BMA · Expected Move
Banco Macro S.A.
The expected move for BMA 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).
BMA 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 BMA Expected Move
30-Day Straddle
$6.50
7-Day Straddle
$6.50
30-Day ATM IV
52.2%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to BMA'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.
BMA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $6.50 | $6.50 | 52.2% | 67% |
| 20261023 | $8.12 | $8.12 | 55.3% | 85% |
| 20261022 | $7.65 | $7.65 | 54.8% | 82% |
| 20261021 | $7.58 | $7.58 | 51.6% | 64% |
| 20261020 | $8.00 | $8.00 | 54.3% | 79% |
| 20261019 | $7.95 | $7.95 | 51.4% | 63% |
| 20261016 | $8.30 | $1.67 | 52.6% | 70% |
| 20261015 | $8.50 | $1.35 | 52.6% | 70% |
| 20261014 | $8.40 | $2.12 | 51.6% | 64% |
| 20261013 | $8.03 | $2.58 | 47.3% | 40% |
| 20261012 | $8.70 | $2.38 | 51.8% | 65% |
| 20261009 | $8.70 | $3.15 | 49.5% | 53% |
| 20261008 | $8.88 | $3.48 | 48.1% | 45% |
| 20261007 | $9.15 | $3.67 | 49.2% | 51% |
| 20261006 | $9.30 | $5.10 | 48.7% | 48% |
| 20261005 | $9.45 | $5.78 | 48.4% | 46% |
| 20261002 | $4.20 | $4.20 | 48.3% | 44% |
| 20261001 | $4.35 | $4.35 | 48.2% | 43% |
| 20260930 | $4.85 | $4.85 | 47.5% | 40% |
| 20260929 | $4.20 | $4.20 | 44.6% | 23% |
| 20260928 | $5.15 | $5.15 | 46.9% | 32% |
| 20260925 | $6.22 | $6.22 | 47.9% | 36% |
| 20260924 | $5.88 | $5.88 | 45.7% | 26% |
| 20260923 | $7.45 | $7.45 | 47.7% | 35% |
| 20260922 | $7.15 | $7.15 | 48.5% | 39% |
| 20260921 | $6.72 | $6.72 | 44.8% | 22% |
| 20260918 | $6.58 | $9.55 | 40.0% | 0% |
| 20260917 | $8.75 | $4.35 | 47.7% | 31% |
| 20260916 | $8.85 | $4.92 | 50.5% | 45% |
| 20260915 | $8.82 | $5.17 | 49.7% | 41% |
| 20260914 | $8.60 | $5.65 | 46.8% | 27% |
| 20260911 | $9.90 | $4.70 | 49.9% | 42% |
| 20260910 | $9.25 | $4.62 | 47.6% | 31% |
| 20260909 | $10.50 | $5.10 | 50.7% | 46% |
| 20260908 | $10.68 | $7.00 | 51.9% | 52% |
| 20260904 | $11.20 | $6.40 | 50.7% | 46% |
| 20260903 | $10.03 | $5.95 | 45.9% | 22% |
| 20260902 | $6.40 | $6.40 | 46.1% | 23% |
| 20260901 | $6.65 | $6.65 | 46.7% | 26% |
| 20260831 | $7.25 | $7.25 | 50.5% | 45% |
| 20260828 | $6.55 | $6.55 | 46.2% | 24% |
| 20260827 | $6.97 | $6.97 | 47.1% | 28% |
| 20260826 | $7.45 | $7.45 | 47.1% | 28% |
| 20260825 | $8.50 | $8.50 | 48.4% | 35% |
| 20260824 | $6.90 | $6.90 | 47.4% | 30% |
| 20260821 | $8.45 | $2.95 | 47.3% | 29% |
| 20260820 | $8.80 | $2.88 | 51.0% | 47% |
| 20260819 | $9.40 | $4.90 | 55.0% | 67% |
| 20260818 | $9.50 | $4.42 | 53.7% | 60% |
| 20260817 | $9.93 | $4.78 | 51.9% | 51% |
| 20260814 | $10.38 | $6.05 | 52.4% | 54% |
| 20260813 | $10.75 | $5.78 | 54.1% | 62% |
| 20260812 | $11.55 | $7.15 | 58.1% | 82% |
| 20260811 | $10.85 | $6.83 | 53.9% | 62% |
| 20260810 | $11.52 | $6.98 | 52.5% | 55% |
| 20260807 | — | — | 52.4% | 54% |
| 20260806 | $12.35 | $8.22 | 52.0% | 52% |
| 20260805 | $8.62 | $8.62 | 53.5% | 59% |
| 20260804 | $8.75 | $8.75 | 53.3% | 58% |
| 20260803 | $9.28 | $9.28 | 52.5% | 55% |
More on BMA
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.