WDAY · Expected Move

Workday, Inc. Class A Common Stock

The expected move for WDAY 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).

WDAY 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 WDAY Expected Move
30-Day Straddle
$20.35
7-Day Straddle
$9.60
30-Day ATM IV
44.8%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to WDAY'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.
WDAY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $20.35 $9.60 44.8% 2%
20261022 $21.00 $12.65 44.9% 2%
20261021 $20.50 $11.00 44.1% 0%
20261020 $21.30 $12.50 44.9% 1%
20261019 $20.20 $8.43 44.4% 0%
20261016 $19.90 $9.25 47.1% 7%
20261015 $20.15 $11.65 45.1% 1%
20261014 $20.40 $11.80 48.0% 10%
20261013 $21.70 $13.15 50.2% 16%
20261012 $21.70 $9.20 49.1% 13%
20261009 $21.00 $12.35 50.0% 16%
20261008 $21.10 $11.70 50.0% 16%
20261007 $20.80 $12.05 49.3% 14%
20261006 $21.45 $13.50 49.4% 14%
20261005 $22.15 $9.90 49.7% 15%
20261002 $20.00 $9.60 48.9% 12%
20261001 $21.40 $10.40 50.9% 18%
20260930 $21.90 $11.85 50.4% 17%
20260929 $21.55 $12.55 49.6% 14%
20260928 $22.40 $8.52 49.5% 14%
20260925 $21.55 $10.60 51.1% 18%
20260924 $21.05 $11.12 48.9% 12%
20260923 $21.80 $12.25 49.7% 14%
20260922 $21.15 $12.50 48.6% 11%
20260921 $21.55 $9.20 48.0% 9%
20260918 $19.40 $9.40 46.0% 3%
20260917 $21.20 $11.55 47.1% 7%
20260916 $20.75 $12.55 47.0% 6%
20260915 $22.20 $13.30 50.3% 16%
20260914 $21.95 $8.65 48.6% 11%
20260911 $19.95 $10.85 48.4% 10%
20260910 $20.15 $12.40 48.8% 12%
20260909 $21.40 $11.40 50.4% 16%
20260908 $20.75 $12.90 49.2% 13%
20260904 $20.55 $9.18 46.9% 6%
20260903 $21.95 $9.70 46.8% 6%
20260902 $20.40 $11.75 44.8% 0%
20260901 $20.95 $12.90 45.2% 0%
20260831 $21.55 $7.92 45.7% 0%
20260828 $20.80 $11.20 46.4% 0%
20260827 $26.10 $20.00 59.3% 30%
20260826 $23.80 $17.30 54.2% 12%
20260825 $25.05 $17.95 55.8% 18%
20260824 $24.85 $15.30 54.3% 13%
20260821 $22.05 $14.80 50.7% 0%
20260820 $23.35 $17.70 52.4% 3%
20260819 $23.35 $16.65 51.5% 0%
20260818 $24.85 $16.95 55.8% 15%
20260817 $25.55 $8.15 56.3% 17%
20260814 $23.05 $11.75 51.7% 0%
20260813 $29.60 $18.05 62.9% 38%
20260812 $26.25 $10.70 65.8% 52%
20260811 $27.80 $12.55 67.1% 56%
20260810 $30.55 $9.30 71.1% 71%
20260807 — — 70.9% 70%
20260806 $28.50 $13.20 75.7% 87%
20260805 $28.55 $15.15 74.0% 81%
20260804 $31.20 $16.40 78.2% 96%
20260803 $29.75 $10.30 77.3% 93%
20260731 $25.95 $11.60 73.4% 81%

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.