BMO (Bank of Montreal)
Expected Move & Straddle Price History
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).
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 BMO Expected Move
30-Day Straddle
$8.35
7-Day Straddle
$2.68
Avg IV
0.3%
IV Rank
4%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260716 | $8.35 | $2.68 | 0.3% | 4% |
| 20260715 | $8.25 | $3.72 | 0.3% | 0% |
| 20260714 | $9.15 | $2.12 | 0.3% | 1% |
| 20260713 | $9.00 | $3.08 | 0.3% | 3% |
| 20260710 | $9.20 | $2.95 | 0.4% | 13% |
| 20260709 | $9.75 | $3.97 | 0.4% | 12% |
| 20260708 | $10.00 | $3.62 | 0.4% | 6% |
| 20260707 | $9.20 | $4.05 | 0.4% | 15% |
| 20260706 | $8.82 | $4.35 | 0.4% | 7% |
| 20260702 | $5.57 | $5.57 | 0.5% | 21% |
| 20260701 | $4.55 | $4.55 | 0.7% | 51% |
| 20260630 | $5.85 | $5.85 | 0.5% | 23% |
| 20260629 | $5.70 | $5.70 | 0.7% | 50% |
| 20260626 | $6.00 | $6.00 | 0.5% | 31% |
| 20260625 | $6.30 | $6.30 | 0.6% | 47% |
| 20260624 | $7.20 | $7.20 | 0.6% | 41% |
| 20260623 | $6.47 | $6.47 | 0.5% | 26% |
| 20260622 | $6.65 | $6.65 | 0.5% | 25% |
| 20260618 | $6.95 | $1.18 | 0.5% | 26% |
| 20260617 | $7.70 | $2.55 | 0.5% | 27% |
| 20260616 | $7.30 | $3.12 | 0.5% | 34% |
| 20260615 | $7.20 | $2.85 | 0.5% | 22% |
| 20260613 | $7.85 | $3.18 | 0.3% | 0% |
| 20260612 | $7.90 | $3.23 | 0.4% | 14% |
| 20260611 | $8.90 | $4.25 | 0.5% | 21% |
| 20260610 | $8.25 | $4.22 | 0.4% | 11% |
| 20260609 | $8.50 | $4.55 | 0.5% | 22% |
| 20260608 | $8.45 | $4.38 | 0.5% | 18% |
| 20260605 | $9.20 | $5.25 | 0.4% | 1% |
| 20260604 | $8.95 | $5.17 | 0.4% | 14% |
| 20260603 | $9.28 | $6.10 | 0.5% | 18% |
| 20260602 | $5.50 | $5.50 | 0.8% | 72% |
| 20260601 | $5.95 | $5.95 | 1.0% | 95% |
| 20260529 | $6.20 | $6.20 | 0.7% | 54% |
| 20260528 | $6.50 | $6.50 | 0.8% | 76% |
| 20260527 | $6.80 | $6.80 | 0.8% | 66% |
| 20260526 | $7.85 | $7.85 | 0.7% | 59% |
| 20260522 | $8.15 | $8.15 | 0.7% | 58% |
| 20260521 | $8.30 | $8.30 | 0.7% | 54% |
| 20260520 | $8.45 | $8.45 | 0.6% | 31% |
| 20260519 | $8.30 | $8.30 | 0.6% | 41% |
| 20260518 | $8.30 | $8.30 | 0.6% | 41% |
| 20260515 | $8.75 | $2.82 | 0.6% | 35% |
| 20260514 | $8.75 | $3.33 | 0.6% | 35% |
| 20260513 | $8.65 | $3.08 | 0.6% | 41% |
| 20260512 | $8.85 | $3.52 | 0.6% | 35% |
| 20260511 | $9.15 | $3.45 | 0.6% | 34% |
| 20260510 | $9.45 | $3.88 | 0.6% | 34% |
| 20260508 | $9.45 | $3.88 | 0.5% | 29% |
| 20260507 | $9.52 | $4.45 | 0.6% | 26% |
| 20260506 | $9.60 | $4.05 | 0.6% | 23% |
| 20260505 | $9.40 | $4.20 | 0.5% | 18% |
| 20260504 | $9.40 | $4.35 | 0.6% | 24% |
| 20260502 | $5.40 | $5.40 | 0.8% | 43% |
| 20260501 | $5.40 | $5.40 | 1.0% | 61% |
| 20260430 | $5.25 | $5.25 | 0.5% | 11% |
| 20260429 | $5.17 | $5.17 | 0.7% | 32% |
| 20260428 | $5.40 | $5.40 | 0.6% | 25% |
| 20260427 | $5.70 | $5.70 | 0.5% | 18% |
| 20260424 | $5.88 | $5.88 | 0.6% | 20% |