BRX · Expected Move

BRIXMOR PROPERTY GROUP INC.

The expected move for BRX 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).

BRX 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 BRX Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.85
30-Day ATM IV
32.4%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to BRX'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.
BRX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $2.85 $2.85 32.4% 30%
20261020 $2.90 $2.90 32.0% 30%
20261019 $3.05 $3.05 — —
20261016 $3.27 $3.45 36.4% 39%
20261015 $3.23 $2.83 33.6% 33%
20261014 $2.88 $2.15 32.5% 31%
20261013 $3.02 $10.20 — —
20261012 $3.02 $2.77 30.0% 25%
20261009 $2.57 $2.67 30.4% 26%
20261008 $3.90 $3.53 66.0% 100%
20261007 $2.98 $2.73 37.9% 48%
20261006 $3.23 $2.90 29.9% 29%
20261005 $3.08 $2.90 37.7% 47%
20261002 $2.98 $2.98 33.5% 37%
20261001 $3.17 $3.17 33.3% 37%
20260930 $3.40 $3.40 41.5% 56%
20260929 $2.83 $2.83 35.8% 43%
20260928 $2.70 $2.70 34.7% 40%
20260925 $2.95 $2.95 33.8% 38%
20260924 $2.65 $2.65 32.3% 35%
20260923 $2.60 $2.60 31.2% 32%
20260922 $3.05 $3.05 42.3% 58%
20260921 $2.62 $2.62 29.0% 27%
20260918 $3.27 $2.60 40.6% 54%
20260917 $2.60 $2.62 — —
20260916 $3.35 $2.73 29.3% 27%
20260915 $1.97 $1.85 25.7% 19%
20260914 $1.72 $1.40 — —
20260911 $1.80 $1.47 24.4% 16%
20260910 $1.88 $1.55 27.7% 24%
20260909 $2.60 $1.35 38.4% 49%
20260908 $1.85 $1.15 25.2% 18%
20260904 $2.52 $1.10 30.9% 32%
20260903 $1.20 $0.97 21.4% 9%
20260902 $1.08 $1.08 23.6% 14%
20260901 $1.50 $1.50 21.1% 9%
20260831 $1.20 $1.20 30.0% 29%
20260828 $1.15 $1.15 21.4% 9%
20260827 $1.15 $1.15 24.2% 16%
20260826 $1.07 $1.07 27.1% 23%
20260825 $1.07 $1.07 23.4% 14%
20260824 $1.38 $1.38 20.5% 7%
20260821 $1.07 $0.50 19.5% 5%
20260820 $1.27 $0.45 20.1% 6%
20260819 $1.48 $0.45 24.1% 16%
20260818 $1.35 $0.42 20.1% 6%
20260817 $1.48 $0.38 21.2% 9%
20260814 $1.30 $0.53 19.6% 5%
20260813 $1.32 $0.60 17.8% 1%
20260812 $1.73 $0.62 22.4% 12%
20260811 $1.75 $0.75 22.8% 13%
20260810 $1.82 $0.78 23.3% 14%
20260807 — — 23.2% 13%
20260806 $2.05 $1.18 24.2% 16%
20260805 $1.32 $1.32 21.6% 10%
20260804 $1.60 $1.60 26.2% 21%
20260803 $1.82 $1.82 22.1% 11%
20260731 $1.88 $1.88 25.6% 19%
20260730 $1.73 $1.73 24.0% 15%
20260729 $2.05 $2.05 26.2% 21%

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.