WCN · Expected Move

Waste Connections, Inc.

The expected move for WCN 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).

WCN 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 WCN Expected Move
30-Day Straddle
$10.60
7-Day Straddle
$10.60
30-Day ATM IV
27.1%
IV Rank
66%
Implied one-standard-deviation move through the next 30 days. Compare to WCN'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.
WCN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $10.60 $10.60 27.1% 66%
20261020 $10.20 $10.20 25.7% 54%
20261019 $9.50 $9.50 24.1% 40%
20261016 $10.22 $3.17 24.2% 41%
20261015 $10.65 $2.38 25.4% 51%
20261014 $9.70 $2.75 23.6% 36%
20261013 $9.70 $2.73 24.4% 43%
20261012 $9.85 $3.58 24.3% 42%
20261009 $10.00 $3.88 24.0% 39%
20261008 $10.30 $4.50 24.5% 44%
20261007 $9.25 $3.85 21.3% 17%
20261006 $10.20 $3.92 23.1% 32%
20261005 $10.10 $4.47 22.6% 27%
20261002 $5.10 $5.10 23.2% 33%
20261001 $5.47 $5.47 23.6% 36%
20260930 $5.90 $5.90 23.8% 38%
20260929 $5.72 $5.72 22.9% 30%
20260928 $6.08 $6.08 23.0% 31%
20260925 $6.42 $6.42 22.6% 28%
20260924 $7.00 $7.00 23.3% 34%
20260923 $6.70 $6.70 22.5% 26%
20260922 $6.65 $6.65 21.5% 19%
20260921 $6.42 $6.42 20.7% 12%
20260918 $7.27 $1.53 20.9% 13%
20260917 $7.45 $2.45 21.3% 17%
20260916 $7.85 $3.23 21.5% 19%
20260915 $8.00 $2.65 21.8% 21%
20260914 $8.90 $3.30 22.8% 29%
20260911 $8.43 $3.58 21.3% 17%
20260910 $8.32 $4.00 21.0% 14%
20260909 $8.45 $4.65 20.5% 10%
20260908 $8.70 $4.95 20.9% 13%
20260904 $9.40 $5.25 21.0% 14%
20260903 $9.70 $4.83 19.7% 3%
20260902 $5.10 $5.10 20.8% 13%
20260901 $5.60 $5.60 21.0% 14%
20260831 $6.33 $6.33 21.0% 14%
20260828 $6.10 $6.10 19.8% 4%
20260827 $6.57 $6.57 21.1% 15%
20260826 $7.72 $7.72 21.6% 19%
20260825 $7.62 $7.62 22.0% 23%
20260824 $7.60 $7.60 22.1% 24%
20260821 $7.95 $1.23 21.2% 16%
20260820 $8.05 $2.75 21.1% 15%
20260819 $8.10 $3.75 21.1% 15%
20260818 $7.53 $3.70 19.3% 0%
20260817 $7.65 $3.33 19.7% 0%
20260814 $8.65 $3.85 20.8% 9%
20260813 $9.35 $4.80 22.5% 23%
20260812 $8.95 $5.12 21.5% 15%
20260811 $10.35 $5.12 23.0% 28%
20260810 $9.90 $5.75 22.8% 27%
20260807 — — 22.4% 23%
20260806 $11.10 $7.00 25.0% 46%
20260805 $7.70 $7.70 25.4% 49%
20260804 $7.68 $7.68 24.8% 44%
20260803 $7.80 $7.80 24.8% 43%
20260731 $8.62 $8.62 24.7% 43%
20260730 $8.18 $8.18 23.9% 36%
20260729 $8.20 $8.20 22.8% 27%

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.