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
$4.95
7-Day Straddle
$4.80
Avg IV
0.7%
IV Rank
32%
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
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%
20260429 $4.80 $4.80 0.8% 50%
20260428 $4.30 $4.30 0.6% 29%
20260427 $4.30 $4.30 0.8% 50%
20260424 $4.92 $4.92 0.6% 28%
20260423 $3.23 $3.23 0.6% 26%
20260422 $3.15 $3.15 0.7% 38%
20260421 $3.28 $3.28 0.6% 36%
20260420 $3.93 $3.93 0.7% 36%
20260417 $3.25 $4.80 0.6% 33%
20260416 $4.50 $4.92 0.5% 21%
20260415 $5.03 $4.95 0.6% 34%
20260414 $4.47 $4.95 0.5% 22%
20260413 $4.50 $4.95 0.5% 23%
20260410 $4.47 $4.88 0.6% 28%
20260409 $4.55 $4.95 0.6% 27%
20260408 $5.40 $3.17 0.5% 25%
20260407 $6.03 $2.88 0.5% 16%
20260406 $6.00 $4.20 0.5% 22%
20260402 $5.45 $4.47 0.5% 23%
20260401 $5.03 $5.03 1.0% 71%
20260331 $4.92 $4.92 0.8% 56%
20260330 $4.88 $4.88 0.9% 67%
20260327 $4.42 $4.42 0.8% 56%
20260326 $4.97 $4.97 0.8% 55%
20260325 $4.42 $4.42 0.8% 57%
20260324 $4.42 $4.42 0.9% 60%
20260323 $4.50 $4.50 0.8% 56%
20260320 $4.42 $4.80 0.8% 55%
20260319 $4.88 $4.80 0.8% 47%
20260318 $4.70 $4.80 0.8% 47%
20260317 $4.95 $4.80 0.7% 43%