WABC · Expected Move
Westamerica Bancorporation
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).
WABC 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 WABC Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$3.58
30-Day ATM IV
24.1%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.58 | $3.58 | 24.1% | 18% |
| 20261021 | $3.50 | $3.50 | 26.5% | 31% |
| 20261020 | $4.00 | $4.00 | 20.9% | 0% |
| 20261019 | $4.15 | $4.15 | 29.3% | 44% |
| 20261016 | $3.60 | $4.90 | 25.6% | 22% |
| 20261015 | $4.90 | $4.90 | 31.1% | 54% |
| 20261014 | $4.95 | $4.93 | 24.9% | 18% |
| 20261013 | $4.93 | $4.90 | 26.7% | 29% |
| 20261012 | $4.93 | $4.93 | 26.9% | 30% |
| 20261009 | $4.93 | $4.90 | 31.2% | 55% |
| 20261008 | $4.95 | $4.90 | 28.6% | 40% |
| 20261007 | $5.30 | $4.90 | 31.1% | 54% |
| 20261006 | $5.12 | $4.90 | 31.6% | 57% |
| 20261005 | $4.95 | $4.90 | 28.8% | 41% |
| 20261002 | $4.90 | $4.90 | 28.9% | 42% |
| 20261001 | $4.90 | $4.90 | 29.9% | 47% |
| 20260930 | $4.93 | $4.93 | 28.1% | 36% |
| 20260929 | $4.93 | $4.93 | 29.7% | 46% |
| 20260928 | $3.40 | $3.40 | 27.6% | 34% |
| 20260925 | $4.80 | $4.80 | 26.3% | 26% |
| 20260924 | $4.88 | $4.88 | 30.0% | 48% |
| 20260923 | $4.88 | $4.88 | 35.8% | 82% |
| 20260922 | $4.95 | $4.95 | 33.7% | 70% |
| 20260921 | $4.88 | $4.88 | 31.3% | 56% |
| 20260918 | $4.95 | $4.80 | 36.2% | 84% |
| 20260917 | $4.95 | $4.80 | 36.2% | 84% |
| 20260916 | $4.88 | $4.80 | 34.4% | 73% |
| 20260915 | $4.95 | $4.80 | 35.5% | 80% |
| 20260914 | $4.80 | $4.80 | 35.3% | 79% |
| 20260911 | $4.95 | $4.80 | 32.2% | 61% |
| 20260910 | $4.88 | $4.88 | 26.8% | 29% |
| 20260909 | $4.88 | $4.80 | 26.6% | 28% |
| 20260908 | $4.95 | $4.80 | 30.5% | 50% |
| 20260904 | $4.88 | $4.88 | 30.8% | 52% |
| 20260903 | $4.90 | $4.88 | 30.4% | 50% |
| 20260902 | $4.80 | $4.80 | 22.7% | 5% |
| 20260901 | $4.88 | $4.88 | 24.6% | 16% |
| 20260831 | $4.88 | $4.88 | 27.3% | 32% |
| 20260828 | $4.88 | $4.88 | 25.8% | 23% |
| 20260827 | $4.88 | $4.88 | 25.6% | 22% |
| 20260826 | $4.88 | $4.88 | 26.1% | 25% |
| 20260825 | $4.85 | $4.85 | 25.6% | 22% |
| 20260824 | $4.88 | $4.88 | 27.1% | 31% |
| 20260821 | $4.88 | $4.88 | 26.6% | 28% |
| 20260820 | $4.80 | $4.80 | 26.1% | 25% |
| 20260819 | $4.88 | $4.80 | 34.3% | 73% |
| 20260818 | $4.95 | $4.80 | 33.9% | 71% |
| 20260817 | $4.00 | $4.80 | 21.9% | 0% |
| 20260814 | $4.95 | $4.80 | 33.3% | 64% |
| 20260813 | $4.88 | $4.80 | 33.9% | 60% |
| 20260812 | $4.80 | $4.80 | 29.3% | 33% |
| 20260811 | $4.88 | $4.88 | 25.2% | 11% |
| 20260810 | $5.20 | $4.80 | 32.4% | 51% |
| 20260807 | — | — | 33.3% | 56% |
| 20260806 | $5.40 | $4.80 | 34.0% | 60% |
| 20260805 | $4.80 | $4.80 | 30.2% | 39% |
| 20260804 | $4.80 | $4.80 | 29.5% | 35% |
| 20260803 | $4.80 | $4.80 | 27.4% | 23% |
| 20260731 | $4.80 | $4.80 | 29.5% | 19% |
| 20260730 | $4.88 | $4.88 | 29.6% | 19% |
More on WABC
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.