BSP · Expected Move

Bending Spoons S.p.A. Ordinary Shares

The expected move for BSP 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).

BSP straddle price & implied vol

45 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 BSP Expected Move
30-Day Straddle
$17.50
7-Day Straddle
$6.28
30-Day ATM IV
127.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to BSP'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.
BSP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261014 $17.50 $6.28 127.2% 100%
20261013 $11.35 $3.92 117.4% 93%
20261012 $11.10 $4.22 116.2% 91%
20261009 $10.55 $5.40 106.0% 74%
20261008 $10.75 $6.42 109.0% 79%
20261007 $12.90 $8.30 121.6% 100%
20261006 $7.30 $3.45 78.2% 60%
20261005 $6.03 $3.30 70.8% 35%
20261002 $4.05 $4.05 73.8% 45%
20261001 $4.33 $4.33 72.5% 41%
20260930 $3.95 $3.95 67.2% 23%
20260929 $4.20 $4.20 71.1% 36%
20260928 $4.38 $4.38 72.5% 41%
20260925 $4.85 $4.85 69.9% 32%
20260924 $5.05 $5.05 71.1% 36%
20260923 $5.22 $5.22 73.5% 44%
20260922 $5.00 $5.00 69.0% 29%
20260921 $5.53 $5.53 68.3% 27%
20260918 $5.72 $2.90 64.4% 13%
20260917 $5.55 $2.00 62.4% 6%
20260916 $5.38 $2.15 60.5% 0%
20260915 $7.20 $2.05 76.5% 49%
20260914 $6.25 $2.67 65.3% 7%
20260911 $6.15 $3.05 63.5% 0%
20260910 $6.50 $3.12 65.4% 4%
20260909 $7.28 $4.12 69.7% 21%
20260908 $7.75 $3.75 75.0% —
20260904 $7.05 $3.65 64.3% —
20260903 $8.60 $4.78 75.0% —
20260902 $5.95 $5.95 77.8% —
20260901 $6.05 $6.05 76.5% —
20260831 $5.90 $5.90 77.8% —
20260828 $6.47 $6.47 73.4% —
20260827 $6.83 $6.83 75.6% —
20260826 $7.38 $7.38 79.1% —
20260825 $7.45 $7.45 81.3% —
20260824 $7.42 $7.42 82.7% —
20260821 $6.55 $1.57 73.8% —
20260820 $7.15 $2.83 79.8% —
20260819 $7.50 $3.23 79.2% —
20260818 $7.40 $2.60 79.9% —
20260817 $8.10 $3.15 82.6% —
20260814 $7.75 $3.33 78.7% —
20260813 $8.20 $4.17 80.2% —
20260812 $11.10 $6.62 89.9% —

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.