BMRC (Bank of Marin Bancorp)

Expected Move & Straddle Price History

The expected move for BMRC 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).

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.

Current BMRC Expected Move
30-Day Straddle
$3.73
7-Day Straddle
$3.73
Avg IV
1.1%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to BMRC'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.
BMRC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260727 $3.73 $3.73 1.1% 58%
20260724 $4.35 $4.35 0.9% 41%
20260723 $5.05 $5.05 0.8% 33%
20260722 $4.88 $4.88 0.9% 34%
20260721 $4.95 $4.95 0.7% 23%
20260720 $4.90 $4.90 0.9% 40%
20260716 $3.50 $2.88 0.7% 15%
20260715 $3.55 $2.48 0.7% 18%
20260714 $3.50 $3.02 0.7% 17%
20260713 $5.35 $3.62 0.8% 24%
20260710 $3.25 $3.40 0.6% 5%
20260709 $3.57 $3.08 0.6% 12%
20260708 $3.90 $4.50 0.7% 13%
20260707 $5.10 $4.45 0.7% 15%
20260706 $5.30 $4.80 0.5% 0%
20260702 $4.55 $4.55 1.5% 100%
20260701 $2.40 $2.40 1.2% 76%
20260630 $3.40 $3.40 1.0% 50%
20260629 $3.42 $3.42 1.1% 64%
20260626 $3.52 $3.52 1.0% 49%
20260625 $4.85 $4.85 1.1% 66%
20260624 $3.23 $3.23 1.1% 66%
20260623 $4.85 $4.85 1.1% 60%
20260622 $4.10 $4.10 1.0% 55%
20260618 $2.62 $1.83 0.9% 43%
20260617 $4.92 $2.73 1.0% 55%
20260616 $5.10 $2.93 1.0% 52%
20260615 $4.00 $2.88 1.0% 47%
20260613 $4.25 $3.35 0.8% 23%
20260612 $4.15 $3.35 0.8% 26%
20260611 $4.88 $2.97 0.7% 17%
20260610 $4.80 $4.45 0.8% 23%
20260609 $4.92 $2.77 0.8% 27%
20260608 $3.70 $2.15 0.8% 26%
20260605 $3.88 $2.70 0.8% 20%
20260604 $4.40 $3.30 0.8% 21%
20260603 $4.80 $3.95 0.8% 26%
20260602 $4.65 $4.65 0.8% 25%
20260601 $3.30 $3.30 0.9% 41%
20260529 $4.70 $4.70 0.9% 37%
20260528 $1.83 $1.83 0.8% 26%
20260527 $3.45 $3.45 1.0% 44%
20260526 $4.85 $4.85 0.9% 32%
20260522 $4.90 $4.90 0.8% 21%
20260521 $2.38 $2.38 0.7% 17%
20260520 $3.90 $3.90 0.8% 21%
20260519 $3.98 $3.98 0.7% 14%
20260518 $4.97 $4.97 0.7% 17%
20260515 $4.85 $3.50 0.8% 22%
20260514 $3.02 $2.17 0.9% 35%
20260513 $3.70 $3.12 0.8% 28%
20260512 $2.40 $2.73 0.8% 22%
20260511 $2.95 $2.85 0.7% 16%
20260510 $4.45 $2.97 0.7% 15%
20260508 $4.45 $2.97 0.7% 11%
20260507 $5.03 $3.27 0.7% 5%
20260506 $2.62 $2.30 0.6% 0%
20260505 $4.80 $2.30 0.6% 0%
20260504 $5.10 $4.62 0.6% 0%
20260502 $3.45 $3.45 1.1% 54%