BP · Expected Move

BP p.l.c.

The expected move for BP 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).

BP straddle price & implied vol

60 sessions

Bars: 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 BP Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$2.37
30-Day ATM IV
34.7%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to BP'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.
BP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.88 $2.37 34.7% 51%
20261021 $3.78 $2.38 33.4% 43%
20261020 $3.84 $2.79 33.8% 46%
20261019 $3.96 $1.33 33.9% 47%
20261016 $3.96 $1.79 35.1% 54%
20261015 $3.67 $1.85 34.4% 49%
20261014 $4.07 $2.25 36.1% 59%
20261013 $4.23 $1.95 36.0% 59%
20261012 $3.88 $1.42 34.7% 51%
20261009 $3.38 $1.61 33.6% 45%
20261008 $3.62 $1.82 34.2% 48%
20261007 $3.29 $1.81 33.1% 42%
20261006 $3.86 $1.95 37.0% 65%
20261005 $3.71 $1.49 34.5% 50%
20261002 $3.02 $1.48 32.2% 37%
20261001 $3.41 $1.57 35.8% 58%
20260930 $3.44 $2.02 34.4% 50%
20260929 $3.66 $1.90 34.0% 47%
20260928 $3.71 $1.36 34.1% 48%
20260925 $3.17 $1.60 33.2% 43%
20260924 $2.65 $1.56 28.9% 17%
20260923 $3.12 $1.83 33.3% 43%
20260922 $3.07 $1.84 31.0% 30%
20260921 $3.28 $1.37 32.1% 36%
20260918 $3.11 $1.41 31.2% 30%
20260917 $3.25 $1.61 31.3% 31%
20260916 $3.38 $1.93 32.1% 36%
20260915 $3.48 $2.05 32.1% 36%
20260914 $3.44 $1.36 31.6% 33%
20260911 $3.14 $1.54 31.1% 30%
20260910 $3.46 $1.71 33.1% 42%
20260909 $3.25 $1.76 30.8% 28%
20260908 $3.21 $1.83 30.6% 27%
20260904 $2.75 $1.27 29.3% 19%
20260903 $3.03 $1.46 31.0% 30%
20260902 $3.02 $1.54 30.1% 24%
20260901 $3.16 $1.73 29.5% 20%
20260831 $2.98 $1.10 29.5% 21%
20260828 $2.56 $1.12 27.8% 10%
20260827 $2.78 $1.33 29.1% 18%
20260826 $2.79 $1.38 28.8% 16%
20260825 $3.02 $1.66 29.9% 23%
20260824 $2.96 $1.20 28.6% 15%
20260821 $2.88 $1.38 29.0% 18%
20260820 $3.12 $1.65 30.7% 28%
20260819 $2.97 $1.69 29.5% 20%
20260818 $3.01 $1.69 28.6% 15%
20260817 $2.90 $1.17 29.0% 17%
20260814 $2.55 $1.23 26.1% 0%
20260813 $2.67 $1.44 42.9% 100%
20260812 $2.65 $1.56 27.0% 0%
20260811 $2.94 $1.67 29.1% 17%
20260810 $3.03 $1.41 29.5% 19%
20260807 — — 27.9% 3%
20260806 $2.87 $1.82 29.9% 21%
20260805 $2.75 $1.72 29.1% 13%
20260804 $3.14 $2.00 31.0% 30%
20260803 $3.42 $1.87 32.5% 44%
20260731 $3.30 $1.91 33.0% 48%
20260730 $3.29 $1.95 32.9% 47%

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.