WEN (The Wendy's Company)
Expected Move & Straddle Price History
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).
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.
Current WEN Expected Move
30-Day Straddle
$0.75
7-Day Straddle
$0.35
Avg IV
0.8%
IV Rank
20%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260921 | $0.75 | $0.35 | 0.8% | 20% |
| 20260918 | $0.75 | $0.45 | 1.2% | 46% |
| 20260917 | $0.68 | $0.38 | 1.4% | 65% |
| 20260916 | $0.75 | $0.45 | 1.3% | 58% |
| 20260915 | $0.83 | $0.38 | 0.8% | 16% |
| 20260914 | $0.95 | $0.35 | 1.2% | 51% |
| 20260911 | $0.73 | $0.35 | 0.8% | 17% |
| 20260910 | $0.73 | $0.43 | 0.8% | 21% |
| 20260909 | $0.85 | $0.40 | 0.9% | 22% |
| 20260908 | $0.75 | $0.40 | 0.9% | 24% |
| 20260904 | $0.78 | $0.32 | 0.8% | 22% |
| 20260903 | $0.73 | $0.35 | 0.8% | 16% |
| 20260902 | $0.80 | $0.45 | 0.7% | 14% |
| 20260901 | $0.93 | $0.50 | 0.9% | 26% |
| 20260831 | $0.82 | $0.45 | 0.9% | 25% |
| 20260828 | $0.75 | $0.45 | 0.7% | 13% |
| 20260827 | $0.80 | $0.47 | 0.6% | 6% |
| 20260826 | $1.00 | $0.62 | 0.6% | 1% |
| 20260825 | $0.95 | $0.57 | 0.6% | 0% |
| 20260824 | $1.05 | $0.47 | 0.7% | 0% |
| 20260821 | $0.95 | $0.53 | 0.9% | 18% |
| 20260820 | $0.95 | $0.65 | 0.8% | 7% |
| 20260819 | $1.02 | $0.62 | 0.9% | 19% |
| 20260818 | $0.95 | $0.65 | 1.0% | 20% |
| 20260817 | $1.15 | $0.47 | 0.8% | 11% |
| 20260814 | $1.05 | $0.60 | 0.8% | 4% |
| 20260813 | $1.18 | $0.68 | 0.8% | 7% |
| 20260812 | $1.27 | $0.80 | 0.7% | 0% |
| 20260811 | $0.93 | $0.50 | 1.1% | 26% |
| 20260810 | $0.88 | $0.47 | 0.9% | 10% |
| 20260806 | $1.15 | $0.82 | 1.1% | 28% |
| 20260805 | $1.25 | $0.85 | 1.0% | 23% |
| 20260804 | $1.12 | $0.88 | 1.0% | 22% |
| 20260803 | $1.05 | $0.62 | 1.1% | 26% |
| 20260731 | $1.05 | $0.62 | 0.9% | 13% |
| 20260730 | $1.00 | $0.75 | 1.2% | 36% |
| 20260729 | $1.12 | $0.80 | 1.0% | 16% |
| 20260728 | $1.05 | $0.70 | 1.0% | 21% |
| 20260727 | $1.07 | $0.47 | 1.0% | 18% |
| 20260724 | $0.88 | $0.32 | 1.2% | 42% |
| 20260723 | $0.88 | $0.45 | 1.2% | 40% |
| 20260722 | $1.00 | $0.53 | 1.2% | 36% |
| 20260721 | $1.05 | $0.60 | 1.0% | 20% |
| 20260720 | $1.20 | $0.47 | 1.0% | 22% |
| 20260716 | $1.12 | $0.57 | 1.3% | 45% |
| 20260715 | $1.12 | $0.55 | 1.0% | 23% |
| 20260714 | $1.12 | $0.60 | 1.1% | 33% |
| 20260713 | $1.25 | $0.40 | 1.1% | 31% |
| 20260710 | $1.12 | $0.53 | 1.3% | 43% |
| 20260709 | $1.30 | $0.62 | 1.3% | 44% |
| 20260708 | $1.30 | $0.73 | 1.2% | 42% |
| 20260707 | $1.55 | $0.88 | 1.3% | 45% |
| 20260706 | $1.55 | $0.65 | 1.2% | 42% |
| 20260702 | $1.65 | $0.95 | 1.4% | 59% |
| 20260701 | $1.95 | $1.30 | 1.4% | 53% |
| 20260630 | $1.62 | $1.10 | 1.4% | 57% |
| 20260629 | $1.88 | $0.82 | 1.4% | 57% |
| 20260626 | $1.77 | $1.07 | 1.7% | 84% |
| 20260625 | $1.83 | $1.12 | 1.7% | 84% |