BXMT · Expected Move
Blackstone Mortgage Trust, Inc. (NEW)
The expected move for BXMT 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).
BXMT 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 BXMT Expected Move
30-Day Straddle
$0.88
7-Day Straddle
$0.88
30-Day ATM IV
74.6%
IV Rank
97%
Implied one-standard-deviation move through the next 30 days. Compare to BXMT'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.
BXMT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261102 | $0.88 | $0.88 | 74.6% | 97% |
| 20261030 | $1.27 | $1.27 | 44.0% | 39% |
| 20261029 | $0.88 | $0.88 | 38.8% | 29% |
| 20261028 | $0.97 | $0.97 | 38.8% | 29% |
| 20261027 | $1.07 | $1.07 | 46.1% | 43% |
| 20261026 | $1.05 | $1.05 | — | — |
| 20261023 | $1.02 | $1.02 | — | — |
| 20261022 | $1.02 | $1.02 | 36.5% | 25% |
| 20261021 | $1.00 | $1.00 | 40.5% | 32% |
| 20261020 | $1.12 | $1.12 | — | — |
| 20261019 | $1.05 | $1.05 | 40.6% | 33% |
| 20261016 | $1.05 | $0.57 | 38.5% | 29% |
| 20261015 | $1.00 | $0.38 | 37.3% | 26% |
| 20261014 | $1.02 | $1.77 | 35.9% | 24% |
| 20261013 | $0.95 | $0.33 | 34.1% | 20% |
| 20261012 | $1.00 | $0.43 | 35.0% | 22% |
| 20261009 | $1.05 | $0.50 | 34.8% | 24% |
| 20261008 | $1.10 | $0.57 | 35.1% | 24% |
| 20261007 | $1.10 | $0.47 | 75.9% | 100% |
| 20261006 | $1.15 | $0.60 | 32.8% | 86% |
| 20261005 | $1.02 | $0.50 | 32.1% | 80% |
| 20261002 | $0.57 | $0.57 | 33.4% | 91% |
| 20261001 | $0.70 | $0.70 | 33.3% | 90% |
| 20260930 | $0.88 | $0.88 | 31.3% | 74% |
| 20260929 | $0.72 | $0.72 | 32.9% | 87% |
| 20260928 | $0.75 | $0.75 | 33.0% | 88% |
| 20260925 | $0.72 | $0.72 | 29.3% | 58% |
| 20260924 | $0.75 | $0.75 | 30.7% | 70% |
| 20260923 | $1.02 | $1.02 | 31.9% | 79% |
| 20260922 | $0.80 | $0.80 | 29.9% | 64% |
| 20260921 | $0.80 | $0.80 | 29.7% | 62% |
| 20260918 | $0.93 | $0.45 | 32.0% | 80% |
| 20260917 | $0.95 | $0.55 | 30.0% | 65% |
| 20260916 | $0.85 | $0.90 | 29.4% | 60% |
| 20260915 | $0.95 | $0.42 | 31.2% | 74% |
| 20260914 | $0.90 | $0.40 | 31.1% | 76% |
| 20260911 | $1.05 | $0.55 | 30.9% | 74% |
| 20260910 | $1.08 | $0.68 | 31.2% | 76% |
| 20260909 | $1.02 | $0.50 | 28.5% | 57% |
| 20260908 | $1.18 | $0.55 | 32.1% | 82% |
| 20260904 | $1.08 | $0.50 | 26.8% | 45% |
| 20260903 | $0.97 | $0.53 | 24.9% | 32% |
| 20260902 | $0.55 | $0.55 | 26.0% | 40% |
| 20260901 | $0.60 | $0.60 | 24.5% | 29% |
| 20260831 | $0.53 | $0.53 | 24.7% | 30% |
| 20260828 | $0.73 | $0.73 | 27.0% | 47% |
| 20260827 | $0.68 | $0.68 | 26.7% | 45% |
| 20260826 | $0.65 | $0.65 | 24.9% | 32% |
| 20260825 | $0.65 | $0.65 | 24.5% | 29% |
| 20260824 | $0.73 | $0.73 | 25.2% | 34% |
| 20260821 | $0.93 | $0.45 | 27.5% | 50% |
| 20260820 | $0.93 | $0.45 | 27.3% | 49% |
| 20260819 | $0.88 | $0.60 | 24.9% | 31% |
| 20260818 | $0.80 | $0.35 | 23.7% | 23% |
| 20260817 | $0.88 | $0.47 | 24.8% | 31% |
| 20260814 | $1.03 | $0.65 | 25.6% | 37% |
| 20260813 | $1.12 | $0.67 | 26.2% | 41% |
| 20260812 | $0.93 | $0.80 | 26.8% | 45% |
| 20260811 | $1.10 | $0.70 | — | — |
| 20260810 | $0.95 | $0.53 | 25.5% | 36% |
More on BXMT
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.