BWAY · Expected Move
Brainsway Ltd. American Depositary Shares
The expected move for BWAY 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).
BWAY straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BWAY Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
Avg IV
158.0%
IV Rank
38%
Implied one-standard-deviation move through the next 30 days. Compare to BWAY'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.
BWAY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $3.40 | $3.40 | 158.0% | 38% |
| 20260928 | $3.70 | $3.70 | 154.7% | 37% |
| 20260925 | $3.80 | $3.80 | 149.1% | 34% |
| 20260924 | $3.98 | $3.98 | 149.0% | 34% |
| 20260923 | $3.52 | $3.52 | 146.1% | 33% |
| 20260922 | $3.52 | $3.52 | 135.6% | 28% |
| 20260921 | $3.90 | $3.90 | 124.9% | 23% |
| 20260918 | $3.47 | $3.30 | 130.0% | 26% |
| 20260917 | $3.90 | $3.40 | 113.3% | 18% |
| 20260916 | $3.85 | $3.70 | 118.0% | 20% |
| 20260915 | $2.42 | $3.75 | 129.8% | 25% |
| 20260914 | $2.52 | $3.23 | 118.1% | 20% |
| 20260911 | $2.30 | $2.67 | 112.0% | 18% |
| 20260910 | $2.33 | $1.43 | 116.4% | 20% |
| 20260909 | $2.35 | $2.73 | 104.1% | 14% |
| 20260908 | $2.38 | $1.43 | 119.9% | 21% |
| 20260904 | $2.30 | $2.73 | 80.0% | 3% |
| 20260903 | $2.17 | $2.42 | 94.7% | 10% |
| 20260902 | $2.42 | $2.42 | 126.2% | 24% |
| 20260901 | $2.78 | $2.78 | 186.3% | 51% |
| 20260831 | $3.58 | $3.58 | 106.3% | 15% |
| 20260828 | $2.42 | $2.42 | 146.3% | 33% |
| 20260827 | $2.48 | $2.48 | 85.7% | 6% |
| 20260826 | $2.78 | $2.78 | 139.9% | 30% |
| 20260825 | $2.83 | $2.83 | 148.7% | 34% |
| 20260824 | $2.88 | $2.88 | 138.9% | 30% |
| 20260821 | $2.28 | $2.83 | 133.3% | 27% |
| 20260820 | $2.73 | $3.25 | 81.2% | 4% |
| 20260819 | $2.78 | $2.90 | 83.6% | 5% |
| 20260818 | $2.80 | $3.28 | 109.5% | 16% |
| 20260817 | $3.50 | $3.52 | 150.7% | 35% |
| 20260814 | $3.45 | $4.35 | 84.1% | 5% |
| 20260813 | $3.10 | $3.85 | 109.3% | 16% |
| 20260812 | $4.22 | $3.80 | 89.8% | 8% |
| 20260811 | $4.12 | $5.00 | 144.4% | 32% |
| 20260810 | $5.00 | $3.10 | 135.2% | 28% |
| 20260806 | $4.07 | $3.12 | 89.5% | 7% |
| 20260805 | $3.70 | $3.70 | 208.9% | 61% |
| 20260804 | $3.23 | $3.23 | 191.0% | 53% |
| 20260803 | $3.85 | $3.85 | 140.4% | 30% |
| 20260731 | $3.20 | $3.20 | 136.0% | 28% |
| 20260730 | $3.35 | $3.35 | 120.8% | 21% |
| 20260729 | $3.30 | $3.30 | 155.1% | 36% |
| 20260728 | $3.98 | $3.98 | 141.4% | 30% |
| 20260727 | $3.70 | $3.70 | 145.7% | 32% |
| 20260724 | $4.47 | $4.47 | 123.7% | 23% |
| 20260723 | $4.47 | $4.47 | 145.3% | 32% |
| 20260722 | $4.03 | $4.03 | 109.7% | 16% |
| 20260721 | $4.50 | $4.50 | 148.7% | 34% |
| 20260720 | $4.15 | $4.15 | 130.6% | 26% |
| 20260716 | $3.60 | $3.05 | 118.8% | 20% |
| 20260715 | $3.55 | $3.15 | 104.3% | 14% |
| 20260714 | $4.33 | $2.58 | 72.9% | 0% |
| 20260713 | $3.85 | $2.10 | 117.6% | 18% |
| 20260710 | $3.88 | $3.70 | 77.4% | 0% |
| 20260709 | $3.73 | $3.40 | 83.6% | 2% |
| 20260708 | $3.65 | $3.70 | 153.6% | 11% |
| 20260707 | $4.05 | $3.50 | 130.6% | 8% |
| 20260706 | $4.65 | $3.85 | 78.8% | 0% |
More on BWAY
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.