WAL · Expected Move
Western Alliance Bancorporation
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).
WAL 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 WAL Expected Move
30-Day Straddle
$6.50
7-Day Straddle
$3.60
30-Day ATM IV
32.9%
IV Rank
29%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $6.50 | $3.60 | 32.9% | 29% |
| 20261109 | $6.67 | $4.05 | 33.9% | 37% |
| 20261106 | $7.35 | $4.67 | 36.5% | 57% |
| 20261105 | $7.65 | $5.00 | 37.7% | 66% |
| 20261104 | $4.50 | $4.50 | 33.1% | 30% |
| 20261103 | $4.93 | $4.93 | 34.2% | 39% |
| 20261102 | $5.12 | $5.12 | 34.1% | 38% |
| 20261030 | $5.20 | $5.20 | 33.7% | 36% |
| 20261029 | $4.83 | $4.83 | 31.5% | 19% |
| 20261028 | $5.20 | $5.20 | 32.6% | 27% |
| 20261027 | $5.35 | $5.35 | 32.6% | 27% |
| 20261026 | $5.30 | $5.30 | 32.9% | 29% |
| 20261023 | $5.92 | $5.92 | 33.6% | 35% |
| 20261022 | $6.03 | $6.03 | 34.5% | 41% |
| 20261021 | $5.75 | $5.75 | 33.2% | 32% |
| 20261020 | $6.07 | $6.07 | 34.5% | 42% |
| 20261019 | $7.23 | $7.23 | 40.8% | 90% |
| 20261016 | $7.45 | $0.90 | 39.7% | 81% |
| 20261015 | $7.50 | $1.50 | 40.1% | 85% |
| 20261014 | $7.45 | $2.00 | 40.6% | 89% |
| 20261013 | $7.65 | $2.40 | 39.3% | 78% |
| 20261012 | $7.65 | $2.50 | 39.3% | 79% |
| 20261009 | $7.80 | $2.97 | 38.1% | 70% |
| 20261008 | $8.15 | $3.15 | 38.9% | 76% |
| 20261007 | $8.10 | $3.20 | 38.1% | 69% |
| 20261006 | $8.00 | $3.35 | 36.6% | 58% |
| 20261005 | $8.20 | $4.20 | 37.5% | 65% |
| 20261002 | $4.35 | $4.35 | 37.0% | 61% |
| 20261001 | $4.55 | $4.55 | 36.5% | 57% |
| 20260930 | $4.35 | $4.35 | 36.6% | 58% |
| 20260929 | $4.60 | $4.60 | 36.1% | 53% |
| 20260928 | $4.80 | $4.80 | 35.9% | 52% |
| 20260925 | $4.97 | $4.97 | 34.6% | 42% |
| 20260924 | $5.08 | $5.08 | 34.1% | 38% |
| 20260923 | $5.15 | $5.15 | 34.3% | 40% |
| 20260922 | $5.20 | $5.20 | 33.9% | 37% |
| 20260921 | $5.35 | $5.35 | 32.2% | 24% |
| 20260918 | $5.45 | $1.33 | 30.4% | 10% |
| 20260917 | $5.58 | $1.27 | 30.9% | 14% |
| 20260916 | $5.88 | $1.73 | 32.9% | 29% |
| 20260915 | $5.80 | $2.40 | 31.7% | 20% |
| 20260914 | $6.00 | $2.38 | 32.0% | 23% |
| 20260911 | $5.92 | $2.83 | 30.3% | 9% |
| 20260910 | $6.43 | $3.35 | 32.3% | 25% |
| 20260909 | $6.58 | $2.97 | 32.3% | 25% |
| 20260908 | $6.68 | $3.38 | 32.6% | 27% |
| 20260904 | $6.65 | $3.73 | 29.3% | 1% |
| 20260903 | $6.78 | $3.95 | 32.1% | 23% |
| 20260902 | $3.90 | $3.90 | 30.3% | 9% |
| 20260901 | $4.17 | $4.17 | 31.2% | 16% |
| 20260831 | $4.22 | $4.22 | 30.5% | 11% |
| 20260828 | $4.55 | $4.55 | 29.9% | 5% |
| 20260827 | $4.85 | $4.85 | 31.2% | 11% |
| 20260826 | $4.78 | $4.78 | 31.3% | 12% |
| 20260825 | $4.95 | $4.95 | 31.1% | 11% |
| 20260824 | $5.40 | $5.40 | 32.0% | 16% |
| 20260821 | $5.47 | $0.55 | 31.6% | 14% |
| 20260820 | $5.60 | $1.52 | 31.4% | 12% |
| 20260819 | $5.35 | $1.85 | 29.2% | 1% |
| 20260818 | $5.65 | $2.22 | 29.5% | 2% |
More on WAL
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.