Global X - Blockchain ETF (BKCH) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Global X - Blockchain ETF (BKCH) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $230.8M, listed on NASDAQ, carrying a beta of 4.20 to the broader market. The Global X Blockchain ETF (BKCH) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Blockchain Index. public since 2021-07-14.

Snapshot as of May 15, 2026.

Spot Price
$84.34
Expected Move
20.2%
Implied High
$101.36
Implied Low
$67.32
Front DTE
34 days

As of May 15, 2026, Global X - Blockchain ETF (BKCH) has an expected move of 20.18%, a one-standard-deviation implied price range of roughly $67.32 to $101.36 from the current $84.34. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

BKCH Strategy Sizing to the Expected Move

With Global X - Blockchain ETF pricing an expected move of 20.18% from $84.34, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

Learn how expected move is reported and how to read the data →

Per-expiration expected move for BKCH derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $84.34 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263470.4%21.5%$102.46$66.22
Jul 17, 20266372.0%29.9%$109.57$59.11
Oct 16, 202615474.3%48.3%$125.04$43.64
Jan 15, 202724574.2%60.8%$135.61$33.07

Frequently asked BKCH expected move questions

What is the current BKCH expected move?
As of May 15, 2026, Global X - Blockchain ETF (BKCH) has an expected move of 20.18% over the next 34 days, implying a one-standard-deviation price range of $67.32 to $101.36 from the current $84.34. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the BKCH expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is BKCH expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.