BRFS · Expected Move
BRF - Brasil Foods S.A.
The expected move for BRFS 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).
BRFS 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 BRFS Expected Move
30-Day Straddle
$3.40
7-Day Straddle
$3.40
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BRFS'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.
BRFS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250922 | $3.40 | $3.40 | — | — |
| 20250919 | $10.45 | $8.70 | — | — |
| 20250918 | $3.00 | $8.43 | — | — |
| 20250917 | $2.77 | $2.42 | — | — |
| 20250916 | $2.77 | $8.35 | — | — |
| 20250915 | $5.42 | $3.58 | 310.1% | 67% |
| 20250912 | $2.77 | $8.80 | — | — |
| 20250911 | $2.60 | $1.25 | — | — |
| 20250910 | $9.90 | $8.75 | — | — |
| 20250909 | $4.80 | $8.62 | — | — |
| 20250908 | $2.88 | $8.60 | — | — |
| 20250905 | $3.95 | $8.62 | — | — |
| 20250904 | $4.80 | $5.70 | — | — |
| 20250903 | $5.67 | $5.67 | — | — |
| 20250902 | $5.62 | $5.62 | — | — |
| 20250829 | $6.22 | $6.22 | — | — |
| 20250828 | $1.25 | $1.25 | — | — |
| 20250827 | $6.20 | $6.20 | — | — |
| 20250826 | $6.17 | $6.17 | — | — |
| 20250825 | $6.15 | $6.15 | — | — |
| 20250822 | $6.12 | $6.12 | — | — |
| 20250821 | $6.15 | $6.15 | — | — |
| 20250820 | $6.10 | $6.10 | — | — |
| 20250819 | $6.12 | $6.12 | — | — |
| 20250818 | $1.17 | $1.17 | — | — |
| 20250815 | $6.17 | $1.27 | — | — |
| 20250814 | $11.10 | $3.50 | — | — |
| 20250813 | $5.78 | $5.85 | — | — |
| 20250812 | $5.78 | $5.65 | — | — |
| 20250811 | $5.72 | $1.43 | — | — |
| 20250808 | $1.05 | $1.50 | — | — |
| 20250807 | $5.80 | $6.42 | — | — |
| 20250806 | $5.80 | $6.33 | — | — |
| 20250805 | $5.72 | $0.93 | — | — |
| 20250804 | $5.80 | $3.90 | — | — |
| 20250801 | $3.55 | $3.55 | — | — |
| 20250731 | $4.08 | $4.08 | — | — |
| 20250730 | $3.72 | $3.72 | — | — |
| 20250729 | $3.97 | $3.97 | — | — |
| 20250728 | $3.25 | $3.25 | — | — |
| 20250725 | $3.33 | $3.33 | 445.0% | 100% |
| 20250724 | $8.00 | $8.00 | — | — |
| 20250723 | $3.33 | $3.33 | — | — |
| 20250722 | $3.08 | $3.08 | — | — |
| 20250721 | $7.97 | $7.97 | — | — |
| 20250718 | $5.30 | $5.30 | — | — |
| 20250717 | $3.60 | $5.30 | — | — |
| 20250716 | $7.90 | $7.90 | — | — |
| 20250715 | $4.90 | $2.57 | — | — |
| 20250714 | $4.80 | $1.65 | — | — |
| 20250711 | $3.22 | $6.35 | — | — |
| 20250710 | $7.40 | $5.88 | — | — |
| 20250709 | $3.30 | $5.85 | — | — |
| 20250708 | $3.30 | $2.75 | — | — |
| 20250707 | $7.40 | $2.23 | — | — |
| 20250703 | $4.95 | $5.30 | — | — |
| 20250702 | $3.65 | $3.65 | — | — |
| 20250701 | $3.65 | $3.65 | — | — |
| 20250630 | $5.40 | $5.40 | — | — |
| 20250627 | $7.55 | $7.55 | — | — |
More on BRFS
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.