BWA · Expected Move
BorgWarner Inc.
The expected move for BWA 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).
BWA 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 BWA Expected Move
30-Day Straddle
$6.20
7-Day Straddle
$0.67
30-Day ATM IV
42.9%
IV Rank
47%
Implied one-standard-deviation move through the next 30 days. Compare to BWA'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.
BWA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $6.20 | $0.67 | 42.9% | 47% |
| 20261015 | $6.47 | $1.85 | 42.3% | 44% |
| 20261014 | $6.35 | $1.70 | 42.1% | 41% |
| 20261013 | $6.55 | $2.17 | 41.8% | 40% |
| 20261012 | $6.57 | $2.08 | 42.3% | 42% |
| 20261009 | $6.83 | $2.60 | 40.0% | 30% |
| 20261008 | $6.95 | $2.75 | 40.6% | 34% |
| 20261007 | $6.90 | $2.78 | 39.5% | 28% |
| 20261006 | $7.32 | $3.02 | 40.0% | 31% |
| 20261005 | $6.80 | $2.85 | 38.9% | 25% |
| 20261002 | $3.47 | $3.47 | 38.9% | 25% |
| 20261001 | $4.12 | $4.12 | 39.2% | 26% |
| 20260930 | $3.72 | $3.72 | 39.3% | 27% |
| 20260929 | $3.42 | $3.42 | 37.2% | 17% |
| 20260928 | $3.70 | $3.70 | 37.7% | 19% |
| 20260925 | $4.50 | $4.50 | 36.6% | 13% |
| 20260924 | $4.03 | $4.03 | 36.3% | 12% |
| 20260923 | $3.88 | $3.88 | 35.6% | 8% |
| 20260922 | $4.62 | $4.62 | 36.5% | 13% |
| 20260921 | $4.60 | $4.60 | 35.7% | 9% |
| 20260918 | $4.78 | $1.23 | 34.2% | 2% |
| 20260917 | $5.28 | $1.60 | 35.6% | 8% |
| 20260916 | $5.15 | $1.45 | 36.0% | 11% |
| 20260915 | $5.40 | $1.73 | 37.4% | 17% |
| 20260914 | $5.35 | $2.27 | 34.3% | 2% |
| 20260911 | $5.68 | $2.62 | 34.9% | 5% |
| 20260910 | $6.32 | $3.08 | 36.9% | 14% |
| 20260909 | $5.97 | $3.12 | 35.9% | 9% |
| 20260908 | $5.88 | $3.17 | 34.8% | 4% |
| 20260904 | $6.38 | $3.45 | 34.6% | 3% |
| 20260903 | $6.72 | $3.85 | 35.1% | 5% |
| 20260902 | $3.17 | $3.17 | 33.9% | 0% |
| 20260901 | $3.88 | $3.88 | 34.4% | 0% |
| 20260831 | $4.12 | $4.12 | 36.1% | 8% |
| 20260828 | $4.47 | $4.47 | 37.8% | 16% |
| 20260827 | $4.83 | $4.83 | 37.0% | 12% |
| 20260826 | $5.15 | $5.15 | 39.7% | 25% |
| 20260825 | $5.65 | $5.65 | 42.0% | 35% |
| 20260824 | $5.35 | $5.35 | 39.2% | 22% |
| 20260821 | $5.12 | $1.00 | 34.4% | 0% |
| 20260820 | $5.40 | $0.57 | 37.1% | 12% |
| 20260819 | $5.53 | $1.75 | 35.3% | 4% |
| 20260818 | $5.50 | $1.65 | 34.8% | 2% |
| 20260817 | $5.65 | $2.05 | 34.4% | 0% |
| 20260814 | $6.08 | $2.40 | 35.3% | 0% |
| 20260813 | $6.55 | $2.90 | 38.0% | 13% |
| 20260812 | $6.10 | $2.83 | 35.9% | 3% |
| 20260811 | $7.25 | $3.80 | 40.4% | 25% |
| 20260810 | $7.45 | $4.47 | 41.6% | 31% |
| 20260807 | — | — | 40.4% | 25% |
| 20260806 | $7.85 | $4.80 | 42.9% | 37% |
| 20260805 | $5.35 | $5.35 | 46.3% | 54% |
| 20260804 | $4.47 | $4.47 | 47.0% | 57% |
| 20260803 | $6.45 | $6.45 | 51.2% | 78% |
| 20260731 | $6.53 | $6.53 | 48.8% | 66% |
| 20260730 | $6.45 | $6.45 | 48.4% | 64% |
| 20260729 | $6.47 | $6.47 | 49.9% | 71% |
| 20260728 | $7.12 | $7.12 | 52.1% | 82% |
| 20260727 | $6.93 | $6.93 | 50.0% | 73% |
| 20260724 | $7.20 | $7.20 | 49.9% | 72% |
More on BWA
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.