BRBS (Blue Ridge Bankshares, Inc.)

Expected Move & Straddle Price History

The expected move for BRBS 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 BRBS Expected Move
30-Day Straddle
$0.62
7-Day Straddle
$0.62
Avg IV
1.6%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to BRBS'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.
BRBS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $0.62 $0.62 1.6% 81%
20260924 $0.62 $0.62 0.3% 14%
20260923 $0.57 $0.57 1.4% 70%
20260922 $0.70 $0.70 1.7% 88%
20260921 $0.53 $0.53 1.3% 66%
20260918 $0.57 $1.42 0.9% 44%
20260917 $0.57 $1.45 0.3% 17%
20260916 $0.47 $1.35 1.0% 51%
20260915 $0.47 $1.32 1.1% 58%
20260914 $0.97 $1.27 0.5% 26%
20260911 $0.50 $1.25 1.1% 55%
20260910 $1.25 $1.32 0.3% 17%
20260909 $0.57 $1.45 0.3% 15%
20260908 $0.57 $1.10 0.4% 19%
20260904 $0.85 $1.42 0.7% 20%
20260903 $0.57 $1.42 0.7% 21%
20260902 $1.50 $1.50 1.3% 38%
20260901 $1.50 $1.50 0.0% 0%
20260831 $1.38 $1.38 1.5% 43%
20260828 $1.18 $1.18 0.8% 23%
20260827 $1.17 $1.17 1.7% 49%
20260826 $1.45 $1.45 0.5% 15%
20260825 $1.45 $1.45 1.1% 32%
20260824 $1.10 $1.10 0.0% 0%
20260821 $1.40 $1.12 1.6% 45%
20260820 $1.32 $1.18 0.6% 17%
20260819 $1.40 $0.97 1.3% 31%
20260818 $1.35 $1.07 1.5% 35%
20260817 $1.40 $1.02 0.5% 11%
20260814 $1.60 $1.35 1.1% 27%
20260813 $1.60 $1.35 0.0% 0%
20260812 $1.62 $1.70 0.0% 0%
20260811 $1.65 $1.65 0.4% 9%
20260810 $2.15 $1.25 1.3% 31%
20260806 $1.60 $1.60 1.1% 26%
20260805 $1.30 $1.30 0.0% 0%
20260804 $1.25 $1.25 1.5% 35%
20260803 $1.07 $1.07 1.7% 40%
20260731 $1.07 $1.07 0.5% 13%
20260730 $1.40 $1.40 0.6% 13%
20260729 $1.50 $1.50 1.8% 42%
20260728 $1.38 $1.38 1.6% 39%
20260727 $1.35 $1.35 1.3% 32%
20260724 $1.07 $1.07 1.7% 40%
20260723 $1.90 $1.90 1.5% 36%
20260722 $1.85 $1.85 0.9% 21%
20260721 $1.40 $1.40 1.3% 30%
20260720 $1.40 $1.40 0.3% 7%
20260716 $1.90 $1.27 0.5% 12%
20260715 $1.40 $1.03 1.0% 25%
20260714 $1.40 $1.07 0.5% 12%
20260713 $1.35 $2.27 0.6% 15%
20260710 $1.40 $1.00 1.2% 28%
20260709 $1.35 $1.12 0.5% 12%
20260708 $1.40 $1.12 1.2% 28%
20260707 $1.95 $1.25 1.2% 29%
20260706 $2.00 $1.00 1.2% 28%
20260702 $0.92 $0.92 0.7% 15%
20260701 $1.23 $1.23 0.9% 21%
20260630 $0.92 $0.92 1.8% 42%