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
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 BWAY Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.30
30-Day ATM IV
136.6%
IV Rank
35%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $4.10 | $4.30 | 136.6% | 35% |
| 20261112 | $4.35 | $4.65 | 153.1% | 42% |
| 20261111 | $4.12 | $2.47 | 92.5% | 15% |
| 20261110 | $4.50 | $2.92 | 143.2% | 38% |
| 20261109 | $4.10 | $3.50 | 153.1% | 42% |
| 20261106 | $4.33 | $2.67 | 136.1% | 34% |
| 20261105 | $4.15 | $2.32 | 136.5% | 35% |
| 20261104 | $2.47 | $2.47 | 145.2% | 38% |
| 20261103 | $2.47 | $2.47 | 146.9% | 39% |
| 20261102 | $2.92 | $2.92 | 147.1% | 39% |
| 20261030 | $3.00 | $3.00 | 142.9% | 37% |
| 20261029 | $2.95 | $2.95 | 137.9% | 35% |
| 20261028 | $3.30 | $3.30 | 138.9% | 36% |
| 20261027 | $3.30 | $3.30 | 143.1% | 38% |
| 20261026 | $2.47 | $2.47 | 153.3% | 42% |
| 20261023 | $2.52 | $2.52 | 159.4% | 45% |
| 20261022 | $3.80 | $3.80 | 159.8% | 45% |
| 20261021 | $3.80 | $3.80 | 159.8% | 45% |
| 20261020 | $3.85 | $3.85 | 149.7% | 40% |
| 20261019 | $3.45 | $3.45 | 147.7% | 40% |
| 20261016 | $3.80 | $3.45 | 148.0% | 40% |
| 20261015 | $4.22 | $2.30 | 140.5% | 36% |
| 20261014 | $2.75 | $2.05 | 133.0% | 33% |
| 20261013 | $3.00 | $3.55 | 130.8% | 32% |
| 20261012 | $4.05 | $2.12 | 143.5% | 38% |
| 20261009 | $4.05 | $2.30 | 283.9% | 100% |
| 20261008 | $4.05 | $2.17 | 137.8% | 74% |
| 20261007 | $4.10 | $2.30 | 134.5% | 70% |
| 20261006 | $4.05 | $4.30 | 166.2% | 100% |
| 20261005 | $4.10 | $2.60 | 139.1% | 100% |
| 20261002 | $3.50 | $3.50 | 101.5% | 59% |
| 20261001 | $3.60 | $3.60 | 99.2% | 56% |
| 20260930 | $3.80 | $3.80 | 93.5% | 48% |
| 20260929 | $3.40 | $3.40 | 94.8% | 50% |
| 20260928 | $3.70 | $3.70 | 91.6% | 45% |
| 20260925 | $3.80 | $3.80 | 85.6% | 37% |
| 20260924 | $3.98 | $3.98 | 93.5% | 48% |
| 20260923 | $3.52 | $3.52 | 87.1% | 39% |
| 20260922 | $3.52 | $3.52 | 85.3% | 37% |
| 20260921 | $3.90 | $3.90 | 83.3% | 34% |
| 20260918 | $3.47 | $3.30 | 83.5% | 34% |
| 20260917 | $3.90 | $3.40 | 76.7% | 25% |
| 20260916 | $3.85 | $3.70 | 77.2% | 26% |
| 20260915 | $2.42 | $3.75 | 84.2% | 35% |
| 20260914 | $2.52 | $3.23 | 66.5% | 11% |
| 20260911 | $2.30 | $2.67 | 75.3% | 23% |
| 20260910 | $2.33 | $1.43 | 87.0% | 39% |
| 20260909 | $2.35 | $2.73 | 76.2% | 24% |
| 20260908 | $2.38 | $1.43 | 72.9% | 20% |
| 20260904 | $2.30 | $2.73 | 69.6% | 15% |
| 20260903 | $2.17 | $2.42 | 73.9% | 21% |
| 20260902 | $2.42 | $2.42 | 78.1% | 27% |
| 20260901 | $2.78 | $2.78 | 77.6% | 23% |
| 20260831 | $3.58 | $3.58 | 75.2% | 20% |
| 20260828 | $2.42 | $2.42 | 77.1% | 22% |
| 20260827 | $2.48 | $2.48 | 80.6% | 26% |
| 20260826 | $2.78 | $2.78 | 71.7% | 16% |
| 20260825 | $2.83 | $2.83 | 58.5% | 0% |
| 20260824 | $2.88 | $2.88 | 76.2% | 1% |
| 20260821 | $2.28 | $2.83 | 84.7% | 13% |
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.