WAFD · Expected Move

WaFd, Inc. Common Stock

The expected move for WAFD 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).

WAFD straddle price & implied vol

60 sessions

Bars: 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 WAFD Expected Move
30-Day Straddle
$4.10
7-Day Straddle
$4.10
30-Day ATM IV
29.1%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to WAFD'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.
WAFD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $4.10 $4.10 29.1% 10%
20261022 $3.20 $3.20 37.7% 30%
20261021 $3.33 $3.33 39.8% 35%
20261020 $5.47 $5.47 50.4% 61%
20261019 $4.90 $4.90 42.0% 41%
20261016 $4.10 $4.75 25.1% 0%
20261015 $4.95 $4.90 48.3% 56%
20261014 $5.12 $4.10 66.6% 100%
20261013 $3.75 $3.83 45.1% 68%
20261012 $4.35 $4.00 43.0% 61%
20261009 $4.90 $4.90 29.4% 15%
20261008 $4.90 $4.90 33.3% 28%
20261007 $4.90 $4.90 33.2% 28%
20261006 $4.93 $4.97 50.7% 87%
20261005 $4.55 $4.93 48.3% 79%
20261002 $4.40 $4.40 50.2% 85%
20261001 $4.90 $4.90 33.1% 27%
20260930 $4.90 $4.90 52.3% 92%
20260929 $5.03 $5.03 41.0% 54%
20260928 $4.80 $4.80 34.7% 33%
20260925 $4.80 $4.80 43.2% 62%
20260924 $4.67 $4.67 39.1% 48%
20260923 $4.80 $4.80 40.5% 58%
20260922 $5.00 $5.00 42.3% 63%
20260921 $3.90 $3.90 51.3% 90%
20260918 $4.90 $5.38 30.2% 28%
20260917 $3.10 $2.98 38.9% 54%
20260916 $3.12 $4.75 38.7% 53%
20260915 $3.02 $3.57 41.7% 62%
20260914 $3.35 $4.70 42.5% 64%
20260911 $4.92 $4.60 42.0% 63%
20260910 $4.53 $4.25 42.7% 65%
20260909 $3.05 $3.83 30.5% 29%
20260908 $2.40 $3.70 28.5% 23%
20260904 $4.88 $4.60 35.8% 45%
20260903 $4.80 $4.60 35.3% 43%
20260902 $4.60 $4.60 30.5% 29%
20260901 $4.60 $4.60 32.1% 34%
20260831 $4.60 $4.60 30.2% 28%
20260828 $4.60 $4.60 26.9% 18%
20260827 $4.60 $4.60 33.3% 37%
20260826 $4.60 $4.60 33.4% 38%
20260825 $4.60 $4.60 26.1% 16%
20260824 $2.78 $2.78 31.5% 32%
20260821 $4.60 $4.80 32.7% 35%
20260820 $4.60 $4.50 25.1% 13%
20260819 $4.60 $3.58 30.1% 28%
20260818 $4.60 $5.05 31.5% 32%
20260817 $2.95 $3.05 31.7% 32%
20260814 $3.62 $3.20 26.9% 18%
20260813 $3.42 $2.90 26.5% 17%
20260812 $3.53 $2.85 28.7% 24%
20260811 $3.72 $5.05 27.6% 20%
20260810 $5.05 $4.80 29.8% 27%
20260807 — — 32.9% 31%
20260806 $3.53 $2.77 30.9% 26%
20260805 $5.12 $5.12 33.4% 32%
20260804 $5.12 $5.12 31.6% 28%
20260803 $4.88 $4.88 30.5% 25%
20260731 $4.88 $4.88 34.3% 35%

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.