WABC (Westamerica Bancorporation)

Expected Move & Straddle Price History

The expected move for WABC 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 WABC Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$4.88
Avg IV
0.6%
IV Rank
18%
Implied one-standard-deviation move through the next 30 days. Compare to WABC'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.
WABC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260723 $4.88 $4.88 0.6% 18%
20260722 $4.95 $4.95 0.5% 4%
20260721 $4.80 $4.80 0.5% 13%
20260720 $4.80 $4.80 0.5% 10%
20260716 $4.80 $4.88 0.5% 3%
20260715 $4.88 $4.82 0.5% 7%
20260714 $5.20 $3.65 0.5% 0%
20260713 $5.33 $5.00 0.5% 3%
20260710 $5.55 $4.90 0.5% 8%
20260709 $5.45 $4.90 0.5% 7%
20260708 $5.92 $4.90 0.5% 3%
20260707 $5.18 $4.05 0.5% 4%
20260706 $4.88 $4.88 0.5% 2%
20260702 $4.95 $4.95 1.0% 70%
20260701 $4.95 $4.95 1.1% 76%
20260630 $4.95 $4.95 0.9% 52%
20260629 $4.95 $4.95 1.0% 65%
20260626 $4.95 $4.95 0.9% 56%
20260625 $5.00 $5.00 0.9% 62%
20260624 $4.20 $4.20 0.7% 37%
20260623 $4.00 $4.00 0.9% 54%
20260622 $4.15 $4.15 0.9% 53%
20260618 $4.67 $2.83 0.8% 44%
20260617 $4.60 $2.75 0.8% 43%
20260616 $4.75 $2.75 0.7% 31%
20260615 $4.38 $4.90 0.7% 33%
20260613 $4.38 $4.88 0.6% 28%
20260612 $4.38 $4.88 0.8% 44%
20260611 $6.05 $5.38 0.8% 42%
20260610 $5.72 $4.88 0.7% 35%
20260609 $5.47 $4.88 0.7% 33%
20260608 $4.95 $4.80 0.7% 32%
20260605 $4.62 $4.80 0.6% 26%
20260604 $4.47 $4.88 0.6% 28%
20260603 $4.22 $4.80 0.6% 29%
20260602 $4.80 $4.80 0.8% 48%
20260601 $4.80 $4.80 0.6% 25%
20260529 $4.95 $4.95 0.6% 23%
20260528 $4.92 $4.92 0.6% 29%
20260527 $4.80 $4.80 0.5% 23%
20260526 $4.95 $4.95 0.5% 21%
20260522 $4.88 $4.88 0.6% 32%
20260521 $4.88 $4.88 0.5% 22%
20260520 $4.95 $4.95 0.5% 25%
20260519 $4.22 $4.22 0.6% 31%
20260518 $4.95 $4.95 0.6% 26%
20260515 $4.88 $4.80 0.6% 25%
20260514 $4.95 $4.80 0.5% 23%
20260513 $4.95 $3.73 0.5% 23%
20260512 $4.95 $4.80 0.5% 22%
20260511 $4.88 $4.80 0.5% 22%
20260510 $4.88 $4.80 0.5% 23%
20260508 $4.88 $4.80 0.5% 22%
20260507 $4.95 $4.80 0.5% 19%
20260506 $4.95 $4.80 0.5% 20%
20260505 $4.95 $4.80 0.5% 17%
20260504 $4.95 $4.80 0.5% 19%
20260502 $4.80 $4.80 0.7% 39%
20260501 $4.80 $4.80 0.7% 37%
20260430 $4.80 $4.80 0.8% 55%