BNY · Expected Move
Bank of New York Mellon Corporation
The expected move for BNY 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).
BNY 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 BNY Expected Move
30-Day Straddle
$8.95
7-Day Straddle
$1.93
30-Day ATM IV
25.0%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to BNY'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.
BNY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $8.95 | $1.93 | 25.0% | 25% |
| 20261015 | $8.85 | $2.92 | 24.6% | 23% |
| 20261014 | $9.85 | $4.83 | 27.2% | 39% |
| 20261013 | $10.10 | $5.90 | 27.8% | 42% |
| 20261012 | $10.00 | $6.17 | 26.3% | 34% |
| 20261009 | $10.80 | $6.30 | 27.7% | 42% |
| 20261008 | $10.50 | $6.57 | 27.4% | 40% |
| 20261007 | $10.85 | $6.80 | 27.7% | 42% |
| 20261006 | $10.05 | $6.85 | 26.8% | 36% |
| 20261005 | $11.50 | $7.45 | 29.4% | 52% |
| 20261002 | $7.62 | $7.62 | 28.6% | 47% |
| 20261001 | $7.53 | $7.53 | 28.4% | 46% |
| 20260930 | $6.85 | $6.85 | 25.9% | 31% |
| 20260929 | $7.60 | $7.60 | 26.3% | 33% |
| 20260928 | $7.22 | $7.22 | 25.5% | 28% |
| 20260925 | $8.30 | $8.30 | 26.9% | 37% |
| 20260924 | $7.62 | $7.62 | 25.8% | 30% |
| 20260923 | $8.15 | $8.15 | 26.5% | 35% |
| 20260922 | $8.00 | $8.00 | 26.1% | 32% |
| 20260921 | $9.45 | $9.45 | 27.9% | 43% |
| 20260918 | $9.65 | $1.28 | 28.1% | 44% |
| 20260917 | $9.70 | $2.92 | 28.1% | 44% |
| 20260916 | $10.15 | $3.00 | 28.0% | 44% |
| 20260915 | $10.25 | $3.67 | 28.4% | 46% |
| 20260914 | $10.25 | $4.07 | 26.9% | 37% |
| 20260911 | $10.85 | $4.25 | 26.6% | 35% |
| 20260910 | $11.25 | $4.88 | 26.7% | 36% |
| 20260909 | $10.70 | $4.85 | 26.1% | 32% |
| 20260908 | $11.00 | $4.95 | 26.1% | 32% |
| 20260904 | $11.35 | $5.05 | 24.4% | 22% |
| 20260903 | $11.65 | $5.88 | 24.8% | 24% |
| 20260902 | $5.95 | $5.95 | 24.0% | 19% |
| 20260901 | $5.78 | $5.78 | 23.7% | 18% |
| 20260831 | $6.05 | $6.05 | 22.3% | 9% |
| 20260828 | $7.08 | $7.08 | 23.0% | 13% |
| 20260827 | $7.22 | $7.22 | 23.2% | 14% |
| 20260826 | $7.07 | $7.07 | 23.9% | 19% |
| 20260825 | $8.15 | $8.15 | 24.5% | 23% |
| 20260824 | $7.98 | $7.98 | 23.7% | 18% |
| 20260821 | $7.65 | $1.60 | 22.4% | 10% |
| 20260820 | $7.83 | $2.83 | 21.2% | 3% |
| 20260819 | $7.80 | $2.62 | 21.4% | 4% |
| 20260818 | $8.40 | $3.40 | 21.8% | 6% |
| 20260817 | $8.50 | $5.07 | 21.8% | 6% |
| 20260814 | $8.50 | $4.25 | 20.8% | 0% |
| 20260813 | $9.15 | $4.60 | 21.9% | 0% |
| 20260812 | $9.62 | $6.05 | 23.5% | 9% |
| 20260811 | $9.70 | $5.08 | 24.1% | 12% |
| 20260810 | $9.25 | $5.07 | 22.3% | 0% |
| 20260807 | — | — | 22.5% | 0% |
| 20260806 | $9.95 | $6.03 | 22.9% | 0% |
| 20260805 | $6.68 | $6.68 | 24.4% | 2% |
| 20260804 | $6.65 | $6.65 | 24.3% | 2% |
| 20260803 | $6.95 | $6.95 | 24.1% | 0% |
| 20260731 | $7.60 | $7.60 | 24.4% | 2% |
| 20260730 | $8.15 | $8.15 | 24.7% | 4% |
| 20260729 | $8.20 | $8.20 | 24.8% | 5% |
| 20260728 | $8.35 | $8.35 | 24.5% | 3% |
| 20260727 | $8.25 | $8.25 | 24.1% | 0% |
| 20260724 | $8.80 | $8.80 | 25.1% | 0% |
More on BNY
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.