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
$4.97
7-Day Straddle
$4.97
Avg IV
0.5%
IV Rank
20%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $4.97 $4.97 0.5% 20%
20260924 $5.08 $5.08 0.5% 26%
20260923 $5.15 $5.15 0.5% 19%
20260922 $5.20 $5.20 0.4% 12%
20260921 $5.35 $5.35 0.5% 18%
20260918 $5.45 $1.33 0.4% 0%
20260917 $5.58 $1.27 0.4% 1%
20260916 $5.88 $1.73 0.4% 7%
20260915 $5.80 $2.40 0.4% 7%
20260914 $6.00 $2.38 0.4% 7%
20260911 $5.92 $2.83 0.4% 10%
20260910 $6.43 $3.35 0.4% 6%
20260909 $6.58 $2.97 0.4% 8%
20260908 $6.68 $3.38 0.4% 6%
20260904 $6.65 $3.73 0.4% 0%
20260903 $6.78 $3.95 0.4% 3%
20260902 $3.90 $3.90 0.9% 92%
20260901 $4.17 $4.17 0.9% 89%
20260831 $4.22 $4.22 0.8% 79%
20260828 $4.55 $4.55 0.7% 55%
20260827 $4.85 $4.85 0.7% 51%
20260826 $4.78 $4.78 0.8% 68%
20260825 $4.95 $4.95 0.7% 45%
20260824 $5.40 $5.40 0.7% 56%
20260821 $5.47 $0.55 0.6% 39%
20260820 $5.60 $1.52 0.7% 51%
20260819 $5.35 $1.85 0.6% 34%
20260818 $5.65 $2.22 0.5% 24%
20260817 $5.85 $2.42 0.6% 41%
20260814 $5.88 $2.67 0.6% 29%
20260813 $6.38 $2.98 0.7% 47%
20260812 $6.40 $3.15 0.6% 28%
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%