Tracking the BBP expected move helps you see how far Virtus Biotech ETF's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Virtus Biotech ETF's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the BBP expected move for this week's options, in real time.
The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For BBP, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The BBP expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Virtus Biotech ETF is unlikely to go.
The Fund seeks investment results that correspond, before fees and expenses, to the price and yield performance of the LifeSci Biotechnology Products Index, which tracks the performance of biotechnology companies with at least one drug therapy approved by the FDA.Effective February 27, this Fund's name changed from Virtus LifeSci Biotech Products ETF to Virtus Biotech ETF.
Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the BBP expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Virtus Biotech ETF expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about BBP.
