WBA · Expected Move
Walgreens Boots Alliance, Inc
The expected move for WBA 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).
WBA 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 WBA Expected Move
30-Day Straddle
$0.58
7-Day Straddle
$0.87
30-Day ATM IV
20.7%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to WBA'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.
WBA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250827 | $0.58 | $0.87 | 20.7% | 23% |
| 20250826 | $0.60 | $0.57 | 21.1% | 24% |
| 20250825 | $0.59 | $0.55 | 22.8% | 28% |
| 20250822 | $0.54 | $0.28 | 27.2% | 39% |
| 20250821 | $0.62 | $0.36 | 29.7% | 45% |
| 20250820 | $0.64 | $0.40 | 26.6% | 37% |
| 20250819 | $0.45 | $0.28 | 17.8% | 16% |
| 20250818 | $0.44 | $0.14 | 21.7% | 26% |
| 20250815 | $0.46 | $0.17 | 52.9% | 100% |
| 20250814 | $0.85 | $0.25 | 17.5% | 16% |
| 20250813 | $0.33 | $0.42 | 17.3% | 16% |
| 20250812 | $0.46 | $0.45 | 19.9% | 22% |
| 20250811 | $0.40 | $0.39 | 20.3% | 23% |
| 20250808 | $0.32 | $0.23 | 27.5% | 40% |
| 20250807 | $1.30 | $0.58 | 20.8% | 24% |
| 20250806 | $1.28 | $0.25 | 30.1% | 47% |
| 20250805 | $0.48 | $0.29 | 20.7% | 24% |
| 20250804 | $0.21 | $0.18 | 14.0% | 8% |
| 20250801 | $1.29 | $0.18 | 18.0% | 17% |
| 20250731 | $1.30 | $0.16 | 28.0% | 42% |
| 20250730 | $0.42 | $0.24 | 29.1% | 44% |
| 20250729 | $1.31 | $0.16 | 43.2% | 79% |
| 20250728 | $2.65 | $0.14 | 50.6% | 97% |
| 20250725 | $0.74 | $0.12 | 33.0% | 54% |
| 20250724 | $1.66 | $0.15 | 36.0% | 61% |
| 20250723 | $1.16 | $0.14 | 12.7% | 4% |
| 20250722 | $0.59 | $0.14 | 23.8% | 31% |
| 20250721 | $0.53 | $0.07 | 36.9% | 63% |
| 20250718 | $0.58 | $0.07 | 22.8% | 29% |
| 20250717 | $0.76 | $0.15 | 19.1% | 20% |
| 20250716 | $0.41 | $0.93 | 17.9% | 16% |
| 20250715 | $0.96 | $0.14 | 21.3% | 13% |
| 20250714 | $0.47 | $0.93 | 18.1% | 9% |
| 20250711 | $0.29 | $0.08 | 13.9% | 4% |
| 20250710 | $0.29 | $0.12 | 16.3% | 6% |
| 20250709 | $0.29 | $0.13 | 16.4% | 7% |
| 20250708 | $0.88 | $0.14 | 23.9% | 16% |
| 20250707 | $0.96 | $0.07 | 15.1% | 5% |
| 20250703 | $0.28 | $0.07 | 13.9% | 4% |
| 20250702 | $0.21 | $0.11 | 11.5% | 1% |
| 20250701 | $1.23 | $0.09 | 10.9% | 0% |
| 20250630 | $0.68 | $0.07 | 12.4% | 1% |
| 20250627 | $1.11 | $0.15 | 14.5% | 4% |
| 20250626 | $0.20 | $0.17 | 20.7% | 11% |
| 20250625 | $0.51 | $0.33 | 26.0% | 18% |
| 20250624 | $0.87 | $0.24 | 19.8% | 10% |
| 20250623 | $0.89 | $0.19 | 17.2% | 7% |
| 20250620 | $0.48 | $0.23 | 24.5% | 16% |
| 20250618 | $0.66 | $0.29 | 27.4% | 19% |
| 20250617 | $0.51 | $0.24 | 37.3% | 31% |
| 20250616 | $0.60 | $0.12 | 42.7% | 38% |
| 20250613 | $0.29 | $0.53 | 16.6% | 6% |
| 20250612 | $0.97 | $0.45 | 40.7% | 35% |
| 20250611 | $1.02 | $0.17 | 43.3% | 39% |
| 20250610 | $0.96 | $0.24 | 23.9% | 15% |
| 20250609 | $1.04 | $0.27 | 24.5% | 16% |
| 20250606 | $0.43 | $0.30 | 34.6% | 28% |
| 20250605 | $0.55 | $0.23 | 38.8% | 33% |
| 20250604 | $1.30 | $0.44 | 38.2% | 32% |
| 20250603 | $0.55 | $5.23 | 45.2% | 41% |
More on WBA
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.