WERN (Werner Enterprises Inc)

Expected Move & Straddle Price History

The expected move for WERN 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 WERN Expected Move
30-Day Straddle
$3.25
7-Day Straddle
$3.25
Avg IV
0.9%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to WERN'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.
WERN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260804 $3.25 $3.25 0.9% 40%
20260803 $3.60 $3.60 0.9% 41%
20260731 $3.97 $3.97 0.9% 41%
20260730 $3.90 $3.90 0.8% 31%
20260729 $4.65 $4.65 0.8% 37%
20260728 $3.90 $3.90 0.8% 35%
20260727 $5.10 $5.10 0.8% 32%
20260724 $5.53 $5.53 0.8% 31%
20260723 $5.35 $5.35 0.8% 28%
20260722 $6.20 $6.20 0.8% 28%
20260721 $6.10 $6.10 0.7% 18%
20260720 $5.78 $5.78 0.8% 27%
20260716 $6.30 $3.12 0.6% 8%
20260715 $5.42 $3.17 0.7% 19%
20260714 $6.32 $2.27 0.6% 4%
20260713 $6.60 $2.45 0.6% 14%
20260710 $6.05 $3.40 0.6% 6%
20260709 $6.30 $2.58 0.6% 9%
20260708 $6.38 $3.75 0.6% 12%
20260707 $6.58 $3.90 0.6% 13%
20260706 $6.60 $4.40 0.6% 11%
20260702 $4.10 $4.10 0.9% 44%
20260701 $4.05 $4.05 0.8% 32%
20260630 $4.17 $4.17 0.9% 47%
20260629 $4.00 $4.00 0.7% 21%
20260626 $4.90 $4.90 0.7% 16%
20260625 $3.97 $3.97 0.6% 14%
20260624 $3.97 $3.97 0.8% 31%
20260623 $4.95 $4.95 0.7% 26%
20260622 $3.70 $3.70 0.8% 34%
20260618 $4.03 $2.12 0.7% 20%
20260617 $4.12 $1.65 0.8% 32%
20260616 $5.60 $3.80 0.8% 28%
20260615 $4.97 $3.20 0.5% 0%
20260613 $5.15 $2.27 0.7% 22%
20260612 $4.75 $2.23 0.8% 31%
20260611 $6.00 $3.70 0.5% 0%
20260610 $5.55 $4.35 0.6% 5%
20260609 $5.43 $3.00 0.7% 14%
20260608 $5.15 $2.92 0.7% 17%
20260605 $5.85 $2.65 0.5% 0%
20260604 $5.30 $4.35 0.7% 12%
20260603 $6.00 $3.95 0.6% 0%
20260602 $4.35 $4.35 1.2% 83%
20260601 $5.10 $5.10 1.4% 100%
20260529 $3.72 $3.72 1.3% 91%
20260528 $4.17 $4.17 1.2% 86%
20260527 $3.75 $3.75 1.1% 74%
20260526 $4.78 $4.78 1.2% 80%
20260522 $4.40 $4.40 1.0% 64%
20260521 $3.83 $3.83 1.0% 55%
20260520 $4.10 $4.10 1.0% 54%
20260519 $4.05 $4.05 1.0% 55%
20260518 $4.58 $4.58 1.0% 62%
20260515 $4.72 $3.00 0.9% 41%
20260514 $5.47 $2.85 0.8% 40%
20260513 $3.92 $2.62 0.9% 44%
20260512 $4.67 $2.12 0.8% 35%
20260511 $4.78 $2.98 0.9% 52%
20260510 $3.90 $2.83 0.8% 37%