.48 $2.48 4.9% 68%
20250529 $1.95 $1.95 4.8% 66%
20250528 $2.23 $2.23 4.9% 69%
20250527 $2.38 $2.38 4.8% 66%
20250523 $2.20 $2.20 4.4% 58%
20250522 $1.90 $1.90 4.4% 59%
20250521 $1.92 $1.92 4.0% 49%
20250520 $2.15 $2.15 4.2% 54%
20250519 $6.90 $6.90 3.8% 45%
20250516 $2.27 $5.03 4.0% 50%
20250515 $7.03 $15.00 4.2% 16%
20250514 $1.88 $0.15 3.4% 11%
20250513 $4.85 $2.58 4.3% 17%
20250512 $3.05 $0.40 4.1% 16%
20250509 $3.72 $0.55 4.7% 19%
20250508 $3.30 $1.30 4.1% 16%
20250507 $2.88 $1.27 4.0% 15%
20250506 $2.90 $0.73 3.9% 14%
20250505 $2.88 $0.40 3.5% 12%
20250502 $0.52 $0.52 6.4% 31%
20250501 $0.47 $0.47 5.6% 25%
20250430 $2.80 $2.80 5.4% 24%
20250429 $2.82 $2.82 5.5% 25%
20250428 $2.67 $2.67 4.5% 18%
20250425 $2.90 $2.90 4.7% 20%
20250424 $0.62 $0.62 4.5% 18%
20250423 $0.65 $0.65 4.2% 16%
20250422 $0.00 $0.00 4.9% 21%
20250421 $0.98 $0.98 4.5% 19%
20250417 $0.60 $0.75 3.7% 14%
20250415 $2.92 $1.25 3.9% 14%
20250414 $2.33 $2.68 3.8% 14%
20250411 $1.90 $1.45 3.6% 12%
20250410 $1.45 $1.18 3.4% 11%
20250409 $1.50 $2.92 3.9% 14%
20250408 $7.57 $3.05 3.7% 13%
20250407 $3.57 $0.70 3.5% 12%
20250404 $7.97 $5.60 3.5% 12%
20250403 $5.77 $0.90 3.5% 12%
20250402 $1.50 $0.80 3.3% 10%
20250401 $0.95 $0.95 4.1% 16%
20250331 $1.12 $1.12 3.7% 13%
20250328 $3.38 $3.38 4.8% 20%
20250327 $3.35 $3.35 4.9% 21%
20250326 $2.98 $2.98 5.2% 23%
20250325 $1.23 $1.23 4.3% 17%
20250324 $1.45 $1.45 4.3% 17%
20250321 $2.95 $0.42 4.3% 17%
20250320 $0.88 $0.78 4.1% 16%
20250319 $4.97 $0.80 4.1% 16%
20250318 $0.93 $3.50 4.1% 16%
20250317 $3.17 $0.42 4.1% 16%
20250314 $1.10 $2.80 4.0% 15%
20250313 $2.75 $1.50 4.5% 18%
20250312 $5.32 $0.45 3.9% 15%
20250311 $1.02 $0.35 3.9% 14%
20250310 $3.12 $0.60 3.8% 14%
20250307 $3.17 $0.23 3.5% 12%
20250305 $2.77 $0.70 3.4% 11%