Broadstone Net Lease Inc (BNL) Expected Move

Tracking the BNL expected move helps you see how far Broadstone Net Lease Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Broadstone Net Lease Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the BNL expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For BNL, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The BNL expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Broadstone Net Lease Inc is unlikely to go.

BNL is an internally-managed REIT that acquires, owns, and manages primarily single-tenant commercial real estate properties that are net leased on a long-term basis to a diversified group of tenants. The Company utilizes an investment strategy underpinned by strong fundamental credit analysis and prudent real estate underwriting. As of September 30, 2020, BNL's diversified portfolio consisted of 627 properties in 41 U.S. states and one property in Canada across the industrial, healthcare, restaurant, office, and retail property types, with an aggregate gross asset value of approximately $4.0 billion.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the BNL expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Broadstone Net Lease Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about BNL.