BREZ · Expected Move

Breeze Acquisition Corp. II Ordinary Shares

Iron condor setups Expected move IV rank history Fibonacci levels Insider trading

The expected move for BREZ 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).

BREZ straddle price & implied vol

27 sessions

Bars: 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 BREZ Expected Move

30-Day Straddle

—

7-Day Straddle

—

30-Day ATM IV

72.3%

IV Rank

86%

Implied one-standard-deviation move through the next 30 days. Compare to BREZ'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.

BREZ Straddle Price — Last 60 Days

Date	30D Straddle	7D Straddle	ATM IV	IV Rank
20230809	—	—	72.3%	86%
20230808	—	—	72.0%	86%
20230804	—	—	62.8%	72%
20230803	—	—	76.5%	92%
20230802	—	—	65.7%	76%
20230725	—	—	72.7%	87%
20230724	—	—	51.8%	55%
20230720	—	—	45.8%	46%
20230719	—	—	18.3%	5%
20230718	—	—	17.0%	3%
20230717	—	—	17.7%	4%
20230714	—	—	28.1%	20%
20230713	—	—	24.2%	14%
20230712	—	—	19.8%	7%
20230711	—	—	20.7%	9%
20230710	—	—	15.5%	1%
20230707	—	—	15.8%	1%
20230706	—	—	15.6%	—
20230705	—	—	15.4%	—
20230703	—	—	15.0%	—
20230630	—	—	64.8%	—
20230629	—	—	62.3%	—
20230628	—	—	63.0%	—
20230627	—	—	24.5%	—
20230626	—	—	59.4%	—
20230623	—	—	16.3%	—
20230622	—	—	21.5%	—