WDC · Expected Move

Western Digital Corp.

The expected move for WDC 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).

WDC 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 WDC Expected Move
30-Day Straddle
$51.38
7-Day Straddle
$27.65
30-Day ATM IV
66.7%
IV Rank
11%
Implied one-standard-deviation move through the next 30 days. Compare to WDC'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.
WDC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $51.38 $27.65 66.7% 11%
20261022 $58.15 $39.48 72.3% 20%
20261021 $59.92 $41.62 68.4% 14%
20261020 $57.78 $39.77 68.7% 14%
20261019 $55.95 $33.60 68.4% 14%
20261016 $54.58 $35.62 74.3% 24%
20261015 $55.67 $34.98 68.9% 14%
20261014 $56.98 $35.35 68.7% 14%
20261013 $56.55 $35.65 64.2% 6%
20261012 $55.15 $19.32 60.7% 0%
20261009 $54.72 $22.62 61.8% 0%
20261008 $55.75 $26.43 62.6% 2%
20261007 $60.78 $28.17 65.8% 8%
20261006 $63.23 $32.10 66.2% 8%
20261005 $69.75 $24.35 67.3% 10%
20261002 $61.95 $26.80 68.8% 13%
20261001 $72.35 $36.50 71.1% 17%
20260930 $76.25 $41.65 73.9% 22%
20260929 $78.55 $43.30 73.5% 21%
20260928 $78.12 $31.45 70.9% 17%
20260925 $66.67 $33.17 67.8% 11%
20260924 $67.80 $36.50 67.8% 11%
20260923 $77.20 $44.33 71.0% 17%
20260922 $76.55 $45.25 70.8% 17%
20260921 $70.38 $26.43 66.8% 9%
20260918 $61.50 $31.77 63.7% 4%
20260917 $59.17 $30.70 62.3% 1%
20260916 $62.67 $34.25 64.7% 6%
20260915 $61.20 $36.62 64.0% 4%
20260914 $65.62 $26.70 64.9% 6%
20260911 $59.40 $29.98 61.6% 0%
20260910 $69.20 $36.65 67.2% 7%
20260909 $77.35 $43.50 70.7% 13%
20260908 $84.25 $49.30 75.3% 22%
20260904 $69.88 $35.33 68.3% 9%
20260903 $65.30 $31.62 65.2% 3%
20260902 $66.15 $36.03 64.5% 2%
20260901 $70.50 $39.83 67.4% 7%
20260831 $66.42 $25.32 63.4% 0%
20260828 $66.05 $32.42 65.6% 0%
20260827 $70.67 $38.83 69.0% 0%
20260826 $75.60 $44.45 70.6% 2%
20260825 $73.28 $44.35 70.2% 2%
20260824 $72.75 $28.85 70.9% 3%
20260821 $69.68 $34.45 69.4% 0%
20260820 $75.82 $37.95 72.2% 4%
20260819 $76.22 $43.55 72.3% 4%
20260818 $88.28 $50.00 75.2% 10%
20260817 $93.60 $38.48 73.5% 6%
20260814 $79.62 $39.80 71.8% 3%
20260813 $80.80 $43.23 75.0% 10%
20260812 $72.53 $41.75 70.5% 0%
20260811 $76.50 $45.28 74.6% 0%
20260810 $80.25 $32.80 78.0% 0%
20260807 — — 78.7% 2%
20260806 $94.07 $54.33 92.4% 37%
20260805 $116.15 $74.68 98.4% 52%
20260804 $132.98 $94.65 105.6% 70%
20260803 $126.57 $69.75 103.6% 65%
20260731 $121.40 $77.47 100.9% 59%

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.