WEN · Expected Move
The Wendy's Company
The expected move for WEN 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).
WEN 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 WEN Expected Move
30-Day Straddle
$0.97
7-Day Straddle
$0.75
30-Day ATM IV
42.0%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to WEN'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.
WEN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $0.97 | $0.75 | 42.0% | 4% |
| 20261105 | $1.18 | $0.40 | 55.5% | 29% |
| 20261104 | $0.85 | $0.55 | 44.7% | 9% |
| 20261103 | $1.18 | $0.43 | 58.7% | 32% |
| 20261102 | $0.75 | $0.70 | 44.7% | 8% |
| 20261030 | $0.72 | $0.35 | 45.2% | 6% |
| 20261029 | $0.72 | $0.38 | 43.8% | 4% |
| 20261028 | $0.68 | $0.45 | 39.5% | 0% |
| 20261027 | $0.73 | $0.52 | 50.9% | 11% |
| 20261026 | $0.77 | $0.38 | 52.5% | 13% |
| 20261023 | $0.70 | $0.38 | 50.9% | 11% |
| 20261022 | $0.78 | $0.38 | 51.9% | 12% |
| 20261021 | $0.80 | $0.42 | 52.1% | 12% |
| 20261020 | $0.80 | $0.38 | 53.1% | 13% |
| 20261019 | $0.80 | $0.33 | 51.0% | 11% |
| 20261016 | $0.78 | $0.38 | 51.3% | 11% |
| 20261015 | $0.80 | $0.40 | 52.1% | 12% |
| 20261014 | $0.72 | $0.38 | 49.4% | 9% |
| 20261013 | $0.73 | $0.38 | 49.4% | 9% |
| 20261012 | $0.80 | $0.30 | 49.8% | 10% |
| 20261009 | $0.72 | $0.40 | 51.2% | 11% |
| 20261008 | $0.72 | $0.38 | 50.7% | 11% |
| 20261007 | $0.73 | $0.40 | 50.5% | 11% |
| 20261006 | $0.72 | $0.38 | 49.1% | 9% |
| 20261005 | $0.73 | $0.28 | 50.6% | 11% |
| 20261002 | $0.65 | $0.30 | 49.2% | 9% |
| 20261001 | $0.72 | $0.42 | 48.7% | 9% |
| 20260930 | $0.62 | $0.42 | 42.2% | 2% |
| 20260929 | $0.70 | $0.38 | 46.9% | 7% |
| 20260928 | $0.75 | $0.30 | 49.2% | 9% |
| 20260925 | $0.70 | $0.33 | 46.7% | 7% |
| 20260924 | $0.77 | $0.35 | 52.8% | 13% |
| 20260923 | $0.70 | $0.43 | 45.0% | 5% |
| 20260922 | $0.73 | $0.42 | 45.1% | 5% |
| 20260921 | $0.75 | $0.35 | 47.0% | 7% |
| 20260918 | $0.75 | $0.45 | 48.5% | 8% |
| 20260917 | $0.68 | $0.38 | 43.7% | 3% |
| 20260916 | $0.75 | $0.45 | 46.7% | 7% |
| 20260915 | $0.83 | $0.38 | 43.2% | 3% |
| 20260914 | $0.95 | $0.35 | 46.8% | 7% |
| 20260911 | $0.73 | $0.35 | 42.8% | 2% |
| 20260910 | $0.73 | $0.43 | 43.6% | 3% |
| 20260909 | $0.85 | $0.40 | 48.8% | 9% |
| 20260908 | $0.75 | $0.40 | 42.6% | 2% |
| 20260904 | $0.78 | $0.32 | 43.3% | 3% |
| 20260903 | $0.73 | $0.35 | 40.8% | 0% |
| 20260902 | $0.80 | $0.45 | 42.8% | 2% |
| 20260901 | $0.93 | $0.50 | 45.4% | 5% |
| 20260831 | $0.82 | $0.45 | 40.4% | 0% |
| 20260828 | $0.75 | $0.45 | 43.8% | 1% |
| 20260827 | $0.80 | $0.47 | 43.3% | 0% |
| 20260826 | $1.00 | $0.62 | 48.5% | 4% |
| 20260825 | $0.95 | $0.57 | 46.3% | 1% |
| 20260824 | $1.05 | $0.47 | 48.2% | 3% |
| 20260821 | $0.95 | $0.53 | 47.9% | 3% |
| 20260820 | $0.95 | $0.65 | 47.7% | 3% |
| 20260819 | $1.02 | $0.62 | 49.9% | 5% |
| 20260818 | $0.95 | $0.65 | 49.4% | 5% |
| 20260817 | $1.15 | $0.47 | 54.3% | 10% |
| 20260814 | $1.05 | $0.60 | 54.6% | 10% |
More on WEN
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.