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
$4.20
7-Day Straddle
$1.85
Avg IV
0.8%
IV Rank
34%
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
20260617 $4.20 $1.85 0.8% 34%
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%
20260508 $3.90 $2.83 0.8% 38%
20260507 $5.00 $3.38 0.9% 43%
20260506 $4.12 $3.17 0.7% 29%
20260505 $5.00 $3.15 0.7% 28%
20260504 $5.00 $3.10 0.8% 39%
20260502 $3.33 $3.33 1.2% 84%
20260501 $3.33 $3.33 1.0% 60%
20260430 $3.65 $3.65 1.1% 67%
20260429 $3.45 $3.45 1.3% 96%
20260428 $4.83 $4.83 1.0% 63%
20260427 $4.42 $4.42 1.0% 64%
20260424 $4.08 $4.08 1.0% 58%
20260423 $3.60 $3.60 1.0% 59%
20260422 $4.72 $4.72 0.9% 47%
20260421 $4.12 $4.12 0.9% 43%
20260420 $3.72 $3.72 0.7% 24%
20260417 $3.88 $10.00 0.7% 28%
20260416 $4.17 $3.03 0.7% 29%
20260415 $4.45 $1.90 0.9% 45%
20260414 $4.35 $3.17 0.7% 28%
20260413 $4.50 $3.35 0.7% 30%
20260410 $4.25 $3.33 0.8% 39%
20260409 $4.22 $3.55 0.7% 27%
20260408 $4.45 $3.65 0.8% 33%
20260407 $4.78 $3.65 0.7% 32%
20260406 $4.55 $3.38 0.7% 21%
20260402 $4.95 $4.10 0.6% 19%
20260401 $3.42 $3.42 0.8% 40%
20260331 $3.72 $3.72 1.0% 64%
20260330 $2.92 $2.92 0.9% 50%
20260327 $3.60 $3.60 0.8% 43%