BMRC · Expected Move
Bank of Marin Bancorp
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).
BMRC 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 BMRC Expected Move
30-Day Straddle
$4.92
7-Day Straddle
$4.92
30-Day ATM IV
44.3%
IV Rank
25%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $4.92 | $4.92 | 44.3% | 25% |
| 20261026 | $2.93 | $2.93 | 35.8% | 9% |
| 20261023 | $5.45 | $5.45 | 42.6% | 22% |
| 20261022 | $3.50 | $3.50 | 35.2% | 8% |
| 20261021 | $2.92 | $2.92 | 47.5% | 32% |
| 20261020 | $2.58 | $2.58 | 47.0% | 31% |
| 20261019 | $4.88 | $4.88 | 77.8% | 90% |
| 20261016 | $4.68 | $2.42 | 51.8% | 40% |
| 20261015 | $2.88 | $3.05 | 42.9% | 23% |
| 20261014 | $2.60 | $1.27 | 42.3% | 22% |
| 20261013 | $2.40 | $2.98 | 46.4% | 29% |
| 20261012 | $5.17 | $3.12 | 69.3% | 73% |
| 20261009 | $3.73 | $3.38 | 46.7% | 30% |
| 20261008 | $5.17 | $2.98 | 46.6% | 30% |
| 20261007 | $4.50 | $3.12 | 44.7% | 26% |
| 20261006 | $4.40 | $2.95 | 45.8% | 28% |
| 20261005 | $3.95 | $3.67 | 37.7% | 13% |
| 20261002 | $2.95 | $2.95 | 43.9% | 25% |
| 20261001 | $3.27 | $3.27 | 47.3% | 31% |
| 20260930 | $3.08 | $3.08 | 47.8% | 32% |
| 20260929 | $2.65 | $2.65 | 45.1% | 27% |
| 20260928 | $3.52 | $3.52 | 46.8% | 30% |
| 20260925 | $2.88 | $2.88 | 44.6% | 26% |
| 20260924 | $2.93 | $2.93 | 46.0% | 29% |
| 20260923 | $3.12 | $3.12 | 52.4% | 41% |
| 20260922 | $2.35 | $2.35 | 44.4% | 26% |
| 20260921 | $2.45 | $2.45 | 35.1% | 8% |
| 20260918 | $4.10 | $4.40 | 57.9% | 52% |
| 20260917 | $2.62 | $2.02 | 40.2% | 18% |
| 20260916 | $4.55 | $3.02 | 59.6% | 55% |
| 20260915 | $4.38 | $3.27 | 57.9% | 52% |
| 20260914 | $2.98 | $2.40 | 36.9% | 11% |
| 20260911 | $3.35 | $3.08 | 43.6% | 24% |
| 20260910 | $3.33 | $3.12 | 42.2% | 21% |
| 20260909 | $3.18 | $3.35 | 40.3% | 18% |
| 20260908 | $3.48 | $2.73 | 46.2% | 29% |
| 20260904 | $3.02 | $2.48 | 50.8% | 38% |
| 20260903 | $4.55 | $3.02 | 45.6% | 28% |
| 20260902 | $5.03 | $5.03 | 50.0% | 36% |
| 20260901 | $4.20 | $4.20 | 52.9% | 41% |
| 20260831 | $2.88 | $2.88 | 43.5% | 23% |
| 20260828 | $4.62 | $4.62 | 54.2% | 44% |
| 20260827 | $3.88 | $3.88 | 52.1% | 40% |
| 20260826 | $3.45 | $3.45 | 52.3% | 40% |
| 20260825 | $3.02 | $3.02 | 47.1% | 30% |
| 20260824 | $3.28 | $3.28 | 46.7% | 30% |
| 20260821 | $3.67 | $3.08 | 46.5% | 29% |
| 20260820 | $2.85 | $2.75 | 40.8% | 18% |
| 20260819 | $3.38 | $3.50 | 51.8% | 39% |
| 20260818 | $4.80 | $2.92 | 41.5% | 20% |
| 20260817 | $3.58 | $2.97 | 46.0% | 28% |
| 20260814 | $4.80 | $3.12 | 43.7% | 24% |
| 20260813 | $3.48 | $4.35 | 43.5% | 24% |
| 20260812 | $3.10 | $4.35 | 46.5% | 29% |
| 20260811 | $2.85 | $3.17 | 53.5% | 43% |
| 20260810 | $5.12 | $3.08 | 62.4% | 59% |
| 20260807 | — | — | 63.4% | 61% |
| 20260806 | $5.08 | $2.98 | 61.4% | 57% |
| 20260805 | $4.47 | $4.47 | 54.2% | 44% |
| 20260804 | $2.83 | $2.83 | 46.1% | 29% |
More on BMRC
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.