BRR · Expected Move

ProCap Financial, Inc. Common Stock

The expected move for BRR 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).

BRR straddle price & implied vol

60 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 BRR Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$1.52
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to BRR'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.
BRR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $0.80 $1.52 — —
20261023 $0.70 $0.85 97.6% 5%
20261022 $0.80 $0.93 — —
20261021 $0.60 $1.70 92.9% 4%
20261020 $0.68 $1.48 82.7% 2%
20261019 $0.72 $0.93 76.3% 0%
20261016 $0.65 $0.55 98.5% 5%
20261015 $0.82 $0.75 404.6% 65%
20261014 $0.78 $1.75 93.3% 4%
20261013 $0.93 $1.82 114.1% 8%
20261012 $0.72 $1.43 112.6% 8%
20261009 $1.82 $1.43 105.6% 6%
20261008 $1.82 $1.50 103.6% 6%
20261007 $1.77 $1.40 88.0% 3%
20261006 $1.67 $0.88 313.5% 47%
20261005 $2.10 $2.15 97.2% 5%
20261002 $2.05 $1.45 121.1% 9%
20261001 $1.98 $2.27 74.2% 0%
20260930 $1.30 $2.12 121.6% 4%
20260929 $1.93 $2.38 139.7% 8%
20260928 $1.25 $1.48 113.8% 2%
20260925 $4.90 $1.48 103.1% 0%
20260924 $4.90 $1.62 109.6% 1%
20260923 $4.35 $2.30 119.3% 3%
20260922 $4.90 $1.80 215.8% 17%
20260921 $2.40 $1.57 173.7% 10%
20260918 $2.07 $2.30 159.5% 8%
20260917 $1.27 $1.62 138.6% 5%
20260916 $1.05 $2.50 140.2% 5%
20260915 $2.33 $3.65 157.1% 8%
20260914 $0.93 $0.55 106.8% 0%
20260911 $1.53 $0.50 133.9% 2%
20260910 $2.23 $1.40 241.3% 18%
20260909 $2.45 $1.53 237.4% 18%
20260908 $2.48 $0.38 415.4% 46%
20260904 $0.68 $1.43 260.8% 22%
20260903 $1.55 $2.27 193.5% 11%
20260902 $1.80 $2.30 185.2% 10%
20260901 $3.60 $1.90 253.7% 20%
20260831 $2.42 $1.52 220.3% 15%
20260828 $2.55 $2.03 239.1% 18%
20260827 $2.50 $0.62 328.8% 32%
20260826 $2.85 $2.33 273.5% 24%
20260825 $3.70 $2.30 158.8% 6%
20260824 $2.53 $2.17 225.8% 16%
20260821 $2.08 $0.43 219.1% 15%
20260820 $2.90 $3.35 226.0% 16%
20260819 $1.78 $1.57 197.9% 12%
20260818 $1.68 $2.33 213.7% 14%
20260817 $1.68 $0.40 248.3% 20%
20260814 $0.47 $0.53 199.1% 12%
20260813 $0.57 $0.33 147.5% 4%
20260812 $1.90 $1.95 267.0% 22%
20260811 $2.45 $0.38 146.7% 4%
20260810 $0.73 $0.28 524.3% 63%
20260806 $1.82 $3.02 129.7% 1%
20260805 $2.40 $1.35 167.3% 7%
20260804 $2.52 $2.28 210.8% 14%
20260803 $2.40 $2.60 231.8% 17%
20260731 $2.35 $1.07 272.7% 23%

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.