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Balchem Corporation BCPC 174.6 4.62 2.72%

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Expected move

No chain in the last ten days can size a move for BCPC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.33%
Average actual move
1.48%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
February 21, 2025 ±5.33% +1.48% 0.28× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →