BRSP · Expected Move
BrightSpire Capital, Inc.
The expected move for BRSP 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).
BRSP 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 BRSP Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.90
30-Day ATM IV
108.6%
IV Rank
55%
Implied one-standard-deviation move through the next 30 days. Compare to BRSP'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.
BRSP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $3.90 | $3.90 | 108.6% | 55% |
| 20261022 | $1.15 | $1.15 | 84.7% | 38% |
| 20261021 | $1.15 | $1.15 | — | — |
| 20261020 | $16.45 | $16.45 | — | — |
| 20261019 | $1.40 | $1.40 | — | — |
| 20261016 | $2.50 | $1.20 | — | — |
| 20261015 | $13.75 | $4.28 | — | — |
| 20261014 | $1.67 | $1.32 | — | — |
| 20261013 | $13.65 | $5.00 | — | — |
| 20261012 | $2.48 | $1.22 | — | — |
| 20261009 | $1.03 | $2.40 | 121.1% | 64% |
| 20261008 | $1.62 | $1.10 | — | — |
| 20261007 | $1.27 | $1.25 | 120.6% | 64% |
| 20261006 | $2.48 | $2.58 | — | — |
| 20261005 | $1.25 | $1.30 | — | — |
| 20261002 | $2.50 | $2.50 | — | — |
| 20261001 | $2.55 | $2.55 | — | — |
| 20260930 | $1.50 | $1.50 | — | — |
| 20260929 | $1.45 | $1.45 | 88.5% | 40% |
| 20260928 | $2.40 | $2.40 | — | — |
| 20260925 | $2.40 | $2.40 | — | — |
| 20260924 | $2.40 | $2.40 | — | — |
| 20260923 | $1.40 | $1.40 | 45.7% | 9% |
| 20260922 | $1.27 | $1.27 | 101.2% | 50% |
| 20260921 | $8.43 | $8.43 | 65.3% | 24% |
| 20260918 | $1.32 | $2.20 | 72.3% | 29% |
| 20260917 | $1.05 | $0.75 | — | — |
| 20260916 | $1.10 | $1.10 | — | — |
| 20260915 | $2.02 | $1.08 | — | — |
| 20260914 | $8.22 | $0.60 | — | — |
| 20260911 | $8.30 | $1.02 | 170.3% | 100% |
| 20260910 | $0.97 | $0.85 | 51.5% | 17% |
| 20260909 | $1.93 | $0.98 | 136.9% | 98% |
| 20260908 | $0.97 | $0.42 | 62.6% | 28% |
| 20260904 | $1.83 | $0.48 | 73.3% | 38% |
| 20260903 | $0.90 | $0.42 | 47.6% | 14% |
| 20260902 | $0.48 | $0.48 | 50.7% | 17% |
| 20260901 | $0.50 | $0.50 | 94.4% | 58% |
| 20260831 | $0.48 | $0.48 | 44.9% | 11% |
| 20260828 | $1.10 | $1.10 | — | — |
| 20260827 | $0.35 | $0.35 | 46.1% | 12% |
| 20260826 | $0.55 | $0.55 | 66.9% | 32% |
| 20260825 | $0.25 | $0.25 | 42.1% | 9% |
| 20260824 | $0.53 | $0.53 | 38.2% | 5% |
| 20260821 | $2.70 | $1.43 | 51.4% | 17% |
| 20260820 | $0.70 | $0.28 | 49.9% | 16% |
| 20260819 | $0.35 | $0.20 | 33.6% | 1% |
| 20260818 | $7.85 | $0.33 | — | — |
| 20260817 | $0.28 | $0.25 | 35.7% | 3% |
| 20260814 | $0.75 | $7.60 | 36.4% | 3% |
| 20260813 | $0.73 | $0.17 | 41.1% | 8% |
| 20260812 | $15.00 | $15.00 | 41.3% | 8% |
| 20260811 | $1.60 | $0.23 | 82.6% | 47% |
| 20260810 | $0.53 | $0.50 | 54.0% | 20% |
| 20260806 | $0.90 | $3.90 | 52.8% | 19% |
| 20260805 | $0.50 | $0.50 | — | — |
| 20260804 | $0.47 | $0.47 | 52.4% | 18% |
| 20260803 | $2.67 | $2.67 | 59.2% | 25% |
| 20260731 | $2.70 | $2.70 | 56.3% | 22% |
| 20260730 | $0.60 | $0.60 | 57.3% | 23% |
More on BRSP
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.