BSX · Expected Move
Boston Scientific Corp.
The expected move for BSX 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).
BSX 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 BSX Expected Move
30-Day Straddle
$4.57
7-Day Straddle
$1.80
30-Day ATM IV
48.2%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to BSX'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.
BSX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $4.57 | $1.80 | 48.2% | 61% |
| 20261007 | $4.50 | $1.75 | 47.2% | 57% |
| 20261006 | $4.70 | $1.98 | 47.3% | 57% |
| 20261005 | $4.60 | $1.35 | 46.5% | 54% |
| 20261002 | $4.10 | $1.55 | 45.0% | 48% |
| 20261001 | $4.55 | $1.95 | 46.6% | 54% |
| 20260930 | $4.72 | $2.05 | 47.1% | 56% |
| 20260929 | $4.83 | $2.10 | 45.9% | 51% |
| 20260928 | $4.65 | $1.50 | 42.8% | 38% |
| 20260925 | $3.35 | $1.55 | 36.9% | 12% |
| 20260924 | $3.62 | $2.00 | 37.8% | 16% |
| 20260923 | $3.73 | $2.02 | 34.1% | 0% |
| 20260922 | $3.80 | $2.20 | 36.4% | 9% |
| 20260921 | $3.95 | $1.48 | 38.9% | 20% |
| 20260918 | $3.80 | $1.62 | 37.1% | 13% |
| 20260917 | $3.82 | $1.85 | 38.1% | 22% |
| 20260916 | $3.97 | $1.98 | 38.7% | 24% |
| 20260915 | $4.12 | $2.25 | 39.0% | 25% |
| 20260914 | $3.98 | $1.60 | 36.7% | 16% |
| 20260911 | $3.35 | $1.60 | 35.8% | 12% |
| 20260910 | $3.52 | $1.90 | 36.3% | 15% |
| 20260909 | $3.62 | $2.30 | 35.7% | 12% |
| 20260908 | $4.38 | $2.53 | 42.0% | 38% |
| 20260904 | $4.25 | $2.35 | 41.4% | 40% |
| 20260903 | $4.40 | $2.88 | 41.8% | 42% |
| 20260902 | $4.20 | $2.35 | 38.0% | 27% |
| 20260901 | $4.25 | $2.77 | 38.5% | 29% |
| 20260831 | $4.95 | $2.33 | 41.4% | 40% |
| 20260828 | $3.80 | $1.82 | 35.8% | 19% |
| 20260827 | $3.85 | $1.77 | 36.5% | 22% |
| 20260826 | $4.12 | $2.23 | 37.3% | 25% |
| 20260825 | $4.78 | $2.52 | 40.9% | 38% |
| 20260824 | $4.67 | $1.58 | 39.9% | 35% |
| 20260821 | $4.12 | $1.90 | 37.9% | 27% |
| 20260820 | $4.15 | $2.53 | 36.9% | 23% |
| 20260819 | $4.67 | $2.33 | 36.9% | 23% |
| 20260818 | $4.25 | $2.45 | 34.9% | 16% |
| 20260817 | $4.53 | $1.55 | 34.2% | 13% |
| 20260814 | $3.85 | $1.98 | 34.5% | 14% |
| 20260813 | $4.15 | $2.17 | 35.2% | 17% |
| 20260812 | $4.33 | $2.25 | 36.9% | 23% |
| 20260811 | $4.33 | $2.50 | 36.8% | 23% |
| 20260810 | $4.38 | $1.65 | 36.7% | 23% |
| 20260807 | — | — | 38.0% | 27% |
| 20260806 | $4.83 | $2.58 | 41.9% | 42% |
| 20260805 | $4.45 | $2.70 | 40.6% | 37% |
| 20260804 | $6.08 | $3.30 | 52.2% | 81% |
| 20260803 | $4.90 | $2.02 | 42.5% | 45% |
| 20260731 | $4.35 | $2.15 | 41.6% | 41% |
| 20260730 | $4.10 | $2.33 | 39.9% | 35% |
| 20260729 | $4.47 | $3.00 | 42.6% | 45% |
| 20260728 | $5.75 | $3.93 | 54.5% | 90% |
| 20260727 | $6.08 | $3.83 | 55.0% | 92% |
| 20260724 | $5.50 | $4.12 | 52.1% | 81% |
| 20260723 | $5.07 | $4.00 | 51.4% | 78% |
| 20260722 | $5.35 | $4.12 | 54.6% | 90% |
| 20260721 | $5.50 | $4.17 | 55.4% | 94% |
| 20260720 | $5.85 | $1.73 | 55.4% | 93% |
| 20260716 | $5.82 | $2.40 | 57.1% | 100% |
| 20260715 | $5.38 | $2.30 | 54.9% | 92% |
More on BSX
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.