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
$19.00
7-Day Straddle
$10.65
Avg IV
0.6%
IV Rank
38%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $13.05 | $13.05 | 0.7% | 57% |
| 20260428 | $13.35 | $13.35 | 0.7% | 53% |
| 20260427 | $13.70 | $13.70 | 0.6% | 42% |
| 20260424 | $14.80 | $14.80 | 0.6% | 44% |
| 20260423 | $17.75 | $17.75 | 0.9% | 80% |
| 20260422 | $15.20 | $15.20 | 0.6% | 38% |
| 20260421 | $19.60 | $19.60 | 0.5% | 33% |
| 20260420 | $20.25 | $20.25 | 0.6% | 41% |
| 20260417 | $19.40 | $5.03 | 0.6% | 38% |
| 20260416 | $19.85 | $6.65 | 0.6% | 39% |
| 20260415 | $18.55 | $6.62 | 0.4% | 15% |
| 20260414 | $19.35 | $5.45 | 0.6% | 35% |
| 20260413 | $19.70 | $4.90 | 0.4% | 16% |
| 20260410 | $19.85 | $7.47 | 0.5% | 27% |
| 20260409 | $20.80 | $8.35 | 0.5% | 20% |
| 20260408 | $20.40 | $8.60 | 0.4% | 13% |
| 20260407 | $21.60 | $10.85 | 0.4% | 18% |
| 20260406 | $22.60 | $11.40 | 0.3% | 4% |
| 20260402 | $23.15 | $12.70 | 0.4% | 16% |
| 20260401 | $11.35 | $11.35 | 1.0% | 94% |
| 20260331 | $12.60 | $12.60 | 0.6% | 40% |
| 20260330 | $13.80 | $13.80 | 0.8% | 71% |
| 20260327 | $14.35 | $14.35 | 0.8% | 61% |
| 20260326 | $14.55 | $14.55 | 0.7% | 50% |
| 20260325 | $13.95 | $13.95 | 0.8% | 63% |
| 20260324 | $14.40 | $14.40 | 0.7% | 58% |
| 20260323 | $14.55 | $14.55 | 0.7% | 58% |
| 20260320 | $15.35 | $6.20 | 0.5% | 31% |
| 20260319 | $14.45 | $4.75 | 0.4% | 18% |
| 20260318 | $15.35 | $5.50 | 0.7% | 49% |
| 20260317 | $14.80 | $4.90 | 0.6% | 45% |