BNDD · Expected Move
Quadratic Deflation ETF · ETF
The expected move for BNDD 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).
BNDD 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 BNDD Expected Move
30-Day Straddle
$5.25
7-Day Straddle
$2.15
30-Day ATM IV
19.6%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to BNDD'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.
BNDD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $5.25 | $2.15 | 19.6% | 70% |
| 20261008 | $4.75 | $2.65 | 16.9% | 52% |
| 20261007 | $5.22 | $3.25 | 18.6% | 63% |
| 20261006 | $5.35 | $2.10 | 19.5% | 69% |
| 20261005 | $5.00 | $2.48 | 18.2% | 60% |
| 20261002 | $4.50 | $4.50 | 14.9% | 37% |
| 20261001 | $3.95 | $3.95 | 17.6% | 36% |
| 20260930 | $4.35 | $4.35 | 16.9% | 33% |
| 20260929 | $2.20 | $2.20 | 17.0% | 33% |
| 20260928 | $4.05 | $4.05 | 20.4% | 48% |
| 20260925 | $4.40 | $4.40 | 13.3% | 17% |
| 20260924 | $4.55 | $4.55 | 11.8% | 10% |
| 20260923 | $3.80 | $3.80 | 18.0% | 38% |
| 20260922 | $4.57 | $4.57 | 21.9% | 55% |
| 20260921 | $4.80 | $4.80 | 14.7% | 23% |
| 20260918 | $7.35 | $4.40 | 22.2% | 56% |
| 20260917 | $4.40 | $3.65 | 15.2% | 25% |
| 20260916 | $4.55 | $3.60 | 22.8% | 59% |
| 20260915 | $3.95 | $3.85 | 17.2% | 34% |
| 20260914 | $4.75 | $3.75 | 13.4% | 17% |
| 20260911 | $4.40 | $3.00 | 22.0% | 55% |
| 20260910 | $3.00 | $2.90 | 12.3% | 13% |
| 20260909 | $4.78 | $3.80 | 18.9% | 42% |
| 20260908 | $4.95 | $4.90 | 14.6% | 23% |
| 20260904 | $2.92 | $2.23 | 16.0% | 29% |
| 20260903 | $4.40 | $3.90 | 16.0% | 29% |
| 20260902 | $2.45 | $2.45 | 9.4% | 0% |
| 20260901 | $2.73 | $2.73 | 12.1% | 10% |
| 20260831 | $3.92 | $3.92 | 17.8% | 35% |
| 20260828 | $4.05 | $4.05 | 12.7% | 13% |
| 20260827 | $3.35 | $3.35 | 20.1% | 46% |
| 20260826 | $4.10 | $4.10 | 17.3% | 33% |
| 20260825 | $4.60 | $4.60 | 12.8% | 13% |
| 20260824 | $2.60 | $2.60 | 14.3% | 19% |
| 20260821 | $5.05 | $3.27 | 20.5% | 48% |
| 20260820 | $4.55 | $4.05 | 19.0% | 41% |
| 20260819 | $3.77 | $2.90 | 23.3% | 60% |
| 20260818 | $4.65 | $3.17 | 21.4% | 51% |
| 20260817 | $3.95 | $2.40 | 17.8% | 35% |
| 20260814 | $3.70 | $8.68 | 17.7% | 35% |
| 20260813 | $3.70 | $4.25 | 14.3% | 20% |
| 20260812 | $3.92 | $3.90 | 13.4% | 16% |
| 20260811 | $3.80 | $2.35 | 16.9% | 31% |
| 20260810 | $3.30 | $2.75 | 14.8% | 22% |
| 20260807 | — | — | 16.7% | 30% |
| 20260806 | $3.90 | $2.42 | 14.9% | 22% |
| 20260805 | $3.50 | $3.50 | 14.9% | 23% |
| 20260804 | $2.98 | $2.98 | 12.1% | 10% |
| 20260803 | $3.83 | $3.83 | 14.5% | 20% |
| 20260731 | $3.80 | $3.80 | 13.7% | 17% |
| 20260730 | $2.00 | $2.00 | 14.5% | 20% |
| 20260729 | $2.73 | $2.73 | 13.2% | 15% |
| 20260728 | $3.90 | $3.90 | 10.9% | 4% |
| 20260727 | $3.02 | $3.02 | 11.7% | 8% |
| 20260724 | $3.20 | $3.20 | 17.2% | 33% |
| 20260723 | $4.50 | $4.50 | 19.3% | 42% |
| 20260722 | $2.90 | $2.90 | 10.6% | 3% |
| 20260721 | $2.02 | $2.02 | 23.8% | 63% |
| 20260720 | $2.58 | $2.58 | 11.2% | 5% |
| 20260716 | $2.27 | $1.38 | 11.9% | 9% |
More on BNDD
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.