BMRN · Expected Move
BioMarin Pharmaceuticals Inc
The expected move for BMRN 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).
BMRN 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 BMRN Expected Move
30-Day Straddle
$5.83
7-Day Straddle
$3.42
30-Day ATM IV
39.0%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to BMRN'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.
BMRN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $5.83 | $3.42 | 39.0% | 31% |
| 20261106 | $5.70 | $2.92 | 37.2% | 23% |
| 20261105 | $5.97 | $3.27 | 36.6% | 21% |
| 20261104 | $3.25 | $3.25 | 34.2% | 11% |
| 20261103 | $3.45 | $3.45 | 38.3% | 28% |
| 20261102 | $4.47 | $4.47 | 41.8% | 42% |
| 20261030 | $5.95 | $5.95 | 44.8% | 55% |
| 20261029 | $4.07 | $4.07 | 38.0% | 26% |
| 20261028 | $4.35 | $4.35 | 37.7% | 25% |
| 20261027 | $4.45 | $4.45 | 38.8% | 30% |
| 20261026 | $4.05 | $4.05 | 35.8% | 17% |
| 20261023 | $4.88 | $4.88 | 38.3% | 28% |
| 20261022 | $5.50 | $5.50 | 45.4% | 57% |
| 20261021 | $5.83 | $5.83 | 45.7% | 59% |
| 20261020 | $5.45 | $5.45 | 39.4% | 32% |
| 20261019 | $5.65 | $5.65 | 43.0% | 48% |
| 20261016 | $5.67 | $0.80 | 41.9% | 43% |
| 20261015 | $5.80 | $1.75 | 40.7% | 38% |
| 20261014 | $5.93 | $1.58 | 42.2% | 44% |
| 20261013 | $6.85 | $2.12 | 47.3% | 65% |
| 20261012 | $5.60 | $2.40 | 39.5% | 33% |
| 20261009 | $6.88 | $2.00 | 45.5% | 58% |
| 20261008 | $7.47 | $3.42 | 49.8% | 76% |
| 20261007 | $6.53 | $3.75 | 44.0% | 52% |
| 20261006 | $6.28 | $3.40 | 40.8% | 38% |
| 20261005 | $6.35 | $2.95 | 38.8% | 30% |
| 20261002 | $3.08 | $3.08 | 38.0% | 27% |
| 20261001 | $3.88 | $3.88 | 36.1% | 23% |
| 20260930 | $3.70 | $3.70 | 38.6% | 33% |
| 20260929 | $3.68 | $3.68 | 39.7% | 37% |
| 20260928 | $3.83 | $3.83 | 37.9% | 30% |
| 20260925 | $5.30 | $5.30 | 43.6% | 53% |
| 20260924 | $4.20 | $4.20 | 36.0% | 22% |
| 20260923 | $4.50 | $4.50 | 36.6% | 25% |
| 20260922 | $4.65 | $4.65 | 36.2% | 23% |
| 20260921 | $5.05 | $5.05 | 37.2% | 27% |
| 20260918 | $4.80 | $2.60 | 35.2% | 19% |
| 20260917 | $5.10 | $2.92 | 34.8% | 18% |
| 20260916 | $5.50 | $3.42 | 36.8% | 26% |
| 20260915 | $6.43 | $3.03 | 40.9% | 42% |
| 20260914 | $5.25 | $3.08 | 31.7% | 5% |
| 20260911 | $5.75 | $3.65 | 35.7% | 21% |
| 20260910 | $6.53 | $3.62 | 39.6% | 37% |
| 20260909 | $6.12 | $3.75 | 38.5% | 32% |
| 20260908 | $6.43 | $3.85 | 39.2% | 35% |
| 20260904 | $6.47 | $4.00 | 35.9% | 22% |
| 20260903 | $6.20 | $3.65 | 35.5% | 20% |
| 20260902 | $4.30 | $4.30 | 36.7% | 25% |
| 20260901 | $4.70 | $4.70 | 37.4% | 28% |
| 20260831 | $4.08 | $4.08 | 38.5% | 32% |
| 20260828 | $4.33 | $4.33 | 35.6% | 21% |
| 20260827 | $4.72 | $4.72 | 36.3% | 24% |
| 20260826 | $5.38 | $5.38 | 39.9% | 38% |
| 20260825 | $5.67 | $5.67 | 41.6% | 45% |
| 20260824 | $4.92 | $4.92 | 37.5% | 28% |
| 20260821 | $6.35 | $2.50 | 40.6% | 41% |
| 20260820 | $6.12 | $1.60 | 40.3% | 39% |
| 20260819 | $6.83 | $2.75 | 41.7% | 45% |
| 20260818 | $6.28 | $3.20 | 39.5% | 36% |
| 20260817 | $6.58 | $3.12 | 40.2% | 39% |
More on BMRN
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.