GWRE · Expected Move
GUIDEWIRE SOFTWARE, INC.
The expected move for GWRE 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).
GWRE straddle price & implied vol
60 sessionsBars: 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 GWRE Expected Move
30-Day Straddle
$23.70
7-Day Straddle
$23.70
30-Day ATM IV
56.9%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to GWRE'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.
GWRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $23.70 | $23.70 | 56.9% | 37% |
| 20261020 | $24.40 | $24.40 | 56.6% | 35% |
| 20261019 | $22.90 | $22.90 | 56.1% | 33% |
| 20261016 | $23.20 | $1.88 | 55.4% | 30% |
| 20261015 | $24.35 | $6.88 | 53.3% | 21% |
| 20261014 | $22.80 | $6.57 | 54.7% | 27% |
| 20261013 | $22.65 | $6.90 | 52.8% | 12% |
| 20261012 | $22.75 | $7.80 | 53.1% | 12% |
| 20261009 | $23.75 | $9.20 | 51.6% | 8% |
| 20261008 | $24.40 | $10.00 | 54.0% | 14% |
| 20261007 | $24.25 | $10.00 | 52.7% | 11% |
| 20261006 | $25.05 | $11.35 | 53.7% | 14% |
| 20261005 | $24.90 | $13.20 | 54.0% | 15% |
| 20261002 | $12.20 | $12.20 | 53.0% | 12% |
| 20261001 | $13.65 | $13.65 | 54.7% | 16% |
| 20260930 | $12.55 | $12.55 | 52.9% | 12% |
| 20260929 | $13.45 | $13.45 | 53.5% | 13% |
| 20260928 | $14.15 | $14.15 | 54.3% | 15% |
| 20260925 | $14.85 | $14.85 | 53.6% | 13% |
| 20260924 | $15.45 | $15.45 | 52.3% | 10% |
| 20260923 | $15.45 | $15.45 | 50.8% | 6% |
| 20260922 | $16.30 | $16.30 | 53.2% | 12% |
| 20260921 | $15.90 | $15.90 | 50.9% | 6% |
| 20260918 | $15.60 | $2.08 | 48.6% | 0% |
| 20260917 | $16.20 | $4.08 | 49.9% | 0% |
| 20260916 | $17.45 | $5.40 | 52.1% | 6% |
| 20260915 | $18.15 | $6.75 | 52.0% | 6% |
| 20260914 | $19.05 | $7.95 | 51.7% | 5% |
| 20260911 | $17.35 | $7.75 | 49.9% | 0% |
| 20260910 | $18.15 | $8.55 | 52.0% | 6% |
| 20260909 | $19.65 | $9.85 | 53.8% | 11% |
| 20260908 | $20.35 | $11.50 | 53.4% | 10% |
| 20260904 | $22.30 | $12.65 | 49.9% | 0% |
| 20260903 | $36.15 | $29.00 | 71.1% | 52% |
| 20260902 | $25.15 | $25.15 | 65.0% | 31% |
| 20260901 | $26.40 | $26.40 | 64.3% | 29% |
| 20260831 | $25.30 | $25.30 | 62.1% | 21% |
| 20260828 | $26.70 | $26.70 | 62.5% | 23% |
| 20260827 | $26.40 | $26.40 | 63.3% | 25% |
| 20260826 | $26.25 | $26.25 | 64.4% | 29% |
| 20260825 | $26.65 | $26.65 | 65.5% | 33% |
| 20260824 | $26.95 | $26.95 | 64.8% | 31% |
| 20260821 | $26.95 | $2.42 | 63.5% | 26% |
| 20260820 | $26.95 | $5.28 | 65.1% | 32% |
| 20260819 | $27.50 | $6.28 | 65.9% | 34% |
| 20260818 | $27.40 | $7.75 | 65.6% | 33% |
| 20260817 | $26.55 | $8.45 | 65.3% | 32% |
| 20260814 | $28.20 | $10.35 | 64.7% | 30% |
| 20260813 | $30.95 | $12.65 | 66.5% | 40% |
| 20260812 | $27.45 | $11.25 | 61.0% | 25% |
| 20260811 | $27.85 | $12.65 | 60.7% | 26% |
| 20260810 | $29.40 | $13.40 | 63.2% | 34% |
| 20260807 | — | — | 59.9% | 24% |
| 20260806 | $27.60 | $14.75 | 62.7% | 32% |
| 20260805 | $14.55 | $14.55 | 59.9% | 24% |
| 20260804 | $15.85 | $15.85 | 62.8% | 34% |
| 20260803 | $17.35 | $17.35 | 64.6% | 40% |
| 20260731 | $16.65 | $16.65 | 61.0% | 30% |
| 20260730 | $17.20 | $17.20 | 59.2% | 25% |
| 20260729 | $19.30 | $19.30 | 58.6% | 26% |
More on GWRE
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.