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
$1.05
7-Day Straddle
$0.88
Avg IV
1.1%
IV Rank
31%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260806 $1.05 $0.88 1.1% 31%
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%
20260624 $2.50 $1.88 1.9% 100%
20260623 $0.93 $0.57 1.4% 66%
20260622 $0.90 $0.48 1.5% 74%
20260618 $0.88 $0.50 1.4% 66%
20260617 $0.98 $0.47 1.2% 50%
20260616 $0.93 $0.55 1.6% 85%
20260615 $0.90 $0.33 1.2% 45%
20260613 $0.70 $0.45 1.3% 59%
20260612 $0.70 $0.45 1.3% 58%
20260611 $1.05 $0.45 1.7% 89%
20260610 $0.82 $0.53 1.0% 29%
20260609 $0.85 $0.43 1.2% 48%
20260608 $0.78 $0.38 1.1% 40%
20260605 $0.80 $0.50 1.0% 27%
20260604 $0.97 $0.43 1.6% 85%
20260603 $0.90 $0.48 1.7% 92%
20260602 $1.20 $0.72 1.6% 79%
20260601 $1.12 $0.45 1.5% 75%
20260529 $1.33 $0.45 1.8% 97%
20260528 $0.93 $0.45 1.5% 76%
20260527 $0.95 $0.53 1.5% 71%
20260526 $1.08 $0.70 1.4% 69%
20260522 $0.85 $0.50 1.0% 27%
20260521 $0.68 $0.47 1.2% 43%
20260520 $0.95 $0.68 1.1% 43%
20260519 $1.00 $0.68 1.0% 25%
20260518 $1.02 $0.60 1.0% 28%
20260515 $1.02 $0.50 1.1% 37%
20260514 $1.10 $0.65 1.0% 32%
20260513 $1.18 $0.65 1.1% 36%
20260512 $1.02 $0.60 1.0% 27%