BSVO · Expected Move
EA Bridgeway Omni Small-Cap Value ETF · ETF
The expected move for BSVO 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).
BSVO 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 BSVO Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$1.75
30-Day ATM IV
33.9%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to BSVO'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.
BSVO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.75 | $1.75 | 33.9% | 56% |
| 20261021 | $1.75 | $1.75 | 34.0% | 56% |
| 20261020 | $1.75 | $1.75 | 33.4% | 54% |
| 20261019 | $1.82 | $1.82 | 33.2% | 53% |
| 20261016 | $3.43 | $3.23 | 26.6% | 26% |
| 20261015 | $3.35 | $3.23 | 31.1% | 44% |
| 20261014 | $3.38 | $3.15 | 24.0% | 16% |
| 20261013 | $3.50 | $1.48 | 30.0% | 40% |
| 20261012 | $1.93 | $1.55 | 20.9% | 3% |
| 20261009 | $1.98 | $3.42 | 31.7% | 47% |
| 20261008 | $3.65 | $3.40 | 30.5% | 42% |
| 20261007 | $4.90 | $3.30 | 30.5% | 42% |
| 20261006 | $1.97 | $1.50 | 30.4% | 41% |
| 20261005 | $3.60 | $3.33 | 32.1% | 48% |
| 20261002 | $1.62 | $1.62 | 27.5% | 30% |
| 20261001 | $3.25 | $3.25 | 37.0% | 68% |
| 20260930 | $1.55 | $1.55 | 27.9% | 31% |
| 20260929 | $1.60 | $1.60 | 29.0% | 36% |
| 20260928 | $4.80 | $4.80 | 25.0% | 20% |
| 20260925 | $1.67 | $1.67 | 25.8% | 23% |
| 20260924 | $1.70 | $1.70 | 26.4% | 25% |
| 20260923 | $1.67 | $1.67 | 28.3% | 33% |
| 20260922 | $1.60 | $1.60 | 21.3% | 4% |
| 20260921 | $1.30 | $1.30 | 21.4% | 5% |
| 20260918 | $1.35 | $2.92 | 24.6% | 18% |
| 20260917 | $1.35 | $1.00 | 21.3% | 4% |
| 20260916 | $1.30 | $1.00 | 23.8% | 15% |
| 20260915 | $1.43 | $1.12 | 22.0% | 7% |
| 20260914 | $1.40 | $1.18 | 20.2% | 0% |
| 20260911 | $1.48 | $3.23 | 20.6% | 0% |
| 20260910 | $1.45 | $1.18 | 25.4% | 16% |
| 20260909 | $1.52 | $1.25 | 40.7% | 44% |
| 20260908 | $1.55 | $1.23 | 21.6% | 0% |
| 20260904 | $1.55 | $1.12 | 23.4% | 3% |
| 20260903 | $1.62 | $2.95 | 37.7% | 36% |
| 20260902 | $1.15 | $1.15 | 24.0% | 5% |
| 20260901 | $3.00 | $3.00 | 22.4% | 1% |
| 20260831 | $1.35 | $1.35 | 28.6% | 15% |
| 20260828 | $1.33 | $1.33 | 26.9% | 11% |
| 20260827 | $1.27 | $1.27 | 26.3% | 10% |
| 20260826 | $1.35 | $1.35 | 44.8% | 53% |
| 20260825 | $1.48 | $1.48 | 28.0% | 14% |
| 20260824 | $3.25 | $3.25 | 22.0% | 0% |
| 20260821 | $1.43 | $2.67 | 25.7% | 9% |
| 20260820 | $1.43 | $1.18 | 30.0% | 19% |
| 20260819 | $1.45 | $1.10 | 29.8% | 18% |
| 20260818 | $1.45 | $1.08 | 28.9% | 16% |
| 20260817 | $1.52 | $1.15 | 26.6% | 11% |
| 20260814 | $5.78 | $1.17 | 22.0% | 0% |
| 20260813 | $1.57 | $1.17 | 26.5% | 8% |
| 20260812 | $1.57 | $1.25 | 26.1% | 7% |
| 20260811 | $1.70 | $3.05 | 28.0% | 12% |
| 20260810 | $1.90 | $1.40 | 30.3% | 17% |
| 20260807 | — | — | 29.6% | 15% |
| 20260806 | $1.98 | $1.50 | 27.6% | 11% |
| 20260805 | $1.52 | $1.52 | 28.6% | 13% |
| 20260804 | $1.48 | $1.48 | 30.1% | 16% |
| 20260803 | $1.52 | $1.52 | 33.1% | 24% |
| 20260731 | $1.60 | $1.60 | 37.2% | 33% |
| 20260730 | $1.65 | $1.65 | 28.2% | 12% |
More on BSVO
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.