BMO · Expected Move
Bank of Montreal
The expected move for BMO 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).
BMO 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 BMO Expected Move
30-Day Straddle
$8.80
7-Day Straddle
$2.62
30-Day ATM IV
20.5%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to BMO'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.
BMO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.80 | $2.62 | 20.5% | 47% |
| 20261015 | $8.70 | $2.12 | 21.0% | 55% |
| 20261014 | $9.05 | $2.38 | 21.4% | 59% |
| 20261013 | $8.85 | $2.90 | 20.9% | 53% |
| 20261012 | $9.35 | $2.88 | 21.6% | 62% |
| 20261009 | $9.62 | $4.17 | 20.6% | 49% |
| 20261008 | $10.20 | $4.20 | 22.8% | 80% |
| 20261007 | $9.65 | $4.72 | 21.3% | 58% |
| 20261006 | $9.95 | $4.53 | 21.3% | 58% |
| 20261005 | $9.75 | $4.12 | 20.6% | 49% |
| 20261002 | $6.08 | $6.08 | 21.6% | 62% |
| 20261001 | $6.17 | $6.17 | 20.8% | 52% |
| 20260930 | $7.10 | $7.10 | 21.8% | 66% |
| 20260929 | $6.50 | $6.50 | 22.3% | 72% |
| 20260928 | $6.15 | $6.15 | 20.8% | 51% |
| 20260925 | $7.03 | $7.03 | 20.7% | 50% |
| 20260924 | $7.00 | $7.00 | 21.3% | 58% |
| 20260923 | $7.22 | $7.22 | 21.0% | 54% |
| 20260922 | $7.05 | $7.05 | 20.3% | 44% |
| 20260921 | $7.30 | $7.30 | 19.6% | 34% |
| 20260918 | $7.45 | $0.70 | 19.3% | 30% |
| 20260917 | $7.10 | $2.60 | 18.7% | 21% |
| 20260916 | $8.35 | $3.95 | 20.8% | 52% |
| 20260915 | $8.35 | $2.75 | 20.5% | 46% |
| 20260914 | $8.35 | $3.88 | 20.5% | 47% |
| 20260911 | $7.82 | $3.95 | 18.3% | 16% |
| 20260910 | $9.10 | $4.30 | 20.7% | 49% |
| 20260909 | $9.20 | $4.80 | 21.5% | 61% |
| 20260908 | $9.20 | $5.10 | 20.7% | 50% |
| 20260904 | $9.95 | $5.30 | 20.6% | 48% |
| 20260903 | $10.10 | $6.23 | 20.1% | 41% |
| 20260902 | $6.60 | $6.60 | 20.7% | 49% |
| 20260901 | $6.38 | $6.38 | 22.3% | 72% |
| 20260831 | $6.53 | $6.53 | 20.6% | 48% |
| 20260828 | $7.15 | $7.15 | 21.0% | 54% |
| 20260827 | $7.10 | $7.10 | 20.4% | 45% |
| 20260826 | $6.85 | $6.85 | 20.8% | 52% |
| 20260825 | $7.55 | $7.55 | 21.3% | 59% |
| 20260824 | $9.10 | $9.10 | 24.3% | 100% |
| 20260821 | $8.70 | $0.88 | 22.4% | 76% |
| 20260820 | $9.55 | $2.93 | 23.7% | 95% |
| 20260819 | $8.40 | $2.52 | 20.8% | 52% |
| 20260818 | $9.60 | $3.75 | 22.1% | 70% |
| 20260817 | $9.35 | $3.05 | 21.4% | 61% |
| 20260814 | $9.75 | $3.92 | 21.1% | 57% |
| 20260813 | $10.40 | $3.90 | 22.3% | 73% |
| 20260812 | $10.05 | $4.35 | 21.7% | 66% |
| 20260811 | $11.15 | $5.08 | 22.9% | 83% |
| 20260810 | $10.90 | $5.05 | 22.4% | 70% |
| 20260807 | — | — | 21.5% | 53% |
| 20260806 | $11.75 | $6.55 | 22.5% | 63% |
| 20260805 | $7.30 | $7.30 | 24.1% | 81% |
| 20260804 | $6.78 | $6.78 | 24.0% | 80% |
| 20260803 | $7.07 | $7.07 | 22.8% | 66% |
| 20260731 | $7.00 | $7.00 | 22.4% | 61% |
| 20260730 | $7.90 | $7.90 | 22.3% | 60% |
| 20260729 | $7.50 | $7.50 | 22.2% | 59% |
| 20260728 | $7.22 | $7.22 | 21.4% | 50% |
| 20260727 | $8.75 | $8.75 | 22.4% | 62% |
| 20260724 | $8.60 | $8.60 | 20.8% | 43% |
More on BMO
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.