WBS · Expected Move
Webster Financial Corporation Waterbury
The expected move for WBS 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).
WBS 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 WBS Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$1.55
30-Day ATM IV
16.5%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to WBS'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.
WBS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260819 | $2.92 | $1.55 | 16.5% | 26% |
| 20260818 | $3.20 | $2.30 | 15.6% | 21% |
| 20260817 | $4.92 | $1.93 | 23.9% | 68% |
| 20260814 | $2.65 | $1.45 | 14.1% | 13% |
| 20260813 | $2.58 | $1.40 | 15.1% | 18% |
| 20260812 | $2.92 | $1.77 | 16.2% | 24% |
| 20260811 | $3.58 | $2.42 | 15.8% | 22% |
| 20260810 | $3.27 | $2.17 | 15.9% | 23% |
| 20260807 | — | — | 15.4% | 20% |
| 20260806 | $3.35 | $1.98 | 15.2% | 19% |
| 20260805 | $2.55 | $2.55 | 20.0% | 46% |
| 20260804 | $2.42 | $2.42 | 18.2% | 36% |
| 20260803 | $2.33 | $2.33 | 16.0% | 23% |
| 20260731 | $1.95 | $1.95 | 15.6% | 21% |
| 20260730 | $3.15 | $3.15 | 17.5% | 32% |
| 20260729 | $2.95 | $2.95 | 18.0% | 35% |
| 20260728 | $3.02 | $3.02 | 17.5% | 32% |
| 20260727 | $2.75 | $2.75 | 17.7% | 33% |
| 20260724 | $3.03 | $3.03 | 16.5% | 26% |
| 20260723 | $3.55 | $3.55 | 19.3% | 42% |
| 20260722 | $2.75 | $2.75 | 16.6% | 27% |
| 20260721 | $4.65 | $4.65 | 22.8% | 61% |
| 20260720 | $4.15 | $4.15 | 18.9% | 40% |
| 20260716 | $4.22 | $2.12 | 16.6% | 27% |
| 20260715 | $3.00 | $1.43 | 20.2% | 47% |
| 20260714 | $3.50 | $1.40 | 16.2% | 24% |
| 20260713 | $3.65 | $2.12 | 16.0% | 23% |
| 20260710 | $3.95 | $2.58 | 17.5% | 32% |
| 20260709 | $3.90 | $2.33 | 18.6% | 38% |
| 20260708 | $4.10 | $1.42 | 16.8% | 28% |
| 20260707 | $3.10 | $1.27 | 16.7% | 27% |
| 20260706 | $4.30 | $1.98 | 19.6% | 44% |
| 20260702 | $1.70 | $1.70 | 29.7% | 100% |
| 20260701 | $1.20 | $1.20 | 16.8% | 28% |
| 20260630 | $2.52 | $2.52 | 17.6% | 32% |
| 20260629 | $3.28 | $3.28 | 16.8% | 28% |
| 20260626 | $2.67 | $2.67 | 17.3% | 31% |
| 20260625 | $2.38 | $2.38 | 15.6% | 21% |
| 20260624 | $1.95 | $1.95 | 15.5% | 20% |
| 20260623 | $2.10 | $2.10 | 14.9% | 16% |
| 20260622 | $2.73 | $2.73 | 13.5% | 9% |
| 20260618 | $2.88 | $1.88 | 13.3% | 8% |
| 20260617 | $2.88 | $2.28 | 12.5% | 4% |
| 20260616 | $2.73 | $1.55 | 12.8% | 5% |
| 20260615 | $1.90 | $1.60 | 11.8% | 0% |
| 20260613 | $3.20 | $2.10 | — | — |
| 20260612 | $3.20 | $2.10 | 18.0% | 29% |
| 20260611 | $3.05 | $1.95 | 16.4% | 20% |
| 20260610 | $3.77 | $2.92 | 20.2% | 40% |
| 20260609 | $2.15 | $2.52 | 13.9% | 6% |
| 20260608 | $4.10 | $2.72 | 22.5% | 53% |
| 20260605 | $2.75 | $1.48 | 15.9% | 17% |
| 20260604 | $3.67 | $1.83 | 16.0% | 17% |
| 20260603 | $4.20 | $3.00 | 19.4% | 36% |
| 20260602 | $3.45 | $3.45 | 18.4% | 30% |
| 20260601 | $3.45 | $3.45 | 16.2% | 18% |
| 20260529 | $3.55 | $3.55 | 20.3% | 39% |
| 20260528 | $2.80 | $2.80 | 27.0% | 65% |
| 20260527 | $1.98 | $1.98 | 14.7% | 9% |
| 20260526 | $2.30 | $2.30 | 20.2% | 33% |
More on WBS
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.