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BMY options: IV rank, expected move and trade screens

Bristol Myers Squibb Co · Healthcare

As of the close on . In the app, data is refreshed intraday.

BMY closed at $63.88 on Sep 28, 2026 with 30-day implied volatility of 32.8%. That is in the upper half of its one-year range (IV rank 59), so premiums are somewhat richer than usual for BMY. Measured by IV percentile, IV is higher than 75% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $6.46, or 10.1%.

The price is above its 200-day moving average (+8.2%) but below its 50-day (-0.5%), a pullback inside a longer uptrend. It is 6.2% below its 52-week high and 50.0% above its 52-week low. The 14-day RSI of 50.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.38, about 2.2% of the price, a measure of a typical day's range.

Option volume at the close (17.8K contracts) was 1.1x its average, close to normal. A beta of 0.25 means BMY has tended to move about 0.3 times as much as the broad market. 2 of our preset screens found trades on BMY at the close, led by Long Call Butterflies for Pinning with 26 trades.

BMY stats at the close

Price
$63.88
Market cap $130B
Implied volatility
32.8%
30-day, at the money
IV rank
59
IV sits 59% of the way from its one-year low to its one-year high.
IV percentile
75
IV is higher than 75% of the past year's readings.
ATR (14-day)
$1.38
2.2% of the price on a typical day
RSI (14-day)
50.3
Between 30 and 70, neutral
52-week range
-6.2% from high
+50.0% from the 52-week low
Moving averages
-0.5% vs 50-day
+8.2% vs the 200-day
Beta
0.25
Sensitivity to the broad market
Option volume
1.1x avg
17.8K contracts vs 16.3K average

BMY expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days35.8%±$2.40 (3.8%)$61.48 to $66.28$1.92
Oct 30, 202632 days34.2%±$6.46 (10.1%)$57.42 to $70.34$5.15
Nov 20, 202653 days32.5%±$7.90 (12.4%)$55.98 to $71.78$6.36
Dec 18, 202681 days30.8%±$9.27 (14.5%)$54.61 to $73.15$7.43

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for BMY from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

BMY options FAQ

What is BMY's IV rank?
At the close on Sep 28, 2026, BMY's IV rank was 59 with 30-day implied volatility of 32.8%. IV sits 59% of the way from its one-year low to its one-year high. Its IV percentile was 75: IV is higher than 75% of the past year's readings.
What is the expected move for BMY?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $6.46 (10.1%), a range of $57.42 to $70.34. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on BMY?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on BMY: Long Call Butterflies for Pinning (26), Iron Condor, 2-ATR Profit Zone (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is BMY option volume above average?
On Sep 28, 2026, BMY option volume was 1.1x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.