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
$6.38
7-Day Straddle
$6.38
Avg IV
0.6%
IV Rank
37%
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 |
|---|---|---|---|---|
| 20260901 | $6.38 | $6.38 | 0.6% | 37% |
| 20260831 | $6.53 | $6.53 | 0.7% | 57% |
| 20260828 | $7.15 | $7.15 | 0.7% | 54% |
| 20260827 | $7.10 | $7.10 | 0.7% | 58% |
| 20260826 | $6.85 | $6.85 | 0.7% | 51% |
| 20260825 | $7.55 | $7.55 | 0.7% | 52% |
| 20260824 | $9.10 | $9.10 | 0.5% | 29% |
| 20260821 | $8.70 | $0.88 | 0.6% | 44% |
| 20260820 | $9.55 | $2.93 | 0.6% | 41% |
| 20260819 | $8.40 | $2.52 | 0.7% | 53% |
| 20260818 | $9.60 | $3.75 | 0.6% | 46% |
| 20260817 | $9.35 | $3.05 | 0.7% | 53% |
| 20260814 | $9.75 | $3.92 | 0.5% | 34% |
| 20260813 | $10.40 | $3.90 | 0.6% | 36% |
| 20260812 | $10.05 | $4.35 | 0.6% | 44% |
| 20260811 | $11.15 | $5.08 | 0.6% | 45% |
| 20260810 | $10.90 | $5.05 | 0.6% | 42% |
| 20260806 | $11.75 | $6.55 | 0.5% | 33% |
| 20260805 | $7.30 | $7.30 | 0.8% | 76% |
| 20260804 | $6.78 | $6.78 | 0.7% | 63% |
| 20260803 | $7.07 | $7.07 | 0.7% | 56% |
| 20260731 | $7.00 | $7.00 | 0.6% | 44% |
| 20260730 | $7.90 | $7.90 | 0.5% | 24% |
| 20260729 | $7.50 | $7.50 | 0.6% | 36% |
| 20260728 | $7.22 | $7.22 | 0.5% | 30% |
| 20260727 | $8.75 | $8.75 | 0.4% | 15% |
| 20260724 | $8.60 | $8.60 | 0.4% | 20% |
| 20260723 | $7.85 | $7.85 | 0.4% | 12% |
| 20260722 | $8.75 | $8.75 | 0.4% | 20% |
| 20260721 | $9.40 | $9.40 | 0.4% | 21% |
| 20260720 | $8.93 | $8.93 | 0.5% | 29% |
| 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% |