BRO · Expected Move
Brown & Brown, Inc.
The expected move for BRO 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).
BRO 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 BRO Expected Move
30-Day Straddle
$5.88
7-Day Straddle
$5.88
30-Day ATM IV
36.7%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to BRO'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.
BRO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.88 | $5.88 | 36.7% | 61% |
| 20261023 | $5.72 | $5.72 | 34.3% | 50% |
| 20261022 | $5.90 | $5.90 | 35.1% | 54% |
| 20261021 | $5.40 | $5.40 | 32.7% | 42% |
| 20261020 | $5.35 | $5.35 | 31.7% | 38% |
| 20261019 | $5.30 | $5.30 | 31.9% | 39% |
| 20261016 | $6.95 | $1.80 | 39.5% | 74% |
| 20261015 | $5.35 | $2.25 | 31.1% | 35% |
| 20261014 | $4.75 | $2.15 | 29.0% | 25% |
| 20261013 | $5.00 | $2.47 | 29.7% | 28% |
| 20261012 | $5.42 | $2.45 | 31.0% | 34% |
| 20261009 | $5.08 | $2.68 | 29.2% | 26% |
| 20261008 | $5.55 | $2.48 | 31.6% | 37% |
| 20261007 | $6.03 | $2.73 | 34.1% | 49% |
| 20261006 | $5.80 | $2.85 | 33.8% | 48% |
| 20261005 | $5.70 | $3.00 | 33.6% | 47% |
| 20261002 | $2.75 | $2.75 | 32.7% | 42% |
| 20261001 | $3.58 | $3.58 | 34.6% | 51% |
| 20260930 | $3.40 | $3.40 | 34.4% | 50% |
| 20260929 | $3.57 | $3.57 | 35.1% | 54% |
| 20260928 | $2.78 | $2.78 | 33.9% | 48% |
| 20260925 | $3.70 | $3.70 | 34.1% | 49% |
| 20260924 | $3.70 | $3.70 | 31.8% | 38% |
| 20260923 | $3.85 | $3.85 | 30.0% | 30% |
| 20260922 | $4.08 | $4.08 | 29.8% | 29% |
| 20260921 | $3.40 | $3.40 | 28.4% | 22% |
| 20260918 | $3.40 | $0.50 | 23.7% | 0% |
| 20260917 | $4.68 | $1.15 | 32.0% | 31% |
| 20260916 | $4.75 | $2.02 | 31.5% | 28% |
| 20260915 | $5.60 | $2.95 | 31.5% | 28% |
| 20260914 | $5.65 | $1.97 | 32.9% | 36% |
| 20260911 | $5.12 | $3.30 | 31.2% | 26% |
| 20260910 | $5.72 | $3.57 | 32.3% | 33% |
| 20260909 | $5.53 | $3.53 | 32.9% | 36% |
| 20260908 | $5.60 | $3.10 | 31.1% | 26% |
| 20260904 | $5.17 | $3.25 | 26.7% | 3% |
| 20260903 | $5.58 | $3.52 | 28.7% | 13% |
| 20260902 | $4.38 | $4.38 | 30.6% | 24% |
| 20260901 | $4.30 | $4.30 | 30.8% | 24% |
| 20260831 | $4.22 | $4.22 | 28.2% | 11% |
| 20260828 | $4.10 | $4.10 | 28.0% | 10% |
| 20260827 | $5.03 | $5.03 | 32.5% | 34% |
| 20260826 | $4.38 | $4.38 | 27.9% | 9% |
| 20260825 | $4.25 | $4.25 | 28.5% | 12% |
| 20260824 | $3.95 | $3.95 | 26.2% | 0% |
| 20260821 | $5.42 | $2.73 | 29.7% | 0% |
| 20260820 | $5.30 | $3.43 | 31.2% | 6% |
| 20260819 | $5.75 | $2.27 | 33.2% | 19% |
| 20260818 | $5.22 | $2.35 | 31.6% | 9% |
| 20260817 | $5.33 | $2.38 | 32.5% | 15% |
| 20260814 | $6.00 | $2.25 | 33.5% | 22% |
| 20260813 | $5.67 | $2.83 | 31.0% | 4% |
| 20260812 | $6.05 | $2.90 | 32.7% | 16% |
| 20260811 | $5.90 | $4.05 | 32.7% | 16% |
| 20260810 | $6.03 | $3.15 | 32.1% | 12% |
| 20260807 | — | — | 32.9% | 17% |
| 20260806 | $6.65 | $4.20 | 32.9% | 17% |
| 20260805 | $4.40 | $4.40 | 35.4% | 34% |
| 20260804 | $4.03 | $4.03 | 33.4% | 21% |
| 20260803 | $5.22 | $5.22 | 38.0% | 52% |
More on BRO
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.