WASH · Expected Move

Washington Trust Bancorp Inc

The expected move for WASH 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).

WASH 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 WASH Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$3.45
30-Day ATM IV
37.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to WASH'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.
WASH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $3.45 $3.45 37.9% 45%
20261022 $3.65 $3.65 43.6% 59%
20261021 $2.67 $2.67 29.0% 23%
20261020 $3.20 $3.20 28.6% 22%
20261019 $3.67 $3.67 42.3% 56%
20261016 $5.58 $12.88 59.4% 98%
20261015 $4.45 $3.25 37.7% 44%
20261014 $5.30 $2.58 35.0% 38%
20261013 $5.65 $3.38 — —
20261012 $4.72 $2.52 35.6% 39%
20261009 $4.42 $3.52 37.2% 43%
20261008 $4.97 $3.23 37.6% 38%
20261007 $5.80 $3.38 32.6% 27%
20261006 $3.95 $4.90 40.5% 44%
20261005 $3.12 $3.72 42.7% 48%
20261002 $2.40 $2.40 42.5% 41%
20261001 $3.45 $3.45 34.9% 27%
20260930 $3.38 $3.38 46.4% 48%
20260929 $5.18 $5.18 37.6% 32%
20260928 $2.92 $2.92 43.1% 42%
20260925 $2.60 $2.60 35.5% 28%
20260924 $4.90 $4.90 35.1% 28%
20260923 $3.32 $3.32 38.0% 33%
20260922 $2.12 $2.12 29.0% 17%
20260921 $2.52 $2.52 31.6% 21%
20260918 $4.95 $2.90 37.3% 26%
20260917 $3.80 $1.57 22.7% 4%
20260916 $4.00 $1.52 30.1% 16%
20260915 $2.62 $2.97 25.7% 9%
20260914 $4.80 $3.00 24.6% 7%
20260911 $2.30 $3.02 27.1% 11%
20260910 $3.67 $3.03 28.9% 14%
20260909 $3.55 $3.10 37.7% 27%
20260908 $3.45 $2.18 34.7% 23%
20260904 $3.80 $1.82 29.4% 15%
20260903 $5.15 $2.02 33.2% 20%
20260902 $3.07 $3.07 35.2% 23%
20260901 $2.35 $2.35 46.6% 41%
20260831 $2.45 $2.45 36.5% 25%
20260828 $3.33 $3.33 28.9% 14%
20260827 $2.03 $2.03 25.0% 8%
20260826 $2.05 $2.05 28.1% 13%
20260825 $2.80 $2.80 31.9% 18%
20260824 $3.30 $3.30 27.9% 12%
20260821 $3.85 $0.98 43.2% 36%
20260820 $2.67 $0.98 30.9% 17%
20260819 $3.12 $2.55 32.3% 19%
20260818 $2.20 $1.35 19.8% 0%
20260817 $3.73 $1.23 39.3% 18%
20260814 $3.33 $1.15 35.4% 11%
20260813 $3.67 $2.95 36.5% 13%
20260812 $3.48 $1.62 35.4% 11%
20260811 $3.50 $1.93 34.6% 10%
20260810 $3.48 $2.62 38.3% 17%
20260807 — — 48.5% 34%
20260806 $4.78 $2.55 33.6% 8%
20260805 $1.95 $1.95 31.0% 4%
20260804 $1.85 $1.85 29.8% 2%
20260803 $1.95 $1.95 33.3% 8%
20260731 $1.93 $1.93 34.9% 11%

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.