BRBS · Expected Move
Blue Ridge Bankshares, Inc.
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).
BRBS 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 BRBS Expected Move
30-Day Straddle
$1.35
7-Day Straddle
$1.35
30-Day ATM IV
92.8%
IV Rank
53%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.35 | $1.35 | 92.8% | 53% |
| 20261112 | $1.38 | $1.02 | 93.7% | 54% |
| 20261111 | $1.35 | $1.35 | 1.0% | 0% |
| 20261110 | $1.25 | $1.32 | — | — |
| 20261109 | $1.35 | $1.32 | 26.8% | 15% |
| 20261106 | $1.40 | $1.40 | 1.1% | 0% |
| 20261105 | $1.30 | $1.00 | — | — |
| 20261104 | $1.15 | $1.15 | — | — |
| 20261103 | $1.20 | $1.20 | — | — |
| 20261102 | $1.40 | $1.40 | 82.1% | 47% |
| 20261030 | $1.35 | $1.35 | — | — |
| 20261029 | $1.32 | $1.32 | 1.2% | 0% |
| 20261028 | $1.38 | $1.38 | — | — |
| 20261027 | $1.35 | $1.35 | — | — |
| 20261026 | $1.32 | $1.32 | — | — |
| 20261023 | $1.35 | $1.35 | — | — |
| 20261022 | $1.38 | $1.38 | 49.6% | 28% |
| 20261021 | $1.75 | $1.75 | 107.9% | 62% |
| 20261020 | $1.38 | $1.38 | — | — |
| 20261019 | $1.40 | $1.40 | — | — |
| 20261016 | $1.40 | $0.53 | 1.0% | 0% |
| 20261015 | $1.55 | $0.67 | 70.6% | 40% |
| 20261014 | $1.55 | $0.67 | 1.1% | 0% |
| 20261013 | $1.50 | $0.62 | — | — |
| 20261012 | $1.30 | $0.67 | — | — |
| 20261009 | $1.50 | $0.62 | 146.7% | 84% |
| 20261008 | $1.50 | $0.62 | 29.0% | 16% |
| 20261007 | $1.45 | $0.85 | 124.4% | 71% |
| 20261006 | $1.40 | $0.53 | 112.9% | 65% |
| 20261005 | $1.45 | $0.57 | 106.6% | 58% |
| 20261002 | $0.62 | $0.62 | 74.8% | 40% |
| 20261001 | $0.62 | $0.62 | 98.9% | 53% |
| 20260930 | $0.62 | $0.62 | 55.5% | 30% |
| 20260929 | $0.62 | $0.62 | 96.4% | 52% |
| 20260928 | $1.45 | $1.45 | 1.3% | 0% |
| 20260925 | $0.62 | $0.62 | 86.5% | 47% |
| 20260924 | $0.62 | $0.62 | 81.9% | 44% |
| 20260923 | $0.57 | $0.57 | 86.6% | 47% |
| 20260922 | $0.70 | $0.70 | 79.6% | 43% |
| 20260921 | $0.53 | $0.53 | 70.5% | 38% |
| 20260918 | $0.57 | $1.42 | 67.8% | 36% |
| 20260917 | $0.57 | $1.45 | 66.8% | 36% |
| 20260916 | $0.47 | $1.35 | 66.6% | 36% |
| 20260915 | $0.47 | $1.32 | 46.6% | 25% |
| 20260914 | $0.97 | $1.27 | 51.1% | 27% |
| 20260911 | $0.50 | $1.25 | 49.1% | 26% |
| 20260910 | $1.25 | $1.32 | 130.3% | 70% |
| 20260909 | $0.57 | $1.45 | 58.8% | 31% |
| 20260908 | $0.57 | $1.10 | 42.7% | 23% |
| 20260904 | $0.85 | $1.42 | 40.1% | 21% |
| 20260903 | $0.57 | $1.42 | 28.8% | 15% |
| 20260902 | $1.50 | $1.50 | 54.3% | 29% |
| 20260901 | $1.50 | $1.50 | 29.8% | 16% |
| 20260831 | $1.38 | $1.38 | 57.9% | 31% |
| 20260828 | $1.18 | $1.18 | 27.9% | 15% |
| 20260827 | $1.17 | $1.17 | 55.9% | 30% |
| 20260826 | $1.45 | $1.45 | 27.2% | 14% |
| 20260825 | $1.45 | $1.45 | 53.9% | 29% |
| 20260824 | $1.10 | $1.10 | 27.1% | 14% |
| 20260821 | $1.40 | $1.12 | 53.4% | 29% |
More on BRBS
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.