BTAL · Expected Move
AGF U.S. Market Neutral Anti-Beta Fund · ETF
The expected move for BTAL 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).
BTAL 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 BTAL Expected Move
30-Day Straddle
$1.05
7-Day Straddle
$1.05
30-Day ATM IV
32.3%
IV Rank
15%
Implied one-standard-deviation move through the next 30 days. Compare to BTAL'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.
BTAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.05 | $1.05 | 32.3% | 15% |
| 20261021 | $0.93 | $0.93 | 31.5% | 13% |
| 20261020 | $0.97 | $0.97 | 32.0% | 14% |
| 20261019 | $0.85 | $0.85 | 28.0% | 7% |
| 20261016 | $1.33 | $2.78 | 41.4% | 30% |
| 20261015 | $0.80 | $0.68 | 30.6% | 12% |
| 20261014 | $1.05 | $0.72 | 30.4% | 11% |
| 20261013 | $0.90 | $0.67 | 28.8% | 9% |
| 20261012 | $1.15 | $0.90 | 23.6% | 0% |
| 20261009 | $1.15 | $0.60 | 35.6% | 17% |
| 20261008 | $1.02 | $0.57 | 29.2% | 5% |
| 20261007 | $1.15 | $0.90 | 46.2% | 35% |
| 20261006 | $1.12 | $0.88 | 38.5% | 22% |
| 20261005 | $1.12 | $0.88 | 35.0% | 15% |
| 20261002 | $0.88 | $0.88 | 37.7% | 20% |
| 20261001 | $0.95 | $0.95 | 34.8% | 15% |
| 20260930 | $0.73 | $0.73 | 38.4% | 21% |
| 20260929 | $0.95 | $0.95 | 35.7% | 17% |
| 20260928 | $0.95 | $0.95 | 43.5% | 30% |
| 20260925 | $2.98 | $2.98 | 83.2% | 100% |
| 20260924 | $0.98 | $0.98 | 44.5% | 42% |
| 20260923 | $0.90 | $0.90 | 36.3% | 23% |
| 20260922 | $0.88 | $0.88 | 49.0% | 53% |
| 20260921 | $5.00 | $5.00 | 46.1% | 46% |
| 20260918 | $1.12 | $0.90 | 29.8% | 8% |
| 20260917 | $1.07 | $0.92 | 27.1% | 2% |
| 20260916 | $1.12 | $1.00 | 29.1% | 5% |
| 20260915 | $1.00 | $0.70 | 26.2% | 0% |
| 20260914 | $1.12 | $0.72 | 30.9% | 5% |
| 20260911 | $1.15 | $1.00 | 33.8% | 10% |
| 20260910 | $1.07 | $0.93 | 32.9% | 8% |
| 20260909 | $0.90 | $0.85 | 38.6% | 18% |
| 20260908 | $0.97 | $0.80 | 41.0% | 23% |
| 20260904 | $0.85 | $0.90 | 47.7% | 35% |
| 20260903 | $0.97 | $0.72 | 35.0% | 12% |
| 20260902 | $0.75 | $0.75 | 69.5% | 75% |
| 20260901 | $0.70 | $0.70 | 31.4% | 5% |
| 20260831 | $0.97 | $0.97 | 41.1% | 23% |
| 20260828 | $0.70 | $0.70 | 48.0% | 36% |
| 20260827 | $0.73 | $0.73 | 45.0% | 30% |
| 20260826 | $0.73 | $0.73 | 46.6% | 33% |
| 20260825 | $0.97 | $0.97 | 49.5% | 38% |
| 20260824 | $0.95 | $0.95 | 45.4% | 31% |
| 20260821 | $0.82 | $0.28 | 49.8% | 39% |
| 20260820 | $0.98 | $0.17 | 48.6% | 37% |
| 20260819 | $1.00 | $0.17 | 51.7% | 42% |
| 20260818 | $0.90 | $0.22 | 46.9% | 34% |
| 20260817 | $0.98 | $0.33 | 52.9% | 45% |
| 20260814 | $1.00 | $0.22 | 49.5% | 38% |
| 20260813 | $0.95 | $0.35 | 47.2% | 34% |
| 20260812 | $1.00 | $0.25 | 45.8% | 32% |
| 20260811 | $1.05 | $0.33 | 45.1% | 30% |
| 20260810 | $0.70 | $0.33 | 42.3% | 25% |
| 20260806 | $1.80 | $0.55 | 52.6% | 44% |
| 20260805 | $0.35 | $0.35 | 52.9% | 45% |
| 20260804 | $0.35 | $0.35 | 57.7% | 53% |
| 20260803 | $0.40 | $0.40 | 39.3% | 20% |
| 20260731 | $0.57 | $0.57 | 34.0% | 10% |
| 20260730 | $0.57 | $0.57 | 34.1% | 10% |
| 20260729 | $1.73 | $1.73 | 40.4% | 22% |
More on BTAL
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.