WD · Expected Move
Walker & Dunlop, Inc.
The expected move for WD 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).
WD 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 WD Expected Move
30-Day Straddle
$4.45
7-Day Straddle
$4.45
30-Day ATM IV
57.3%
IV Rank
73%
Implied one-standard-deviation move through the next 30 days. Compare to WD'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.
WD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $4.45 | $4.45 | 57.3% | 73% |
| 20261023 | $4.67 | $4.67 | 58.9% | 79% |
| 20261022 | $4.25 | $4.25 | 54.9% | 65% |
| 20261021 | $4.85 | $4.85 | 59.3% | 80% |
| 20261020 | $4.67 | $4.67 | 57.0% | 72% |
| 20261019 | $4.90 | $4.90 | 60.1% | 83% |
| 20261016 | $5.45 | $3.05 | 65.1% | 100% |
| 20261015 | $4.50 | $4.55 | 51.9% | 57% |
| 20261014 | $5.17 | $2.33 | 58.1% | 79% |
| 20261013 | $5.42 | $2.88 | 58.0% | 79% |
| 20261012 | $5.50 | $2.90 | 61.1% | 89% |
| 20261009 | $5.33 | $3.10 | 64.1% | 100% |
| 20261008 | $5.40 | $3.17 | 57.8% | 79% |
| 20261007 | $5.22 | $2.25 | 61.4% | 92% |
| 20261006 | $5.15 | $1.27 | 49.7% | 50% |
| 20261005 | $5.33 | $2.55 | 56.5% | 75% |
| 20261002 | $3.47 | $3.47 | 56.3% | 74% |
| 20261001 | $2.75 | $2.75 | 52.7% | 61% |
| 20260930 | $3.10 | $3.10 | 61.0% | 91% |
| 20260929 | $4.47 | $4.47 | 63.5% | 100% |
| 20260928 | $3.43 | $3.43 | 57.3% | 93% |
| 20260925 | $3.83 | $3.83 | 50.6% | 65% |
| 20260924 | $3.95 | $3.95 | 54.9% | 83% |
| 20260923 | $3.75 | $3.75 | 49.1% | 58% |
| 20260922 | $3.90 | $3.90 | 53.3% | 76% |
| 20260921 | $4.45 | $4.45 | 54.3% | 81% |
| 20260918 | $3.90 | $3.28 | 44.3% | 37% |
| 20260917 | $4.42 | $3.22 | 50.5% | 64% |
| 20260916 | $3.45 | $2.02 | 39.2% | 15% |
| 20260915 | $3.83 | $1.65 | 41.2% | 24% |
| 20260914 | $4.70 | $3.55 | 49.5% | 59% |
| 20260911 | $4.53 | $2.00 | 43.8% | 35% |
| 20260910 | $4.35 | $2.48 | 43.5% | 34% |
| 20260909 | $4.67 | $2.40 | 43.0% | 32% |
| 20260908 | $5.33 | $3.40 | 46.3% | 46% |
| 20260904 | $5.45 | $3.38 | 40.7% | 22% |
| 20260903 | $4.78 | $3.27 | 43.2% | 32% |
| 20260902 | $3.12 | $3.12 | 45.5% | 42% |
| 20260901 | $2.55 | $2.55 | 39.7% | 17% |
| 20260831 | $2.85 | $2.85 | 35.8% | 0% |
| 20260828 | $3.95 | $3.95 | 45.9% | 44% |
| 20260827 | $2.88 | $2.88 | 37.2% | 6% |
| 20260826 | $2.92 | $2.92 | 42.1% | 27% |
| 20260825 | $3.78 | $3.78 | 44.8% | 39% |
| 20260824 | $3.42 | $3.42 | 41.8% | 26% |
| 20260821 | $3.42 | $1.55 | 39.0% | 14% |
| 20260820 | $4.30 | $1.40 | 47.0% | 48% |
| 20260819 | $3.90 | $2.08 | 40.9% | 22% |
| 20260818 | $3.62 | $2.30 | 39.4% | 15% |
| 20260817 | $4.20 | $2.77 | 42.7% | 30% |
| 20260814 | $4.40 | $3.38 | 38.5% | 12% |
| 20260813 | $4.55 | $3.52 | 38.5% | 11% |
| 20260812 | $4.78 | $10.07 | 45.9% | 44% |
| 20260811 | $4.65 | $3.27 | 41.8% | 26% |
| 20260810 | $5.10 | $4.35 | 44.8% | 36% |
| 20260807 | — | — | 43.7% | 32% |
| 20260806 | $5.83 | $4.35 | 50.7% | 60% |
| 20260805 | $5.47 | $5.47 | 52.5% | 67% |
| 20260804 | $6.97 | $6.97 | 58.8% | 93% |
| 20260803 | $6.40 | $6.40 | 55.5% | 80% |
More on WD
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.