WAL (Western Alliance Bancorporation)
Expected Move & Straddle Price History
The expected move for WAL 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 WAL Expected Move
30-Day Straddle
$6.40
7-Day Straddle
$3.53
Avg IV
0.6%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to WAL'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.
WAL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260811 | $6.40 | $3.53 | 0.6% | 26% |
| 20260810 | $6.70 | $3.80 | 0.5% | 23% |
| 20260806 | $7.35 | $4.15 | 0.6% | 40% |
| 20260805 | $4.90 | $4.90 | 0.6% | 25% |
| 20260804 | $5.00 | $5.00 | 0.5% | 17% |
| 20260803 | $5.05 | $5.05 | 0.5% | 21% |
| 20260731 | $5.25 | $5.25 | 0.5% | 14% |
| 20260730 | $5.47 | $5.47 | 0.5% | 8% |
| 20260729 | $5.83 | $5.83 | 0.5% | 12% |
| 20260728 | $5.85 | $5.85 | 0.5% | 6% |
| 20260727 | $5.97 | $5.97 | 0.5% | 10% |
| 20260724 | $6.07 | $6.07 | 0.4% | 1% |
| 20260723 | $6.03 | $6.03 | 0.4% | 0% |
| 20260722 | $6.38 | $6.38 | 0.4% | 2% |
| 20260721 | $7.90 | $7.90 | 0.5% | 9% |
| 20260720 | $7.90 | $7.90 | 0.5% | 9% |
| 20260716 | $8.35 | $1.52 | 0.5% | 4% |
| 20260715 | $8.25 | $1.97 | 0.5% | 5% |
| 20260714 | $8.60 | $2.38 | 0.5% | 6% |
| 20260713 | $8.35 | $2.88 | 0.5% | 7% |
| 20260710 | $8.30 | $3.15 | 0.4% | 0% |
| 20260709 | $8.95 | $3.42 | 0.5% | 0% |
| 20260708 | $8.90 | $4.20 | 0.5% | 0% |
| 20260707 | $8.90 | $4.12 | 0.5% | 0% |
| 20260706 | $9.05 | $5.00 | 0.5% | 0% |
| 20260702 | $5.25 | $5.25 | 0.8% | 54% |
| 20260701 | $5.53 | $5.53 | 0.8% | 47% |
| 20260630 | $5.45 | $5.45 | 0.8% | 58% |
| 20260629 | $5.62 | $5.62 | 0.8% | 51% |
| 20260626 | $5.85 | $5.85 | 0.8% | 49% |
| 20260625 | $6.12 | $6.12 | 0.7% | 45% |
| 20260624 | $6.25 | $6.25 | 0.7% | 40% |
| 20260623 | $6.43 | $6.43 | 0.7% | 33% |
| 20260622 | $6.42 | $6.42 | 0.8% | 48% |
| 20260618 | $6.70 | $0.82 | 0.6% | 14% |
| 20260617 | $6.77 | $2.12 | 0.6% | 22% |
| 20260616 | $7.15 | $2.40 | 0.6% | 25% |
| 20260615 | $7.12 | $2.77 | 0.7% | 34% |
| 20260613 | $7.75 | $3.32 | 0.6% | 13% |
| 20260612 | $7.80 | $3.33 | 0.6% | 16% |
| 20260611 | $7.95 | $3.52 | 0.6% | 12% |
| 20260610 | $7.65 | $3.90 | 0.7% | 38% |
| 20260609 | $7.90 | $4.12 | 0.6% | 17% |
| 20260608 | $8.20 | $4.50 | 0.6% | 19% |
| 20260605 | $8.90 | $4.88 | 0.6% | 19% |
| 20260604 | $9.00 | $5.20 | 0.6% | 20% |
| 20260603 | $8.85 | $5.03 | 0.6% | 29% |
| 20260602 | $5.55 | $5.55 | 0.8% | 60% |
| 20260601 | $5.57 | $5.57 | 0.8% | 66% |
| 20260529 | $5.55 | $5.55 | 0.7% | 49% |
| 20260528 | $6.00 | $6.00 | 0.7% | 38% |
| 20260527 | $6.18 | $6.18 | 0.8% | 56% |
| 20260526 | $6.17 | $6.17 | 0.7% | 39% |
| 20260522 | $6.53 | $6.53 | 0.6% | 30% |
| 20260521 | $6.62 | $6.62 | 0.6% | 31% |
| 20260520 | $6.78 | $6.78 | 0.6% | 34% |
| 20260519 | $6.98 | $6.98 | 0.6% | 26% |
| 20260518 | $6.88 | $6.88 | 0.6% | 27% |
| 20260515 | $7.15 | $0.68 | 0.7% | 38% |
| 20260514 | $7.53 | $1.90 | 0.6% | 26% |