BTSG · Expected Move

BrightSpring Health Services, Inc. Common Stock

The expected move for BTSG 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).

BTSG straddle price & implied vol

60 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 BTSG Expected Move
30-Day Straddle
$6.88
7-Day Straddle
$6.88
30-Day ATM IV
45.9%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to BTSG'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.
BTSG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $6.88 $6.88 45.9% 27%
20261029 $7.33 $7.33 58.9% 79%
20261028 $8.22 $8.22 61.7% 90%
20261027 $6.70 $6.70 54.1% 60%
20261026 $7.62 $7.62 58.9% 79%
20261023 $8.10 $8.10 59.9% 83%
20261022 $8.20 $8.20 58.6% 77%
20261021 $7.85 $7.85 55.2% 64%
20261020 $7.95 $7.95 54.1% 60%
20261019 $8.38 $8.38 56.2% 68%
20261016 $8.50 $0.80 56.8% 70%
20261015 $8.25 $3.00 53.3% 56%
20261014 $9.15 $2.43 57.3% 72%
20261013 $9.25 $2.93 53.8% 58%
20261012 $9.23 $3.55 54.8% 62%
20261009 $9.90 $3.18 55.0% 63%
20261008 $9.55 $3.05 52.5% 53%
20261007 $9.50 $3.12 51.9% 51%
20261006 $9.65 $3.85 51.9% 51%
20261005 $8.47 $3.27 47.5% 33%
20261002 $3.85 $3.85 49.0% 39%
20261001 $4.08 $4.08 46.2% 28%
20260930 $4.22 $4.22 48.6% 38%
20260929 $4.00 $4.00 48.3% 36%
20260928 $3.90 $3.90 47.3% 32%
20260925 $4.40 $4.40 44.3% 20%
20260924 $4.85 $4.85 47.1% 32%
20260923 $4.45 $4.45 45.2% 24%
20260922 $5.30 $5.30 46.2% 28%
20260921 $4.53 $4.53 41.9% 11%
20260918 $6.42 $2.42 45.9% 27%
20260917 $5.38 $2.58 40.2% 4%
20260916 $5.12 $2.80 39.2% 0%
20260915 $5.88 $3.20 42.9% 10%
20260914 $6.10 $2.67 42.8% 9%
20260911 $6.22 $3.70 42.6% 9%
20260910 $6.67 $4.40 46.3% 24%
20260909 $6.53 $5.07 41.8% 5%
20260908 $7.22 $4.08 44.0% 14%
20260904 $6.80 $4.03 41.2% 3%
20260903 $7.02 $4.97 42.3% 7%
20260902 $4.10 $4.10 41.0% 2%
20260901 $4.70 $4.70 44.0% 14%
20260831 $4.85 $4.85 46.5% 24%
20260828 $4.32 $4.32 41.0% 2%
20260827 $5.05 $5.05 43.3% 11%
20260826 $5.93 $5.93 44.3% 16%
20260825 $6.03 $6.03 44.7% 17%
20260824 $5.78 $5.78 46.7% 26%
20260821 $5.28 $2.10 40.5% 0%
20260820 $6.30 $1.75 46.2% 23%
20260819 $6.50 $3.23 47.0% 27%
20260818 $6.72 $2.45 47.6% 29%
20260817 $6.20 $2.05 43.7% 13%
20260814 $6.62 $2.92 42.3% 7%
20260813 $7.28 $3.68 48.6% 33%
20260812 $7.25 $3.50 47.9% 30%
20260811 $7.02 $4.03 46.2% 23%
20260810 $7.10 $3.67 43.1% 10%
20260807 — — 45.9% 22%

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.