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
$17.25
7-Day Straddle
$17.25
Avg IV
0.4%
IV Rank
10%
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 |
|---|---|---|---|---|
| 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% |
| 20260610 | $19.25 | $10.25 | 0.5% | 21% |
| 20260609 | $19.20 | $10.72 | 0.6% | 35% |
| 20260608 | $19.00 | $10.65 | 0.6% | 38% |
| 20260605 | $20.45 | $11.55 | 0.5% | 35% |
| 20260604 | $20.55 | $11.75 | 0.5% | 25% |
| 20260603 | $21.60 | $13.25 | 0.6% | 35% |
| 20260602 | $14.85 | $14.85 | 0.6% | 43% |
| 20260601 | $13.15 | $13.15 | 0.6% | 36% |
| 20260529 | $13.50 | $13.50 | 0.5% | 33% |
| 20260528 | $14.75 | $14.75 | 0.6% | 35% |
| 20260527 | $14.40 | $14.40 | 0.5% | 33% |
| 20260526 | $15.15 | $15.15 | 0.5% | 32% |
| 20260522 | $14.65 | $14.65 | 0.5% | 27% |
| 20260521 | $15.45 | $15.45 | 0.4% | 14% |
| 20260520 | $15.55 | $15.55 | 0.4% | 16% |
| 20260519 | $16.35 | $16.35 | 0.5% | 20% |
| 20260518 | $16.15 | $16.15 | 0.4% | 13% |
| 20260515 | $17.80 | $5.12 | 0.3% | 2% |
| 20260514 | $17.55 | $3.88 | 0.3% | 4% |
| 20260513 | $18.55 | $8.10 | 0.4% | 18% |
| 20260512 | $18.40 | $6.28 | 0.4% | 19% |
| 20260511 | $18.85 | $7.40 | 0.4% | 7% |
| 20260510 | $19.00 | $8.70 | 0.4% | 12% |
| 20260508 | $19.00 | $8.70 | 0.4% | 10% |
| 20260507 | $19.80 | $9.22 | 0.4% | 13% |
| 20260506 | $20.10 | $9.85 | 0.4% | 18% |
| 20260505 | $20.90 | $11.30 | 0.4% | 10% |
| 20260504 | $20.35 | $11.30 | 0.4% | 14% |
| 20260502 | $12.70 | $12.70 | 0.8% | 72% |
| 20260501 | $12.00 | $12.00 | 0.5% | 27% |
| 20260430 | $12.05 | $12.05 | 0.8% | 69% |