W · Expected Move
Wayfair Inc.
The expected move for W 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).
W 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 W Expected Move
30-Day Straddle
$18.12
7-Day Straddle
$6.97
30-Day ATM IV
76.2%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to W'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.
W Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $18.12 | $6.97 | 76.2% | 76% |
| 20261007 | $17.80 | $7.11 | 76.2% | 76% |
| 20261006 | $18.58 | $7.68 | 73.8% | 69% |
| 20261005 | $18.62 | $5.42 | 71.0% | 61% |
| 20261002 | $12.80 | $6.11 | 62.8% | 37% |
| 20261001 | $13.25 | $7.05 | 61.8% | 34% |
| 20260930 | $15.88 | $7.58 | 68.0% | 52% |
| 20260929 | $15.80 | $8.00 | 66.0% | 46% |
| 20260928 | $15.35 | $5.59 | 64.9% | 43% |
| 20260925 | $12.10 | $6.23 | 59.0% | 25% |
| 20260924 | $12.32 | $6.57 | 58.5% | 24% |
| 20260923 | $12.47 | $7.23 | 54.3% | 12% |
| 20260922 | $13.23 | $7.93 | 53.1% | 8% |
| 20260921 | $13.30 | $5.33 | 53.8% | 10% |
| 20260918 | $12.18 | $6.33 | 52.8% | 7% |
| 20260917 | $12.20 | $6.74 | 51.9% | 5% |
| 20260916 | $13.45 | $7.60 | 55.1% | 14% |
| 20260915 | $13.25 | $8.15 | 54.9% | 13% |
| 20260914 | $13.35 | $5.75 | 54.6% | 13% |
| 20260911 | $11.78 | $6.05 | 53.5% | 9% |
| 20260910 | $12.35 | $6.97 | 55.9% | 16% |
| 20260909 | $12.88 | $7.60 | 56.5% | 18% |
| 20260908 | $13.45 | $8.50 | 58.1% | 20% |
| 20260904 | $12.43 | $5.89 | 55.4% | 13% |
| 20260903 | $11.65 | $6.08 | 53.8% | 9% |
| 20260902 | $11.90 | $6.37 | 53.9% | 9% |
| 20260901 | $11.52 | $6.58 | 52.8% | 6% |
| 20260831 | $12.05 | $4.77 | 52.0% | 4% |
| 20260828 | $11.45 | $5.67 | 50.4% | 0% |
| 20260827 | $12.68 | $6.97 | 53.4% | 6% |
| 20260826 | $12.10 | $7.05 | 51.3% | 1% |
| 20260825 | $13.28 | $8.30 | 53.9% | 8% |
| 20260824 | $13.12 | $5.45 | 53.7% | 7% |
| 20260821 | $11.43 | $5.95 | 50.9% | 0% |
| 20260820 | $12.50 | $6.81 | 52.8% | 1% |
| 20260819 | $13.45 | $7.72 | 52.7% | 1% |
| 20260818 | $12.90 | $7.67 | 52.5% | 0% |
| 20260817 | $13.23 | $5.19 | 53.5% | 1% |
| 20260814 | $11.62 | $5.86 | 53.3% | 1% |
| 20260813 | $12.60 | $6.65 | 55.4% | 6% |
| 20260812 | $12.45 | $7.03 | 53.0% | 0% |
| 20260811 | $13.55 | $7.80 | 56.5% | 0% |
| 20260810 | $13.88 | $5.50 | 56.9% | 0% |
| 20260807 | — | — | 57.7% | 0% |
| 20260806 | $15.55 | $9.05 | 64.5% | 7% |
| 20260805 | $15.85 | $9.27 | 65.3% | 10% |
| 20260804 | $19.40 | $12.03 | 71.9% | 30% |
| 20260803 | $16.70 | $11.05 | 80.2% | 56% |
| 20260731 | $16.10 | $10.95 | 83.4% | 66% |
| 20260730 | $15.85 | $12.15 | 79.1% | 53% |
| 20260729 | $16.25 | $12.60 | 80.4% | 57% |
| 20260728 | $17.23 | $13.45 | 78.9% | 52% |
| 20260727 | $18.10 | $6.04 | 82.3% | 62% |
| 20260724 | $15.00 | $5.96 | 79.8% | 55% |
| 20260723 | $15.02 | $6.36 | 80.4% | 56% |
| 20260722 | $16.00 | $6.90 | 83.1% | 65% |
| 20260721 | $16.50 | $7.47 | 84.2% | 68% |
| 20260720 | $15.95 | $5.25 | 79.9% | 55% |
| 20260716 | $16.05 | $6.95 | 78.3% | 50% |
| 20260715 | $17.15 | $7.45 | 83.0% | 65% |
More on W
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.