WBA (Walgreens Boots Alliance, Inc)

Expected Move & Straddle Price History

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).

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 WBA Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
1.0%
IV Rank
34%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20250829 $0.00 $0.00 1.0% 34%
20250828 $0.00 $0.00 1.0% 32%
20250827 $0.58 $0.87 1.0% 31%
20250826 $0.60 $0.57 1.4% 72%
20250825 $0.59 $0.55 1.2% 51%
20250822 $0.54 $0.28 1.1% 48%
20250821 $0.62 $0.36 1.2% 56%
20250820 $0.64 $0.40 1.2% 56%
20250819 $0.45 $0.28 1.0% 39%
20250818 $0.44 $0.14 0.7% 0%
20250815 $0.46 $0.17 1.2% 59%
20250814 $0.85 $0.25 0.9% 20%
20250813 $0.33 $0.42 0.7% 7%
20250812 $0.46 $0.45 0.9% 27%
20250811 $0.40 $0.39 0.9% 21%
20250808 $0.32 $0.23 0.9% 36%
20250807 $1.30 $0.58 1.1% 54%
20250806 $1.28 $0.25 1.1% 46%
20250805 $0.48 $0.29 1.0% 42%
20250804 $0.21 $0.18 0.7% 18%
20250801 $1.29 $0.18 1.0% 37%
20250731 $1.30 $0.16 1.0% 39%
20250730 $0.42 $0.24 1.0% 44%
20250729 $1.31 $0.16 0.9% 34%
20250728 $2.65 $0.14 0.9% 33%
20250725 $0.74 $0.12 0.9% 30%
20250724 $1.66 $0.15 1.2% 56%
20250723 $1.16 $0.14 1.0% 41%
20250722 $0.59 $0.14 0.8% 26%
20250721 $0.53 $0.07 0.9% 32%
20250718 $0.58 $0.07 1.3% 72%
20250717 $0.76 $0.15 1.0% 43%
20250716 $0.41 $0.93 1.2% 57%
20250715 $0.96 $0.14 1.0% 45%
20250714 $0.47 $0.93 1.0% 43%
20250711 $0.29 $0.08 0.9% 32%
20250710 $0.29 $0.12 1.0% 44%
20250709 $0.29 $0.13 0.9% 28%
20250708 $0.88 $0.14 0.9% 32%
20250707 $0.96 $0.07 0.8% 24%
20250703 $0.28 $0.07 0.8% 25%
20250702 $0.21 $0.11 0.9% 37%
20250701 $1.23 $0.09 0.8% 27%
20250630 $0.68 $0.07 0.8% 26%
20250627 $1.11 $0.15 0.8% 28%
20250626 $0.20 $0.17 1.0% 40%
20250625 $0.51 $0.33 0.8% 22%
20250624 $0.87 $0.24 0.8% 20%
20250623 $0.89 $0.19 0.8% 27%
20250620 $0.48 $0.23 1.6% 99%
20250618 $0.66 $0.29 1.5% 85%
20250617 $0.51 $0.24 1.3% 66%
20250616 $0.60 $0.12 1.3% 67%
20250613 $0.29 $0.53 0.9% 36%
20250612 $0.97 $0.45 1.0% 39%
20250611 $1.02 $0.17 1.0% 40%
20250610 $0.96 $0.24 0.9% 31%
20250609 $1.04 $0.27 0.9% 35%
20250606 $0.43 $0.30 0.9% 37%
20250605 $0.55 $0.23 1.0% 42%