WAB (Wabtec Inc.)
Expected Move & Straddle Price History
The expected move for WAB 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).
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.
Current WAB Expected Move
30-Day Straddle
$18.50
7-Day Straddle
$10.03
Avg IV
0.5%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to WAB'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.
WAB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260908 | $18.50 | $10.03 | 0.5% | 30% |
| 20260904 | $17.55 | $9.70 | 0.3% | 8% |
| 20260903 | $17.25 | $10.10 | 0.4% | 17% |
| 20260902 | $10.30 | $10.30 | 0.7% | 72% |
| 20260901 | $10.95 | $10.95 | 0.6% | 55% |
| 20260831 | $11.78 | $11.78 | 0.7% | 64% |
| 20260828 | $12.35 | $12.35 | 0.5% | 43% |
| 20260827 | $12.65 | $12.65 | 0.4% | 21% |
| 20260826 | $13.65 | $13.65 | 0.6% | 52% |
| 20260825 | $14.20 | $14.20 | 0.6% | 46% |
| 20260824 | $14.45 | $14.45 | 0.5% | 46% |
| 20260821 | $14.55 | $2.83 | 0.5% | 45% |
| 20260820 | $15.25 | $4.97 | 0.5% | 44% |
| 20260819 | $15.35 | $4.88 | 0.4% | 26% |
| 20260818 | $16.70 | $7.30 | 0.5% | 39% |
| 20260817 | $16.00 | $6.67 | 0.4% | 23% |
| 20260814 | $16.35 | $7.20 | 0.4% | 17% |
| 20260813 | $17.75 | $8.40 | 0.3% | 0% |
| 20260812 | $17.85 | $9.15 | 0.5% | 30% |
| 20260811 | $18.85 | $10.18 | 0.3% | 0% |
| 20260810 | $19.75 | $9.90 | 0.4% | 11% |
| 20260806 | $21.50 | $13.30 | 0.3% | 0% |
| 20260805 | $13.60 | $13.60 | 0.5% | 28% |
| 20260804 | $13.50 | $13.50 | 0.7% | 58% |
| 20260803 | $14.65 | $14.65 | 0.7% | 51% |
| 20260731 | $13.90 | $13.90 | 0.6% | 48% |
| 20260730 | $15.35 | $15.35 | 0.4% | 11% |
| 20260729 | $16.05 | $16.05 | 0.6% | 42% |
| 20260728 | $14.90 | $14.90 | 0.5% | 24% |
| 20260727 | $16.70 | $16.70 | 0.4% | 9% |
| 20260724 | $15.75 | $15.75 | 0.4% | 4% |
| 20260723 | $17.25 | $17.25 | 0.4% | 10% |
| 20260722 | $18.30 | $18.30 | 0.5% | 31% |
| 20260721 | $21.35 | $21.35 | 0.4% | 17% |
| 20260720 | $20.70 | $20.70 | 0.5% | 20% |
| 20260716 | $21.05 | $4.70 | 0.4% | 15% |
| 20260715 | $20.80 | $5.95 | 0.4% | 15% |
| 20260714 | $21.50 | $7.03 | 0.5% | 19% |
| 20260713 | $21.20 | $7.28 | 0.4% | 16% |
| 20260710 | $22.60 | $8.62 | 0.4% | 17% |
| 20260709 | $23.30 | $9.00 | 0.4% | 14% |
| 20260708 | $22.00 | $8.90 | 0.4% | 13% |
| 20260707 | $23.40 | $10.55 | 0.4% | 14% |
| 20260706 | $23.50 | $11.50 | 0.4% | 10% |
| 20260702 | $12.55 | $12.55 | 0.8% | 66% |
| 20260701 | $13.22 | $13.22 | 0.8% | 72% |
| 20260630 | $13.20 | $13.20 | 0.7% | 61% |
| 20260629 | $12.55 | $12.55 | 0.9% | 80% |
| 20260626 | $13.85 | $13.85 | 0.8% | 75% |
| 20260625 | $15.40 | $15.40 | 0.7% | 51% |
| 20260624 | $15.60 | $15.60 | 0.7% | 61% |
| 20260623 | $15.15 | $15.15 | 0.5% | 31% |
| 20260622 | $15.15 | $15.15 | 0.6% | 47% |
| 20260618 | $17.35 | $5.67 | 0.7% | 51% |
| 20260617 | $17.15 | $5.78 | 0.6% | 38% |
| 20260616 | $17.80 | $5.92 | 0.6% | 46% |
| 20260615 | $16.70 | $6.17 | 0.6% | 39% |
| 20260613 | $17.70 | $8.35 | 0.5% | 26% |
| 20260612 | $18.40 | $9.47 | 0.6% | 34% |
| 20260611 | $19.15 | $10.18 | 0.4% | 17% |