BDN · Expected Move
Brandywine Realty Trust
The expected move for BDN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BDN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BDN Expected Move
30-Day Straddle
$0.25
7-Day Straddle
$0.25
30-Day ATM IV
37.8%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to BDN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.25 | $0.25 | 37.8% | 2% |
| 20261023 | $1.40 | $1.40 | — | — |
| 20261022 | $0.47 | $0.47 | 64.4% | 18% |
| 20261021 | $0.33 | $0.33 | 78.0% | 25% |
| 20261020 | $0.48 | $0.48 | 79.4% | 26% |
| 20261019 | $0.58 | $0.58 | 82.8% | 28% |
| 20261016 | $1.47 | $10.40 | — | — |
| 20261015 | $0.65 | $1.85 | — | — |
| 20261014 | $10.62 | $0.53 | 100.4% | 38% |
| 20261013 | $0.47 | $0.35 | — | — |
| 20261012 | $1.45 | $10.32 | 209.7% | 100% |
| 20261009 | $0.33 | $0.30 | 77.4% | 35% |
| 20261008 | $10.28 | $0.33 | 70.3% | 30% |
| 20261007 | $1.60 | $1.60 | — | — |
| 20261006 | $0.45 | $0.38 | 55.2% | 18% |
| 20261005 | $10.28 | $10.30 | 84.3% | 41% |
| 20261002 | $0.28 | $0.28 | 68.0% | 28% |
| 20261001 | $10.20 | $10.20 | 112.5% | 64% |
| 20260930 | $0.33 | $0.33 | 62.1% | 23% |
| 20260929 | $0.28 | $0.28 | 47.9% | 12% |
| 20260928 | $0.25 | $0.25 | 61.9% | 23% |
| 20260925 | $0.30 | $0.30 | 48.9% | 12% |
| 20260924 | $10.18 | $10.18 | 42.5% | 7% |
| 20260923 | $0.43 | $0.43 | 40.6% | 6% |
| 20260922 | $0.22 | $0.22 | 39.7% | 5% |
| 20260921 | $0.25 | $0.25 | 43.1% | 8% |
| 20260918 | $0.20 | $0.22 | 43.3% | 8% |
| 20260917 | $0.20 | $0.28 | 39.3% | 5% |
| 20260916 | $0.28 | $0.28 | 42.2% | 7% |
| 20260915 | $0.25 | $0.48 | 37.5% | 3% |
| 20260914 | $0.78 | $0.45 | — | — |
| 20260911 | $0.25 | $0.45 | 46.1% | 10% |
| 20260910 | $0.70 | $0.45 | 101.7% | 55% |
| 20260909 | $0.30 | $0.45 | 41.9% | 7% |
| 20260908 | $0.35 | $0.45 | 44.4% | 9% |
| 20260904 | $0.33 | $1.40 | 44.0% | 9% |
| 20260903 | $0.33 | $0.45 | 45.0% | 9% |
| 20260902 | $0.45 | $0.45 | 42.3% | 7% |
| 20260901 | $0.47 | $0.47 | 40.0% | 5% |
| 20260831 | $0.22 | $0.22 | 50.1% | 13% |
| 20260828 | $0.33 | $0.33 | 33.4% | 0% |
| 20260827 | $0.30 | $0.30 | 45.6% | 7% |
| 20260826 | $0.45 | $0.45 | 74.0% | 31% |
| 20260825 | $7.58 | $7.58 | — | — |
| 20260824 | $0.42 | $0.42 | 62.4% | 21% |
| 20260821 | $0.45 | $0.40 | 68.9% | 26% |
| 20260820 | $0.40 | $0.33 | 63.3% | 22% |
| 20260819 | $10.07 | $0.25 | 68.4% | 26% |
| 20260818 | $0.47 | $0.42 | 76.0% | 32% |
| 20260817 | $0.60 | $0.42 | 59.7% | 19% |
| 20260814 | $7.58 | $7.58 | 144.2% | 89% |
| 20260813 | $1.40 | $7.55 | — | — |
| 20260812 | $0.45 | $7.55 | 83.3% | 38% |
| 20260811 | $7.58 | $1.23 | 121.2% | 70% |
| 20260810 | $0.67 | $1.93 | 77.0% | 33% |
| 20260806 | $7.92 | $5.12 | — | — |
| 20260805 | $0.75 | $0.75 | 78.3% | 34% |
| 20260804 | $0.58 | $0.58 | — | — |
| 20260803 | $1.80 | $1.80 | 70.9% | 28% |
| 20260731 | $0.42 | $0.42 | 90.0% | 44% |
More on BDN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.