FBRT · Expected Move

Franklin BSP Realty Trust, Inc.

The expected move for FBRT 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).

FBRT 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 FBRT Expected Move
30-Day Straddle
$0.80
7-Day Straddle
$0.80
30-Day ATM IV
51.7%
IV Rank
25%
Implied one-standard-deviation move through the next 30 days. Compare to FBRT'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.
FBRT Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $0.80 $0.80 51.7% 25%
20261016 $0.93 $0.50 53.8% 28%
20261015 $0.72 $0.88 46.5% 19%
20261014 $0.57 $0.90 45.0% 17%
20261013 $0.80 $0.88 46.4% 19%
20261012 $0.62 $0.75 43.7% 16%
20261009 $0.90 $0.75 47.4% 25%
20261008 $0.73 $0.75 45.9% 23%
20261007 $0.70 $0.65 — —
20261006 $0.88 $0.68 74.3% 55%
20261005 $1.25 $8.15 68.1% 48%
20261002 $1.15 $1.15 114.5% 100%
20261001 $1.75 $1.75 42.5% 22%
20260930 $1.30 $1.30 74.6% 62%
20260929 $1.27 $1.27 — —
20260928 $0.98 $0.98 67.0% 52%
20260925 $0.65 $0.65 62.9% 47%
20260924 $3.05 $3.05 81.3% 70%
20260923 $1.23 $1.23 77.4% 65%
20260922 $0.92 $0.92 63.9% 48%
20260921 $0.93 $0.93 82.1% 71%
20260918 $0.72 $0.53 47.3% 28%
20260917 $1.38 $1.00 64.0% 49%
20260916 $1.12 $0.72 48.8% 29%
20260915 $1.30 $0.28 47.0% 27%
20260914 $1.12 $0.47 — —
20260911 $0.80 $0.78 43.7% 23%
20260910 $1.15 $0.70 45.5% 25%
20260909 $1.32 $0.72 46.2% 26%
20260908 $1.23 $0.95 52.3% 34%
20260904 $1.17 $0.45 60.6% 44%
20260903 $3.00 $0.57 61.5% 45%
20260902 $0.77 $0.77 48.3% 29%
20260901 $1.23 $1.23 44.3% 24%
20260831 $0.75 $0.75 58.8% 42%
20260828 $1.32 $1.32 61.5% 45%
20260827 $2.65 $2.65 — —
20260826 $1.30 $1.30 52.7% 34%
20260825 $1.05 $1.05 — —
20260824 $0.90 $0.90 37.8% 16%
20260821 $0.60 $0.43 39.9% 18%
20260820 $0.75 $0.75 41.5% 11%
20260819 $0.43 $1.10 38.5% 9%
20260818 $0.68 $0.97 41.8% 11%
20260817 $1.12 $0.80 50.1% 16%
20260814 $0.98 $0.72 73.6% 31%
20260813 $1.15 $0.75 79.7% 35%
20260812 $0.75 $0.68 50.0% 16%
20260811 $1.17 $1.52 37.9% 8%
20260810 $0.68 $0.60 87.4% 40%
20260806 $1.75 $1.17 67.4% 27%
20260805 $1.10 $1.10 60.9% 23%
20260804 $1.12 $1.12 61.0% 23%
20260803 $2.58 $2.58 — —
20260731 $1.25 $1.25 56.5% 20%
20260730 $1.20 $1.20 48.1% 15%
20260729 $0.70 $0.70 68.9% 28%
20260728 $0.88 $0.88 61.4% 23%
20260727 $1.50 $1.50 54.6% 19%
20260724 $1.50 $1.50 35.6% 7%

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.