BRCC · Expected Move
BRC Inc.
The expected move for BRCC 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).
BRCC straddle price & implied vol
59 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 BRCC Expected Move
30-Day Straddle
$2.47
7-Day Straddle
$2.47
30-Day ATM IV
100.5%
IV Rank
7%
Implied one-standard-deviation move through the next 30 days. Compare to BRCC'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.
BRCC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.47 | $2.47 | 100.5% | 7% |
| 20261021 | $2.55 | $2.55 | 103.6% | 8% |
| 20261020 | $2.70 | $2.70 | 103.1% | 8% |
| 20261019 | $2.40 | $2.40 | 102.5% | 7% |
| 20261016 | $2.25 | $0.57 | 91.9% | 3% |
| 20261015 | $2.58 | $1.02 | 96.0% | 5% |
| 20261014 | $2.72 | $1.00 | 101.8% | 7% |
| 20261013 | $2.67 | $0.75 | 104.1% | 8% |
| 20261012 | $2.55 | $0.75 | 98.8% | 6% |
| 20261009 | $2.85 | $0.72 | 102.9% | 7% |
| 20261008 | $2.77 | $1.32 | 99.4% | 6% |
| 20261007 | $2.58 | $1.12 | 98.3% | 6% |
| 20261006 | $2.62 | $1.05 | 98.7% | 6% |
| 20261005 | $2.85 | $1.12 | 101.4% | 7% |
| 20261002 | $1.33 | $1.33 | 96.7% | 5% |
| 20261001 | $1.27 | $1.27 | 91.5% | 3% |
| 20260930 | $1.40 | $1.40 | 96.8% | 5% |
| 20260929 | $1.30 | $1.30 | 89.8% | 2% |
| 20260928 | $1.42 | $1.42 | 98.0% | 5% |
| 20260925 | $1.57 | $1.57 | 95.1% | 4% |
| 20260924 | $1.57 | $1.57 | 95.6% | 5% |
| 20260923 | $1.48 | $1.48 | 89.6% | 2% |
| 20260922 | $1.75 | $1.75 | 100.7% | 7% |
| 20260921 | $1.85 | $1.85 | 101.2% | 7% |
| 20260918 | $2.17 | $0.68 | 101.3% | 7% |
| 20260917 | $2.23 | $0.38 | 99.5% | 6% |
| 20260916 | $2.17 | $0.60 | 95.7% | 5% |
| 20260915 | $2.08 | $0.65 | 98.1% | 6% |
| 20260914 | $2.10 | $1.00 | 99.5% | 6% |
| 20260911 | $2.15 | $1.00 | 96.1% | 5% |
| 20260910 | $1.70 | $1.12 | 86.0% | 1% |
| 20260909 | $2.00 | $1.27 | 94.4% | 4% |
| 20260908 | $2.12 | $1.12 | 92.9% | 3% |
| 20260904 | $2.30 | $1.45 | 95.7% | 5% |
| 20260903 | $2.27 | $1.35 | 89.8% | 2% |
| 20260902 | $1.20 | $1.20 | 86.7% | 1% |
| 20260901 | $1.15 | $1.15 | 84.5% | 0% |
| 20260831 | $1.52 | $1.52 | 97.3% | 4% |
| 20260828 | $1.52 | $1.52 | 87.8% | 0% |
| 20260827 | $1.80 | $1.80 | 101.4% | 6% |
| 20260826 | $1.60 | $1.60 | 87.2% | 0% |
| 20260825 | $1.93 | $1.93 | 93.2% | 0% |
| 20260824 | $8.10 | $8.10 | — | — |
| 20260821 | $0.42 | $0.17 | 163.0% | 31% |
| 20260820 | $1.45 | $1.43 | — | — |
| 20260819 | $0.35 | $0.23 | — | — |
| 20260818 | $1.43 | $1.32 | — | — |
| 20260817 | $7.60 | $7.53 | 119.2% | 13% |
| 20260814 | $0.22 | $0.25 | 145.5% | 24% |
| 20260813 | $0.47 | $0.42 | 224.8% | 56% |
| 20260812 | $0.30 | $0.20 | 172.1% | 35% |
| 20260811 | $0.30 | $0.42 | 184.3% | 40% |
| 20260810 | $0.22 | $0.53 | 268.4% | 74% |
| 20260806 | $0.82 | $0.57 | 331.2% | 100% |
| 20260805 | $0.53 | $0.53 | — | — |
| 20260804 | $0.25 | $0.25 | 238.1% | 69% |
| 20260803 | $0.40 | $0.40 | 248.6% | 73% |
| 20260731 | $0.22 | $0.22 | 312.4% | 100% |
| 20260730 | $0.42 | $0.42 | 312.6% | 100% |
More on BRCC
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.