BRC · Expected Move
Brady Corporation
The expected move for BRC 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).
BRC 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 BRC Expected Move
30-Day Straddle
$6.45
7-Day Straddle
$4.45
30-Day ATM IV
27.9%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to BRC'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.
BRC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $6.45 | $4.45 | 27.9% | 40% |
| 20261007 | $6.65 | $4.93 | 28.7% | 46% |
| 20261006 | $6.95 | $5.20 | 29.4% | 51% |
| 20261005 | $7.00 | $5.00 | 29.4% | 51% |
| 20261002 | $3.60 | $3.60 | 31.7% | 66% |
| 20261001 | $5.00 | $5.00 | 30.3% | 56% |
| 20260930 | $5.00 | $5.00 | 30.2% | 56% |
| 20260929 | $5.33 | $5.33 | 31.3% | 63% |
| 20260928 | $5.05 | $5.05 | 30.1% | 55% |
| 20260925 | $5.20 | $5.20 | 24.3% | 16% |
| 20260924 | $5.50 | $5.50 | 25.5% | 24% |
| 20260923 | $5.65 | $5.65 | 30.4% | 57% |
| 20260922 | $5.28 | $5.28 | 28.0% | 41% |
| 20260921 | $5.22 | $5.22 | 28.0% | 41% |
| 20260918 | $5.38 | $2.42 | 27.5% | 38% |
| 20260917 | $5.42 | $2.42 | 28.6% | 45% |
| 20260916 | $5.18 | $5.05 | 26.5% | 31% |
| 20260915 | $5.40 | $4.97 | 22.0% | 0% |
| 20260914 | $6.22 | $5.20 | 29.7% | 53% |
| 20260911 | $6.28 | $5.28 | 29.1% | 48% |
| 20260910 | $5.78 | $5.07 | 28.0% | 41% |
| 20260909 | $7.05 | $5.70 | 30.0% | 55% |
| 20260908 | $5.90 | $5.03 | 26.5% | 31% |
| 20260904 | $5.70 | $5.10 | 26.5% | 31% |
| 20260903 | $6.18 | $4.70 | 26.8% | 33% |
| 20260902 | $5.57 | $5.57 | 33.5% | 78% |
| 20260901 | $6.35 | $6.35 | 32.4% | 71% |
| 20260831 | $5.78 | $5.78 | 32.3% | 70% |
| 20260828 | $6.75 | $6.75 | 33.7% | 80% |
| 20260827 | $6.35 | $6.35 | 32.0% | 68% |
| 20260826 | $6.03 | $6.03 | 31.1% | 62% |
| 20260825 | $6.50 | $6.50 | 32.5% | 71% |
| 20260824 | $6.85 | $6.85 | 33.5% | 78% |
| 20260821 | $6.50 | $1.30 | 32.2% | 69% |
| 20260820 | $6.85 | $1.25 | 33.1% | 76% |
| 20260819 | $8.05 | $2.30 | 36.7% | 100% |
| 20260818 | $7.38 | $1.45 | 32.8% | 80% |
| 20260817 | $6.35 | $1.52 | 29.2% | 53% |
| 20260814 | $6.90 | $1.72 | 28.4% | 48% |
| 20260813 | $6.90 | $1.95 | 28.8% | 51% |
| 20260812 | $7.05 | $2.28 | 28.6% | 49% |
| 20260811 | $7.55 | $2.40 | 30.1% | 60% |
| 20260810 | $7.95 | $3.60 | 30.0% | 59% |
| 20260807 | — | — | 29.6% | 56% |
| 20260806 | $7.92 | $5.40 | 28.2% | 46% |
| 20260805 | $5.45 | $5.45 | 27.7% | 42% |
| 20260804 | $6.00 | $6.00 | 30.2% | 61% |
| 20260803 | $4.08 | $4.08 | 27.3% | 39% |
| 20260731 | $4.12 | $4.12 | 26.8% | 36% |
| 20260730 | $3.85 | $3.85 | 26.9% | 37% |
| 20260729 | $3.92 | $3.92 | 29.5% | 55% |
| 20260728 | $5.90 | $5.90 | 25.1% | 23% |
| 20260727 | $4.83 | $4.83 | 25.8% | 32% |
| 20260724 | $4.75 | $4.75 | 24.0% | 20% |
| 20260723 | $4.72 | $4.72 | 23.4% | 16% |
| 20260722 | $4.72 | $4.72 | 22.3% | 9% |
| 20260721 | $5.72 | $5.72 | 25.7% | 32% |
| 20260720 | $5.08 | $5.08 | 23.6% | 17% |
| 20260716 | $5.70 | $4.88 | 24.3% | 22% |
| 20260715 | $5.45 | $4.95 | 22.2% | 8% |
More on BRC
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.