BXSL · Expected Move
Blackstone Secured Lending Fund
The expected move for BXSL 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).
BXSL 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 BXSL Expected Move
30-Day Straddle
$1.33
7-Day Straddle
$1.33
30-Day ATM IV
24.7%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to BXSL'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.
BXSL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.33 | $1.33 | 24.7% | 49% |
| 20261021 | $1.25 | $1.25 | 20.3% | 32% |
| 20261020 | $1.18 | $1.18 | 19.8% | 30% |
| 20261019 | $1.23 | $1.23 | 21.8% | 38% |
| 20261016 | $1.45 | $0.60 | 24.4% | 48% |
| 20261015 | $1.40 | $0.38 | 22.3% | 39% |
| 20261014 | $1.18 | $0.45 | 19.2% | 28% |
| 20261013 | $1.23 | $0.45 | 19.8% | 30% |
| 20261012 | $1.20 | $0.75 | 18.9% | 27% |
| 20261009 | $1.48 | $0.60 | 22.8% | 41% |
| 20261008 | $1.35 | $0.72 | 20.9% | 34% |
| 20261007 | $1.50 | $0.72 | 24.2% | 47% |
| 20261006 | $1.32 | $0.82 | — | — |
| 20261005 | $1.38 | $0.68 | 21.2% | 35% |
| 20261002 | $0.88 | $0.88 | 20.3% | 32% |
| 20261001 | $0.80 | $0.80 | 21.6% | 37% |
| 20260930 | $0.80 | $0.80 | 19.3% | 28% |
| 20260929 | $1.17 | $1.17 | 22.5% | 40% |
| 20260928 | $1.02 | $1.02 | 22.6% | 41% |
| 20260925 | $1.28 | $1.28 | 21.8% | 38% |
| 20260924 | $1.38 | $1.38 | 23.9% | 46% |
| 20260923 | $1.23 | $1.23 | 22.3% | 40% |
| 20260922 | $1.18 | $1.18 | 24.6% | 48% |
| 20260921 | $1.05 | $1.05 | 19.4% | 28% |
| 20260918 | $1.05 | $0.20 | 23.7% | 45% |
| 20260917 | $0.97 | $0.45 | 19.1% | 27% |
| 20260916 | $1.98 | $0.35 | 23.6% | 45% |
| 20260915 | $1.25 | $0.38 | 22.5% | 40% |
| 20260914 | $1.38 | $0.47 | 23.1% | 43% |
| 20260911 | $1.25 | $0.55 | 21.4% | 36% |
| 20260910 | $1.40 | $0.55 | 22.7% | 41% |
| 20260909 | $1.40 | $0.70 | 21.6% | 37% |
| 20260908 | $1.45 | $0.90 | 21.5% | 36% |
| 20260904 | $1.57 | $0.50 | 23.0% | 42% |
| 20260903 | $1.57 | $0.60 | 19.8% | 30% |
| 20260902 | $0.55 | $0.55 | 18.5% | 23% |
| 20260901 | $0.60 | $0.60 | 17.6% | 19% |
| 20260831 | $0.62 | $0.62 | 16.5% | 15% |
| 20260828 | $0.72 | $0.72 | 16.8% | 16% |
| 20260827 | $0.72 | $0.72 | 15.5% | 12% |
| 20260826 | $0.62 | $0.62 | 12.0% | 0% |
| 20260825 | $0.70 | $0.70 | 15.4% | 9% |
| 20260824 | $0.68 | $0.68 | 17.4% | 16% |
| 20260821 | $0.53 | $0.33 | 16.0% | 11% |
| 20260820 | $0.78 | $0.55 | 13.9% | 4% |
| 20260819 | $0.68 | $0.82 | 18.0% | 18% |
| 20260818 | $0.77 | $0.53 | 12.8% | 0% |
| 20260817 | $0.82 | $0.43 | 16.4% | 7% |
| 20260814 | $0.82 | $0.55 | 16.7% | 8% |
| 20260813 | $0.97 | $0.47 | 14.9% | 1% |
| 20260812 | $0.97 | $0.68 | 14.7% | 0% |
| 20260811 | $1.08 | $0.75 | 19.0% | 14% |
| 20260810 | $1.05 | $0.45 | 15.6% | 0% |
| 20260807 | — | — | 21.6% | 15% |
| 20260806 | $1.27 | $0.88 | 18.6% | 2% |
| 20260805 | $1.05 | $1.05 | 20.5% | 11% |
| 20260804 | $0.97 | $0.97 | 22.1% | 17% |
| 20260803 | $1.00 | $1.00 | 21.9% | 17% |
| 20260731 | $1.15 | $1.15 | 22.2% | 18% |
| 20260730 | $1.25 | $1.25 | 21.2% | 14% |
More on BXSL
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.