BRF · Expected Move
VanEck Brazil Small-Cap ETF · ETF
The expected move for BRF 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).
BRF 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 BRF Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$1.07
30-Day ATM IV
43.1%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to BRF'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.
BRF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.60 | $1.07 | 43.1% | 37% |
| 20261106 | $1.67 | $1.12 | 43.6% | 39% |
| 20261105 | $1.68 | $1.12 | 50.0% | 54% |
| 20261104 | $0.95 | $0.95 | 44.9% | 42% |
| 20261103 | $1.00 | $1.00 | 44.6% | 41% |
| 20261102 | $1.05 | $1.05 | 44.1% | 40% |
| 20261030 | $1.15 | $1.15 | 42.6% | 36% |
| 20261029 | $1.30 | $1.30 | 47.8% | 48% |
| 20261028 | $1.35 | $1.35 | 44.5% | 41% |
| 20261027 | $1.30 | $1.30 | 49.7% | 53% |
| 20261026 | $1.43 | $1.43 | 62.6% | 84% |
| 20261023 | $2.88 | $2.88 | 60.9% | 80% |
| 20261022 | $3.08 | $3.08 | 69.4% | 100% |
| 20261021 | $2.62 | $2.62 | 57.1% | 90% |
| 20261020 | $2.67 | $2.67 | 53.7% | 80% |
| 20261019 | $2.80 | $2.80 | 60.3% | 100% |
| 20261016 | $3.20 | $2.98 | 59.3% | 100% |
| 20261015 | $2.30 | $1.00 | 48.9% | 81% |
| 20261014 | $2.58 | $0.82 | 48.2% | 79% |
| 20261013 | $1.85 | $0.90 | 35.8% | 32% |
| 20261012 | $2.20 | $0.75 | 40.1% | 48% |
| 20261009 | $2.17 | $1.00 | 38.5% | 42% |
| 20261008 | $2.25 | $0.90 | 41.7% | 54% |
| 20261007 | $2.10 | $1.25 | 40.0% | 47% |
| 20261006 | $2.30 | $1.32 | 42.2% | 56% |
| 20261005 | $2.05 | $1.32 | 39.7% | 46% |
| 20261002 | $1.72 | $1.72 | 51.9% | 93% |
| 20261001 | $1.62 | $1.62 | 53.4% | 98% |
| 20260930 | $1.65 | $1.65 | 53.7% | 100% |
| 20260929 | $1.62 | $1.62 | 53.2% | 98% |
| 20260928 | $1.62 | $1.62 | 52.2% | 94% |
| 20260925 | $1.60 | $1.60 | 50.2% | 87% |
| 20260924 | $1.60 | $1.60 | 51.6% | 92% |
| 20260923 | $1.73 | $1.73 | 48.4% | 80% |
| 20260922 | $1.75 | $1.75 | 45.7% | 71% |
| 20260921 | $1.38 | $1.38 | 43.2% | 62% |
| 20260918 | $1.60 | $0.85 | 44.8% | 68% |
| 20260917 | $1.73 | $1.05 | 42.9% | 61% |
| 20260916 | $1.80 | $1.12 | 45.7% | 71% |
| 20260915 | $1.82 | $1.23 | 45.3% | 69% |
| 20260914 | $1.70 | $0.75 | 43.6% | 63% |
| 20260911 | $2.10 | $0.85 | 47.5% | 77% |
| 20260910 | $1.80 | $1.20 | 41.4% | 55% |
| 20260909 | $1.90 | $1.17 | 44.4% | 66% |
| 20260908 | $1.75 | $0.85 | 40.9% | 54% |
| 20260904 | $1.88 | $1.30 | 39.6% | 49% |
| 20260903 | $1.52 | $0.85 | 37.9% | 43% |
| 20260902 | $1.30 | $1.30 | 47.5% | 77% |
| 20260901 | $1.30 | $1.30 | 37.4% | 41% |
| 20260831 | $1.38 | $1.38 | 37.5% | 41% |
| 20260828 | $1.15 | $1.15 | 37.6% | 42% |
| 20260827 | $1.20 | $1.20 | 37.4% | 41% |
| 20260826 | $1.02 | $1.02 | 35.5% | 34% |
| 20260825 | $1.35 | $1.35 | 33.8% | 28% |
| 20260824 | $1.20 | $1.20 | 33.4% | 27% |
| 20260821 | $1.38 | $1.10 | 33.0% | 25% |
| 20260820 | $1.23 | $1.05 | 32.8% | 24% |
| 20260819 | $0.90 | $0.75 | 30.6% | 16% |
| 20260818 | $1.65 | $1.33 | 31.8% | 21% |
| 20260817 | $1.70 | $1.38 | 43.9% | 64% |
More on BRF
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.