BN · Expected Move
Brookfield Corporation
The expected move for BN 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).
BN straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current BN Expected Move
30-Day Straddle
$2.00
7-Day Straddle
$2.00
Avg IV
68.4%
IV Rank
96%
Implied one-standard-deviation move through the next 30 days. Compare to BN'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.
BN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $2.00 | $2.00 | 68.4% | 96% |
| 20260928 | $2.15 | $2.15 | 62.4% | 79% |
| 20260925 | $1.68 | $1.68 | 55.7% | 61% |
| 20260924 | $2.10 | $2.10 | 53.9% | 55% |
| 20260923 | $1.88 | $1.88 | 56.0% | 61% |
| 20260922 | $2.05 | $2.05 | 56.1% | 62% |
| 20260921 | $2.00 | $2.00 | 50.8% | 47% |
| 20260918 | $2.02 | $0.55 | 51.9% | 50% |
| 20260917 | $1.93 | $0.62 | 48.6% | 41% |
| 20260916 | $1.92 | $1.55 | 51.6% | 49% |
| 20260915 | $2.35 | $0.80 | 51.5% | 49% |
| 20260914 | $1.95 | $0.90 | 48.0% | 39% |
| 20260911 | $2.65 | $1.20 | 46.5% | 35% |
| 20260910 | $2.50 | $1.12 | 40.6% | 19% |
| 20260909 | $2.60 | $1.38 | 47.3% | 36% |
| 20260908 | $3.03 | $1.58 | 51.0% | 46% |
| 20260904 | $2.75 | $1.60 | 36.9% | 8% |
| 20260903 | $2.58 | $1.35 | 38.3% | 12% |
| 20260902 | $1.82 | $1.82 | 48.8% | 40% |
| 20260901 | $1.85 | $1.85 | 50.1% | 44% |
| 20260831 | $1.82 | $1.82 | 47.0% | 35% |
| 20260828 | $2.02 | $2.02 | 44.5% | 29% |
| 20260827 | $2.08 | $2.08 | 44.5% | 29% |
| 20260826 | $1.90 | $1.90 | 46.9% | 35% |
| 20260825 | $2.27 | $2.27 | 36.1% | 6% |
| 20260824 | $2.12 | $2.12 | 38.0% | 11% |
| 20260821 | $2.38 | $0.50 | 40.6% | 18% |
| 20260820 | $2.60 | $0.95 | 43.2% | 25% |
| 20260819 | $2.67 | $1.48 | 41.7% | 21% |
| 20260818 | $2.50 | $0.85 | 36.5% | 7% |
| 20260817 | $2.75 | $1.33 | 44.5% | 29% |
| 20260814 | $2.92 | $1.05 | 36.7% | 8% |
| 20260813 | $2.55 | $1.30 | 37.4% | 10% |
| 20260812 | $3.25 | $1.70 | 35.1% | 4% |
| 20260811 | $3.15 | $2.28 | 39.2% | 15% |
| 20260810 | $4.15 | $1.62 | 35.1% | 3% |
| 20260806 | $3.52 | $2.27 | 33.9% | 0% |
| 20260805 | $2.40 | $2.40 | 54.2% | 44% |
| 20260804 | $2.73 | $2.73 | 46.9% | 28% |
| 20260803 | $2.70 | $2.70 | 42.7% | 19% |
| 20260731 | $2.42 | $2.42 | 40.1% | 14% |
| 20260730 | $2.75 | $2.75 | 45.3% | 25% |
| 20260729 | $2.85 | $2.85 | 48.5% | 32% |
| 20260728 | $3.58 | $3.58 | 50.5% | 36% |
| 20260727 | $2.33 | $2.33 | 45.2% | 25% |
| 20260724 | $2.80 | $2.80 | 43.5% | 21% |
| 20260723 | $2.77 | $2.77 | 44.6% | 23% |
| 20260722 | $2.62 | $2.62 | 43.5% | 21% |
| 20260721 | $3.30 | $3.30 | 41.0% | 16% |
| 20260720 | $3.45 | $3.45 | 40.6% | 15% |
| 20260716 | $3.75 | $1.02 | 38.8% | 11% |
| 20260715 | $3.50 | $0.85 | 38.4% | 10% |
| 20260714 | $3.12 | $1.75 | 33.8% | 0% |
| 20260713 | $3.65 | $1.70 | 39.3% | 10% |
| 20260710 | $3.80 | $1.45 | 35.9% | 3% |
| 20260709 | $3.83 | $1.67 | 37.6% | 6% |
| 20260708 | $3.95 | $1.70 | 35.7% | 2% |
| 20260707 | $4.15 | $1.85 | 38.9% | 9% |
| 20260706 | $3.88 | $1.80 | 34.8% | 0% |
More on BN
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.