BHRB · Expected Move
Burke & Herbert Financial Services Corp. Common Stock
The expected move for BHRB 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).
BHRB 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 BHRB Expected Move
30-Day Straddle
$7.47
7-Day Straddle
$7.47
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BHRB'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.
BHRB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20241018 | $7.47 | $7.47 | — | — |
| 20241017 | $10.05 | $10.05 | — | — |
| 20241016 | $8.88 | $8.88 | — | — |
| 20241015 | $9.68 | $9.68 | — | — |
| 20241014 | $10.38 | $10.38 | — | — |
| 20241011 | $10.97 | $10.97 | — | — |
| 20241010 | $13.50 | $13.50 | — | — |
| 20241009 | $13.25 | $13.25 | — | — |
| 20241008 | $13.20 | $13.20 | — | — |
| 20241007 | $12.60 | $12.60 | — | — |
| 20241004 | $12.75 | $12.75 | — | — |
| 20241003 | $11.40 | $11.40 | — | — |
| 20241002 | $11.05 | $11.05 | — | — |
| 20241001 | $12.35 | $12.35 | — | — |
| 20240930 | $10.15 | $10.15 | — | — |
| 20240927 | $11.35 | $11.35 | — | — |
| 20240926 | $9.80 | $9.80 | — | — |
| 20240925 | $13.20 | $13.20 | — | — |
| 20240924 | $9.05 | $9.05 | — | — |
| 20240923 | $9.75 | $9.75 | — | — |
| 20240920 | $9.05 | $9.05 | — | — |
| 20240919 | $8.90 | $8.90 | — | — |
| 20240918 | $7.28 | $7.28 | — | — |
| 20240917 | $6.92 | $6.92 | — | — |
| 20240916 | $9.60 | $9.60 | — | — |
| 20240913 | $9.65 | $9.65 | — | — |
| 20240912 | $12.75 | $12.75 | — | — |
| 20240911 | $10.15 | $10.15 | — | — |
| 20240910 | $8.32 | $8.32 | — | — |
| 20240909 | $10.05 | $10.05 | — | — |
| 20240906 | $9.50 | $9.50 | — | — |
| 20240905 | $9.45 | $9.45 | — | — |
| 20240904 | $9.20 | $9.20 | — | — |
| 20240903 | $9.15 | $9.15 | — | — |
| 20240830 | $7.58 | $7.58 | — | — |
| 20240829 | $7.62 | $7.62 | — | — |
| 20240828 | $8.75 | $8.75 | — | — |
| 20240827 | $7.75 | $7.75 | — | — |
| 20240826 | $9.05 | $9.05 | — | — |
| 20240820 | $9.55 | $9.55 | — | — |
| 20240819 | $10.55 | $10.55 | — | — |
| 20240816 | $8.22 | $8.22 | — | — |
| 20240815 | $10.60 | $10.60 | — | — |
| 20240814 | $11.15 | $11.15 | — | — |
| 20240813 | $11.60 | $11.60 | — | — |
| 20240812 | $11.60 | $11.60 | — | — |
| 20240809 | $11.30 | $11.30 | — | — |
| 20240808 | $11.55 | $11.55 | — | — |
| 20240807 | $11.35 | $11.35 | — | — |
| 20240806 | $12.00 | $12.00 | — | — |
| 20240805 | $13.85 | $13.85 | — | — |
| 20240802 | $10.05 | $10.05 | — | — |
| 20240801 | $9.70 | $9.70 | — | — |
| 20240731 | $7.95 | $7.95 | — | — |
| 20240730 | $7.10 | $7.10 | — | — |
| 20240729 | $6.82 | $6.82 | — | — |
| 20240726 | $7.27 | $7.27 | — | — |
| 20240725 | $8.57 | $8.57 | — | — |
| 20240724 | $8.40 | $8.40 | — | — |
| 20240723 | $8.72 | $8.72 | — | — |
More on BHRB
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.