Boost Run Inc. Class A Common Stock (BRUN) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Boost Run Inc. Class A Common Stock (BRUN) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $1.38B, listed on NASDAQ, employing roughly 3 people, carrying a beta of 3.96 to the broader market. Boost Run, Inc. Led by Andrew John Karos, public since 2026-05-11.
Snapshot as of Aug 28, 2026.
- Spot Price
- $16.82
- Expected Move
- 34.0%
- Implied High
- $22.54
- Implied Low
- $11.10
- Front DTE
- 28 days
As of Aug 28, 2026, Boost Run Inc. Class A Common Stock (BRUN) has an expected move of 34.00%, a one-standard-deviation implied price range of roughly $11.10 to $22.54 from the current $16.82. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
BRUN Strategy Sizing to the Expected Move
With Boost Run Inc. Class A Common Stock pricing an expected move of 34.00% from $16.82, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
How to read the BRUN implied-range chart
The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 34.00%, anchoring an implied range of approximately $11.10 to $22.54. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.
BRUN expected move and event pricing
Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. BRUN term-structure is in backwardation (slope -0.093), so near-dated tenors price in disproportionate vol - usually because of a known event in the front-month window.
Sizing BRUN structures to the expected move
Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. BRUN put/call volume ratio currently at 0.16 indicates speculative call flow dominates - look for upside-skewed sentiment. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for BRUN derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $16.82 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Sep 4, 2026 | 7 | 118.5% | 16.4% | $19.58 | $14.06 |
| Sep 11, 2026 | 14 | 137.1% | 26.9% | $21.34 | $12.30 |
| Sep 18, 2026 | 21 | 119.7% | 28.7% | $21.65 | $11.99 |
| Sep 25, 2026 | 28 | 121.6% | 33.7% | $22.48 | $11.16 |
| Oct 2, 2026 | 35 | 112.3% | 34.8% | $22.67 | $10.97 |
| Oct 9, 2026 | 42 | 110.5% | 37.5% | $23.12 | $10.52 |
| Oct 16, 2026 | 49 | 121.9% | 44.7% | $24.33 | $9.31 |
| Nov 20, 2026 | 84 | 116.2% | 55.7% | $26.20 | $7.44 |
| Jan 15, 2027 | 140 | 112.5% | 69.7% | $28.54 | $5.10 |
| Feb 19, 2027 | 175 | 112.1% | 77.6% | $29.88 | $3.76 |
Frequently asked BRUN expected move questions
- What is the current BRUN expected move?
- As of Aug 28, 2026, Boost Run Inc. Class A Common Stock (BRUN) has an expected move of 34.00% over the next 28 days, implying a one-standard-deviation price range of $11.10 to $22.54 from the current $16.82. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the BRUN expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is BRUN expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.