BMY · Expected Move
Bristol-Myers Squibb Co.
The expected move for BMY 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).
BMY 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 BMY Expected Move
30-Day Straddle
$4.84
7-Day Straddle
$3.40
30-Day ATM IV
34.6%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to BMY'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.
BMY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $4.84 | $3.40 | 34.6% | 58% |
| 20261022 | $5.00 | $3.57 | 35.3% | 62% |
| 20261021 | $4.83 | $3.31 | 34.6% | 58% |
| 20261020 | $4.95 | $3.66 | 35.0% | 60% |
| 20261019 | $4.52 | $1.67 | 33.3% | 51% |
| 20261016 | $4.57 | $1.98 | 34.4% | 57% |
| 20261015 | $4.62 | $2.23 | 33.8% | 54% |
| 20261014 | $4.56 | $2.25 | 34.0% | 55% |
| 20261013 | $4.38 | $2.15 | 33.1% | 50% |
| 20261012 | $4.43 | $1.64 | 33.3% | 51% |
| 20261009 | $4.54 | $1.89 | 35.0% | 60% |
| 20261008 | $5.04 | $2.21 | 37.2% | 72% |
| 20261007 | $4.92 | $2.20 | 35.9% | 65% |
| 20261006 | $4.83 | $2.46 | 34.9% | 60% |
| 20261005 | $5.05 | $1.69 | 36.5% | 69% |
| 20261002 | $4.88 | $1.90 | 36.6% | 69% |
| 20261001 | $4.90 | $2.12 | 35.3% | 62% |
| 20260930 | $5.09 | $2.29 | 35.4% | 63% |
| 20260929 | $5.20 | $2.43 | 35.1% | 61% |
| 20260928 | $5.15 | $1.92 | 32.8% | 48% |
| 20260925 | $4.12 | $2.06 | 31.0% | 39% |
| 20260924 | $3.59 | $2.02 | 27.3% | 19% |
| 20260923 | $3.77 | $2.12 | 27.0% | 17% |
| 20260922 | $3.80 | $2.38 | 26.0% | 12% |
| 20260921 | $3.92 | $1.33 | 26.0% | 12% |
| 20260918 | $3.50 | $1.68 | 25.7% | 10% |
| 20260917 | $3.66 | $1.68 | 26.5% | 15% |
| 20260916 | $3.97 | $2.06 | 27.1% | 18% |
| 20260915 | $3.92 | $1.66 | 26.0% | 12% |
| 20260914 | $4.19 | $1.48 | 26.8% | 16% |
| 20260911 | $3.60 | $1.65 | 25.5% | 9% |
| 20260910 | $3.88 | $1.78 | 26.7% | 16% |
| 20260909 | $3.87 | $2.10 | 26.0% | 12% |
| 20260908 | $4.33 | $2.19 | 28.8% | 27% |
| 20260904 | $3.89 | $1.56 | 27.2% | 18% |
| 20260903 | $3.71 | $1.71 | 24.4% | 3% |
| 20260902 | $4.07 | $2.00 | 25.4% | 8% |
| 20260901 | $3.94 | $2.08 | 25.2% | 8% |
| 20260831 | $3.96 | $1.44 | 24.6% | 4% |
| 20260828 | $3.46 | $1.71 | 24.6% | 4% |
| 20260827 | $3.77 | $2.05 | 25.9% | 11% |
| 20260826 | $3.96 | $2.23 | 25.7% | 10% |
| 20260825 | $4.15 | $2.32 | 26.2% | 13% |
| 20260824 | $4.25 | $1.67 | 26.6% | 15% |
| 20260821 | $3.97 | $1.90 | 28.2% | 24% |
| 20260820 | $3.89 | $2.09 | 26.1% | 12% |
| 20260819 | $4.33 | $2.47 | 28.1% | 23% |
| 20260818 | $4.04 | $2.38 | 26.0% | 12% |
| 20260817 | $3.96 | $1.54 | 25.7% | 10% |
| 20260814 | $3.47 | $1.69 | 25.2% | 8% |
| 20260813 | $3.65 | $1.94 | 25.6% | 10% |
| 20260812 | $4.10 | $2.02 | 27.7% | 21% |
| 20260811 | $3.80 | $2.04 | 23.8% | 0% |
| 20260810 | $4.04 | $1.49 | 26.5% | 6% |
| 20260807 | — | — | 26.2% | 4% |
| 20260806 | $3.77 | $2.43 | 27.7% | 13% |
| 20260805 | $4.14 | $2.63 | 28.6% | 18% |
| 20260804 | $4.80 | $3.86 | 31.8% | 37% |
| 20260803 | $4.61 | $2.22 | 30.4% | 29% |
| 20260731 | $4.25 | $2.30 | 29.0% | 20% |
More on BMY
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.