BRX Moves

BRIXMOR PROPERTY GROUP INC BRX 29.94 -0.29 -0.96%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $29.91

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$0.29	$29.62 – $30.19	$29.56 – $30.25	$29.29 – $30.52
2 sessions	±1.3% ±$0.39	$29.51 – $30.30	$29.43 – $30.38	$29.05 – $30.76
3 sessions	±1.7% ±$0.49	$29.41 – $30.40	$29.31 – $30.50	$28.85 – $30.96
1 week	±2.1% ±$0.63	$29.27 – $30.54	$29.13 – $30.68	$28.56 – $31.25
2 weeks	±3.0% ±$0.88	$29.02 – $30.79	$28.81 – $31.00	$28.02 – $31.79
3 weeks	±3.7% ±$1.09	$28.81 – $31.00	$28.54 – $31.27	$27.58 – $32.23
1 month	±4.4% ±$1.30	$28.60 – $31.21	$28.27 – $31.54	$27.13 – $32.68

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±6.02%

Average actual move

3.93%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 11, 2025	±6.02%	+3.93%	0.65×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →