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
$1.50
7-Day Straddle
$1.50
Avg IV
1.8%
IV Rank
42%
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
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%
20260629 $1.20 $1.20 1.6% 37%
20260626 $1.03 $1.03 1.2% 29%
20260625 $1.05 $1.05 0.6% 14%
20260624 $1.03 $1.03 0.6% 14%
20260623 $1.10 $1.10 1.3% 30%
20260622 $1.95 $1.95 1.0% 23%
20260618 $1.18 $0.95 1.1% 26%
20260617 $1.55 $0.75 1.2% 29%
20260616 $1.25 $0.90 1.4% 34%
20260615 $1.20 $0.95 1.4% 32%
20260613 $1.18 $0.85 1.1% 26%
20260612 $1.18 $0.85 1.1% 26%
20260611 $1.18 $0.95 1.3% 30%
20260610 $1.18 $1.23 1.4% 32%
20260609 $1.23 $0.85 0.6% 13%
20260608 $1.95 $0.85 1.4% 33%
20260605 $1.45 $0.85 1.3% 31%
20260604 $2.00 $0.80 0.5% 12%
20260603 $1.20 $1.12 2.0% 47%
20260602 $2.15 $2.15 1.7% 41%
20260601 $1.20 $1.20 1.4% 32%
20260529 $1.20 $1.20 0.5% 12%
20260528 $0.78 $0.78 1.1% 27%
20260527 $1.25 $1.25 1.4% 33%
20260526 $1.20 $1.20 1.1% 26%
20260522 $1.20 $1.20 1.0% 25%
20260521 $1.20 $1.20 0.3% 7%
20260520 $1.20 $1.20 0.5% 12%
20260519 $0.85 $0.85 1.0% 25%
20260518 $0.95 $0.95 1.0% 24%
20260515 $1.25 $1.42 1.3% 30%
20260514 $1.25 $1.07 1.2% 28%
20260513 $1.30 $1.38 1.4% 32%
20260512 $1.30 $1.45 1.2% 29%
20260511 $1.35 $1.15 1.4% 32%
20260510 $1.40 $1.30 1.2% 28%
20260508 $1.40 $1.30 1.2% 27%
20260507 $1.40 $0.95 0.3% 7%
20260506 $1.82 $1.38 0.3% 7%
20260505 $1.30 $1.40 0.4% 10%