DOO · Expected Move

BRP Inc. Common Subordinate Voting Shares

The expected move for DOO 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).

DOO 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 DOO Expected Move
30-Day Straddle
$6.38
7-Day Straddle
$6.38
30-Day ATM IV
47.1%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to DOO'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.
DOO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $6.38 $6.38 47.1% 68%
20261023 $6.03 $6.03 45.4% 58%
20261022 $4.45 $4.45 35.2% 0%
20261021 $6.17 $6.17 47.9% 70%
20261020 $5.60 $5.60 43.5% 44%
20261019 $5.28 $5.28 41.6% 32%
20261016 $5.40 $2.08 40.0% 22%
20261015 $5.25 $1.23 37.5% 7%
20261014 $5.77 $3.43 39.6% 20%
20261013 $5.55 $3.75 39.5% 19%
20261012 $5.55 $3.20 41.2% 29%
20261009 $5.95 $4.50 43.4% 43%
20261008 $6.62 $3.50 45.4% 55%
20261007 $6.35 $3.75 42.8% 39%
20261006 $6.85 $3.77 44.0% 46%
20261005 $6.53 $3.77 43.5% 36%
20261002 $3.75 $3.75 39.7% 17%
20261001 $4.15 $4.15 41.6% 26%
20260930 $4.58 $4.58 42.8% 32%
20260929 $4.47 $4.47 42.3% 25%
20260928 $4.53 $4.53 42.5% 26%
20260925 $4.12 $4.12 39.6% 14%
20260924 $4.90 $4.90 42.1% 24%
20260923 $5.35 $5.35 42.2% 25%
20260922 $4.15 $4.15 38.1% 7%
20260921 $5.00 $5.00 43.9% 32%
20260918 $5.25 $2.00 40.5% 17%
20260917 $5.50 $1.50 41.5% 22%
20260916 $5.70 $3.67 45.0% 36%
20260915 $6.25 $2.80 44.4% 34%
20260914 $6.65 $3.03 45.6% 39%
20260911 $6.75 $3.50 44.8% 36%
20260910 $6.67 $3.62 44.5% 34%
20260909 $6.90 $5.30 46.9% 44%
20260908 $7.50 $4.30 43.9% 31%
20260904 $7.30 $4.55 38.5% 9%
20260903 $8.00 $5.22 44.9% 36%
20260902 $6.65 $6.65 52.8% 69%
20260901 $6.40 $6.40 50.4% 59%
20260831 $6.32 $6.32 52.3% 67%
20260828 $6.47 $6.47 48.6% 51%
20260827 $6.50 $6.50 51.7% 64%
20260826 $6.55 $6.55 50.9% 61%
20260825 $6.22 $6.22 46.7% 44%
20260824 $6.28 $6.28 45.7% 39%
20260821 $7.70 $2.48 48.8% 52%
20260820 $7.80 $1.88 50.0% 57%
20260819 $8.20 $2.67 49.4% 55%
20260818 $7.27 $3.30 45.9% 40%
20260817 $7.08 $3.62 46.7% 44%
20260814 $7.00 $2.92 43.8% 31%
20260813 $6.90 $3.42 42.9% 27%
20260812 $7.22 $4.38 44.2% 33%
20260811 $7.25 $3.85 43.4% 29%
20260810 $7.62 $4.53 45.8% 40%
20260807 — — 41.3% 21%
20260806 $7.55 $4.20 42.0% 24%
20260805 $5.15 $5.15 43.9% 32%
20260804 $4.42 $4.42 43.3% 29%
20260803 $4.53 $4.53 40.2% 16%

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.