BROWN & BROWN, INC. (BRO) Options Risk Score
Real-time risk analysis for BRO options traders — updated every 30 minutes.
Data last updated: 2026-09-06
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Is it risky to sell options on BROWN & BROWN, INC. (BRO) right now?
For a 4-week expiry, BROWN & BROWN, INC. (BRO) carries an options catalyst-risk score of 74 out of 100 (HIGH). What pushes it there: an upcoming earnings report, 9 recent news items and 10 active legal filings, all landing inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on BRO is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.
BRO shows an IV Rank of 34, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 43%. IV Rank is the most useful figure for deciding whether to sell or buy premium on BRO.
BRO reports on 2026-10-26. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
BROWN & BROWN, INC. (BRO) current implied volatility and IV Rank
As of the latest scan, BROWN & BROWN, INC. (BRO) shows an IV Rank of 34 with implied volatility around 43%, alongside a TickerRisk options-risk score of 74/100. That is toward the bottom of its 12-month range, so premium is thin. Selling here pays poorly for the risk taken; if you expect a move, buying the move is the cheaper side.
IV Rank is an index, not a percentage — it says where BRO's implied volatility sits inside its own 1-year range. How to read IV Rank →
BROWN & BROWN, INC. (BRO) next earnings date — 2026-10-26
The next BRO report lands on 2026-10-26 — about 50 days away — inside the window a typical monthly option would span. BRO's IV Rank is currently 34. That matters more than any other single date on the calendar: the stock can gap overnight on the print, and any premium you collect now is partly payment for carrying that gap. Sellers who want the volatility crush without the gap generally choose an expiry that ends before the report.
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