WAB · Expected Move
Wabtec Inc.
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).
WAB 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 WAB Expected Move
30-Day Straddle
$15.20
7-Day Straddle
$15.20
30-Day ATM IV
23.2%
IV Rank
11%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $15.20 | $15.20 | 23.2% | 11% |
| 20261022 | $15.60 | $15.60 | 24.3% | 20% |
| 20261021 | $14.95 | $14.95 | 22.6% | 6% |
| 20261020 | $19.65 | $19.65 | 29.4% | 62% |
| 20261019 | $19.10 | $19.10 | 28.1% | 51% |
| 20261016 | $19.65 | $4.58 | 27.3% | 44% |
| 20261015 | $19.85 | $4.05 | 27.4% | 45% |
| 20261014 | $20.45 | $6.65 | 27.9% | 50% |
| 20261013 | $20.60 | $6.90 | 27.6% | 47% |
| 20261012 | $19.80 | $7.30 | 26.6% | 39% |
| 20261009 | $20.30 | $7.48 | 26.0% | 34% |
| 20261008 | $20.85 | $6.88 | 26.4% | 37% |
| 20261007 | $21.80 | $8.55 | 26.6% | 39% |
| 20261006 | $21.05 | $9.00 | 25.1% | 27% |
| 20261005 | $21.70 | $9.65 | 25.2% | 28% |
| 20261002 | $9.85 | $9.85 | 25.4% | 29% |
| 20261001 | $10.45 | $10.45 | 25.8% | 32% |
| 20260930 | $11.05 | $11.05 | 25.5% | 29% |
| 20260929 | $12.40 | $12.40 | 25.8% | 32% |
| 20260928 | $12.80 | $12.80 | 25.5% | 30% |
| 20260925 | $12.55 | $12.55 | 24.5% | 22% |
| 20260924 | $13.70 | $13.70 | 25.4% | 29% |
| 20260923 | $13.75 | $13.75 | 23.7% | 15% |
| 20260922 | $13.30 | $13.30 | 23.9% | 16% |
| 20260921 | $14.40 | $14.40 | 23.8% | 16% |
| 20260918 | $14.10 | $2.67 | 22.8% | 7% |
| 20260917 | $14.30 | $4.38 | 22.8% | 8% |
| 20260916 | $14.75 | $6.10 | 23.4% | 13% |
| 20260915 | $15.20 | $5.53 | 23.6% | 14% |
| 20260914 | $14.85 | $5.75 | 22.9% | 8% |
| 20260911 | $16.60 | $7.45 | 22.8% | 7% |
| 20260910 | $16.65 | $8.10 | 23.8% | 16% |
| 20260909 | $17.65 | $8.97 | 24.6% | 22% |
| 20260908 | $18.45 | $9.45 | 23.4% | 13% |
| 20260904 | $17.55 | $9.70 | 21.9% | 0% |
| 20260903 | $17.25 | $10.10 | 22.3% | 3% |
| 20260902 | $10.30 | $10.30 | 23.1% | 9% |
| 20260901 | $10.95 | $10.95 | 23.1% | 10% |
| 20260831 | $11.78 | $11.78 | 23.1% | 10% |
| 20260828 | $12.35 | $12.35 | 22.3% | 3% |
| 20260827 | $12.65 | $12.65 | 22.0% | 0% |
| 20260826 | $13.65 | $13.65 | 22.7% | 5% |
| 20260825 | $14.20 | $14.20 | 22.7% | 5% |
| 20260824 | $14.45 | $14.45 | 23.2% | 9% |
| 20260821 | $14.55 | $2.83 | 22.1% | 0% |
| 20260820 | $15.25 | $4.97 | 22.4% | 2% |
| 20260819 | $15.35 | $4.88 | 22.5% | 3% |
| 20260818 | $16.70 | $7.30 | 22.6% | 3% |
| 20260817 | $16.00 | $6.67 | 22.4% | 2% |
| 20260814 | $16.35 | $7.20 | 22.1% | 0% |
| 20260813 | $17.75 | $8.40 | 23.5% | 1% |
| 20260812 | $17.85 | $9.15 | 23.3% | 0% |
| 20260811 | $18.85 | $10.18 | 24.5% | 10% |
| 20260810 | $19.75 | $9.90 | 25.0% | 14% |
| 20260807 | — | — | 24.1% | 7% |
| 20260806 | $21.50 | $13.30 | 26.2% | 25% |
| 20260805 | $13.60 | $13.60 | 26.0% | 24% |
| 20260804 | $13.50 | $13.50 | 26.1% | 24% |
| 20260803 | $14.65 | $14.65 | 26.6% | 29% |
| 20260731 | $13.90 | $13.90 | 25.1% | 15% |
More on WAB
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.