BZH · Expected Move
Beazer Homes USA, Inc. New
The expected move for BZH 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).
BZH 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 BZH Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
20.9%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to BZH'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.
BZH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $0.00 | $0.00 | 20.9% | 26% |
| 20261022 | $0.00 | $0.00 | 20.6% | 26% |
| 20261021 | $0.00 | $0.00 | 20.2% | 25% |
| 20261020 | $0.00 | $0.00 | 13.6% | 10% |
| 20261019 | $0.60 | $0.60 | — | — |
| 20261016 | $5.28 | $0.48 | 9.0% | 0% |
| 20261015 | $8.12 | $7.95 | 47.2% | 85% |
| 20261014 | $0.73 | $0.80 | 9.4% | 0% |
| 20261013 | $8.05 | $0.33 | 34.4% | 55% |
| 20261012 | $5.38 | $5.33 | 11.7% | 4% |
| 20261009 | $0.92 | $7.97 | 11.2% | 3% |
| 20261008 | $0.68 | $10.32 | — | — |
| 20261007 | $0.70 | $8.80 | — | — |
| 20261006 | $5.53 | $5.28 | 43.6% | 76% |
| 20261005 | $5.55 | $6.85 | 18.1% | 13% |
| 20261002 | $3.00 | $3.00 | 19.6% | 16% |
| 20261001 | $2.77 | $2.77 | 19.4% | 16% |
| 20260930 | $11.90 | $11.90 | 10.1% | 0% |
| 20260929 | $0.62 | $0.62 | 23.3% | 17% |
| 20260928 | $2.15 | $2.15 | 36.0% | 40% |
| 20260925 | $0.77 | $0.77 | 33.4% | 35% |
| 20260924 | $2.15 | $2.15 | 20.9% | 13% |
| 20260923 | $0.62 | $0.62 | 24.5% | 19% |
| 20260922 | $0.57 | $0.57 | 15.9% | 4% |
| 20260921 | $0.57 | $0.57 | 16.3% | 5% |
| 20260918 | $3.55 | $11.22 | 17.1% | 6% |
| 20260917 | $1.38 | $9.30 | — | — |
| 20260916 | $9.35 | $1.65 | — | — |
| 20260915 | $7.95 | $0.30 | — | — |
| 20260914 | $1.98 | $1.95 | 14.9% | 2% |
| 20260911 | $0.57 | $7.75 | 13.5% | 0% |
| 20260910 | $0.53 | $1.95 | 22.6% | 16% |
| 20260909 | $1.18 | $1.32 | 19.9% | 11% |
| 20260908 | $7.80 | $7.78 | — | — |
| 20260904 | $4.35 | $3.30 | 30.8% | 31% |
| 20260903 | $8.82 | $2.33 | 23.6% | 18% |
| 20260902 | $1.43 | $1.43 | 29.0% | 27% |
| 20260901 | $3.50 | $3.50 | 16.1% | 5% |
| 20260831 | $2.95 | $2.95 | 14.8% | 2% |
| 20260828 | $2.30 | $2.30 | 19.1% | 10% |
| 20260827 | $3.55 | $3.55 | 14.3% | 1% |
| 20260826 | $8.85 | $8.85 | 20.8% | 13% |
| 20260825 | $8.72 | $8.72 | — | — |
| 20260824 | $4.30 | $4.30 | 40.6% | 48% |
| 20260821 | $2.58 | $2.00 | 14.3% | 1% |
| 20260820 | $2.30 | $1.95 | 13.5% | 0% |
| 20260819 | $2.30 | $1.77 | 15.1% | 2% |
| 20260818 | $2.40 | $0.42 | 14.0% | 0% |
| 20260817 | $2.50 | $1.25 | 14.8% | 1% |
| 20260814 | $2.88 | $10.38 | 38.1% | 43% |
| 20260813 | $3.47 | $7.90 | — | — |
| 20260812 | $8.78 | $0.50 | 21.5% | 13% |
| 20260811 | $2.38 | $7.58 | 14.2% | 0% |
| 20260810 | $1.65 | $0.53 | 15.9% | 0% |
| 20260807 | — | — | 19.8% | 0% |
| 20260806 | $4.28 | $3.30 | 47.5% | 45% |
| 20260805 | $3.00 | $3.00 | 50.2% | 51% |
| 20260804 | $2.88 | $2.88 | 46.1% | 41% |
| 20260803 | $3.02 | $3.02 | 50.6% | 52% |
| 20260731 | $3.05 | $3.05 | 50.8% | 53% |
More on BZH
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.