Bed Bath & Beyond Inc. (BBBY) 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.
Bed Bath & Beyond Inc. (BBBY) operates in the Consumer Cyclical sector, specifically the Specialty Retail industry, with a market capitalization near $349.7M, listed on NYSE, employing roughly 32,000 people, carrying a beta of 2.81 to the broader market. Bed Bath & Beyond Inc. Led by Marcus Anthony Lemonis, public since 1992-06-01.
Snapshot as of May 15, 2026.
- Spot Price
- $4.55
- Expected Move
- 25.6%
- Implied High
- $5.72
- Implied Low
- $3.38
- Front DTE
- 34 days
As of May 15, 2026, Bed Bath & Beyond Inc. (BBBY) has an expected move of 25.63%, a one-standard-deviation implied price range of roughly $3.38 to $5.72 from the current $4.55. 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.
BBBY Strategy Sizing to the Expected Move
With Bed Bath & Beyond Inc. pricing an expected move of 25.63% from $4.55, 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 BBBY derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $4.55 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 89.4% | 27.3% | $5.79 | $3.31 |
| Jul 17, 2026 | 63 | 76.9% | 31.9% | $6.00 | $3.10 |
| Sep 18, 2026 | 126 | 88.2% | 51.8% | $6.91 | $2.19 |
| Dec 18, 2026 | 217 | 88.5% | 68.2% | $7.65 | $1.45 |
| Jan 15, 2027 | 245 | 88.5% | 72.5% | $7.85 | $1.25 |
| Jan 21, 2028 | 616 | 98.2% | 127.6% | $10.35 | $-1.25 |
Frequently asked BBBY expected move questions
- What is the current BBBY expected move?
- As of May 15, 2026, Bed Bath & Beyond Inc. (BBBY) has an expected move of 25.63% over the next 34 days, implying a one-standard-deviation price range of $3.38 to $5.72 from the current $4.55. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the BBBY 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 BBBY 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.