BSET · Expected Move
Bassett Furniture Industries I
The expected move for BSET 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).
BSET 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 BSET Expected Move
30-Day Straddle
$3.85
7-Day Straddle
$3.85
30-Day ATM IV
75.9%
IV Rank
54%
Implied one-standard-deviation move through the next 30 days. Compare to BSET'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.
BSET Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $3.85 | $3.85 | 75.9% | 54% |
| 20261023 | $4.50 | $4.50 | 42.5% | 10% |
| 20261022 | $4.60 | $4.60 | 53.6% | 25% |
| 20261021 | $4.55 | $4.55 | 47.6% | 17% |
| 20261020 | $4.65 | $4.65 | 40.2% | 7% |
| 20261019 | $4.70 | $4.70 | 44.7% | 13% |
| 20261016 | $4.78 | $1.97 | 86.4% | 68% |
| 20261015 | $4.58 | $1.68 | 45.4% | 14% |
| 20261014 | $3.18 | $2.30 | 43.2% | 11% |
| 20261013 | $2.52 | $1.38 | 52.3% | 23% |
| 20261012 | $4.62 | $2.05 | 76.0% | 54% |
| 20261009 | $4.25 | $1.25 | 53.0% | 24% |
| 20261008 | $3.78 | $3.17 | 37.7% | 3% |
| 20261007 | $4.50 | $4.50 | 55.6% | 28% |
| 20261006 | $4.20 | $1.48 | 61.1% | 36% |
| 20261005 | $2.42 | $1.88 | 40.5% | 9% |
| 20261002 | $1.55 | $1.55 | 35.1% | 2% |
| 20261001 | $1.83 | $1.83 | 53.6% | 26% |
| 20260930 | $1.95 | $1.95 | 59.9% | 34% |
| 20260929 | $2.08 | $2.08 | 56.5% | 30% |
| 20260928 | $3.00 | $3.00 | 53.8% | 26% |
| 20260925 | $2.65 | $2.65 | 45.9% | 16% |
| 20260924 | $3.08 | $3.08 | 54.4% | 27% |
| 20260923 | $3.70 | $3.70 | 77.4% | 57% |
| 20260922 | $3.75 | $3.75 | 79.5% | 60% |
| 20260921 | $3.73 | $3.73 | 99.4% | 86% |
| 20260918 | $2.90 | $2.17 | 54.5% | 27% |
| 20260917 | $3.80 | $2.25 | 110.5% | 100% |
| 20260916 | $3.85 | $2.33 | 53.1% | 32% |
| 20260915 | $2.77 | $2.35 | 55.5% | 36% |
| 20260914 | $2.75 | $2.17 | 70.3% | 61% |
| 20260911 | $2.83 | $1.67 | 57.2% | 39% |
| 20260910 | $3.05 | $2.53 | 66.1% | 54% |
| 20260909 | $2.38 | $2.53 | 56.7% | 38% |
| 20260908 | $2.55 | $1.93 | 52.4% | 31% |
| 20260904 | $3.55 | $3.15 | 46.5% | 21% |
| 20260903 | $2.75 | $2.23 | 59.8% | 43% |
| 20260902 | $2.92 | $2.92 | 48.3% | 24% |
| 20260901 | $2.70 | $2.70 | 51.8% | 30% |
| 20260831 | $3.10 | $3.10 | 63.2% | 49% |
| 20260828 | $2.27 | $2.27 | 51.2% | 29% |
| 20260827 | $2.60 | $2.60 | 43.0% | 15% |
| 20260826 | $3.25 | $3.25 | 54.3% | 34% |
| 20260825 | $3.15 | $3.15 | 49.4% | 26% |
| 20260824 | $3.35 | $3.35 | 68.5% | 58% |
| 20260821 | $3.28 | $1.23 | 53.6% | 33% |
| 20260820 | $2.48 | $2.10 | 48.1% | 24% |
| 20260819 | $3.60 | $1.85 | 76.9% | 72% |
| 20260818 | $3.15 | $1.62 | 63.9% | 50% |
| 20260817 | $2.00 | $1.52 | 44.0% | 17% |
| 20260814 | $2.40 | $1.95 | 47.8% | 23% |
| 20260813 | $2.60 | $2.50 | 56.1% | 37% |
| 20260812 | $3.05 | $2.55 | 71.6% | 63% |
| 20260811 | $2.17 | $2.58 | 50.0% | 27% |
| 20260810 | $4.28 | $3.00 | 82.6% | 81% |
| 20260807 | — | — | 54.1% | 32% |
| 20260806 | $3.35 | $2.62 | 61.1% | 43% |
| 20260805 | $2.60 | $2.60 | 51.0% | 27% |
| 20260804 | $2.67 | $2.67 | 68.2% | 55% |
| 20260803 | $3.15 | $3.15 | 65.3% | 50% |
More on BSET
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.