BNO · Expected Move
United States Brent Oil Fund, LP · ETF
The expected move for BNO 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).
BNO 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 BNO Expected Move
30-Day Straddle
$7.33
7-Day Straddle
$3.62
30-Day ATM IV
50.4%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to BNO'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.
BNO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.33 | $3.62 | 50.4% | 62% |
| 20261015 | $7.10 | $3.33 | 48.8% | 58% |
| 20261014 | $7.00 | $3.52 | 47.5% | 55% |
| 20261013 | $7.40 | $3.68 | 49.3% | 59% |
| 20261012 | $7.35 | $2.50 | 48.7% | 58% |
| 20260302 | $5.25 | $5.25 | 65.7% | 100% |
| 20260227 | $4.60 | $4.60 | 61.3% | 100% |
| 20260226 | $4.08 | $4.08 | 56.2% | 89% |
| 20260225 | $3.82 | $3.82 | 54.2% | 83% |
| 20260224 | $3.90 | $3.90 | 53.7% | 81% |
| 20260223 | $4.00 | $4.00 | 55.4% | 87% |
| 20260221 | $4.08 | $4.08 | — | — |
| 20260220 | $4.08 | $0.43 | 53.7% | 82% |
| 20260219 | $4.60 | $0.90 | 60.1% | 100% |
| 20260218 | $3.65 | $1.17 | 47.9% | 85% |
| 20260217 | $3.00 | $0.93 | 36.3% | 42% |
| 20260213 | $3.08 | $1.48 | 38.9% | 52% |
| 20260212 | $3.17 | $1.57 | 39.3% | 53% |
| 20260211 | $3.58 | $1.88 | 42.7% | 65% |
| 20260210 | $3.80 | $2.02 | 47.4% | 83% |
| 20260209 | $4.10 | $2.25 | 50.6% | 94% |
| 20260206 | $4.40 | $2.48 | 50.8% | 95% |
| 20260205 | $4.47 | $2.90 | 52.0% | 99% |
| 20260204 | $2.85 | $2.85 | 49.7% | 91% |
| 20260203 | $2.83 | $2.83 | 47.6% | 83% |
| 20260202 | $2.60 | $2.60 | 48.2% | 86% |
| 20260130 | $3.55 | $3.55 | 52.2% | 100% |
| 20260129 | $3.50 | $3.50 | 52.1% | 100% |
| 20260128 | $3.47 | $3.47 | 47.7% | 100% |
| 20260127 | $3.12 | $3.12 | 45.9% | 100% |
| 20260126 | $3.08 | $3.08 | 42.5% | 100% |
| 20260123 | $3.02 | $3.02 | 38.6% | 96% |
| 20260122 | $2.65 | $2.65 | 38.7% | 97% |
| 20260121 | $2.58 | $2.58 | 39.1% | 100% |
| 20260120 | $2.70 | $2.70 | 36.9% | 84% |
| 20260116 | $2.77 | $0.38 | 37.0% | 85% |
| 20260115 | $2.67 | $0.85 | 34.7% | 69% |
| 20260114 | $2.97 | $1.00 | 39.1% | 100% |
| 20260113 | $3.15 | $1.30 | 39.0% | 100% |
| 20260112 | $2.70 | $1.40 | 34.2% | 83% |
| 20260109 | $2.75 | $1.00 | 33.6% | 77% |
| 20260108 | $2.62 | $1.60 | 33.4% | 76% |
| 20260107 | $2.25 | $1.12 | 29.5% | 41% |
| 20260106 | $2.27 | $0.90 | 27.9% | 27% |
| 20260105 | $2.28 | $1.00 | 27.4% | 23% |
| 20260102 | $1.10 | $1.10 | 28.3% | 30% |
| 20251231 | $1.32 | $1.32 | — | — |
| 20251230 | $1.32 | $1.32 | — | — |
| 20251229 | $1.53 | $1.53 | 36.2% | 100% |
| 20251226 | $1.43 | $1.43 | 26.6% | 18% |
| 20251224 | $1.80 | $1.80 | 32.5% | 77% |
| 20251223 | $1.85 | $1.85 | 32.5% | 78% |
| 20251222 | $1.55 | $1.55 | — | — |
| 20251219 | $1.60 | $0.53 | 26.2% | 14% |
| 20251218 | $2.15 | $0.72 | 34.7% | 100% |
| 20251217 | $2.00 | $0.93 | — | — |
| 20251216 | $2.00 | $0.90 | — | — |
| 20251215 | $1.85 | $0.85 | 28.3% | 36% |
| 20251212 | $1.68 | $0.82 | 31.8% | 73% |
| 20251211 | $1.95 | $1.05 | 29.5% | 48% |
More on BNO
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.