WERN · Expected Move
Werner Enterprises Inc
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).
WERN 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 WERN Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$2.92
30-Day ATM IV
58.7%
IV Rank
86%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261105 | $5.12 | $2.92 | 58.7% | 86% |
| 20261104 | $3.15 | $3.15 | 44.2% | 32% |
| 20261103 | $2.00 | $2.00 | 39.9% | 16% |
| 20261102 | $2.30 | $2.30 | 38.7% | 12% |
| 20261030 | $2.50 | $2.50 | 40.2% | 17% |
| 20261029 | $3.38 | $3.38 | 41.6% | 22% |
| 20261028 | $3.10 | $3.10 | 44.0% | 31% |
| 20261027 | $2.90 | $2.90 | 49.8% | 53% |
| 20261026 | $3.75 | $3.75 | 44.5% | 33% |
| 20261023 | $2.90 | $2.90 | 43.6% | 30% |
| 20261022 | $3.62 | $3.62 | 52.3% | 62% |
| 20261021 | $3.82 | $3.82 | 55.8% | 75% |
| 20261020 | $3.75 | $3.75 | 54.2% | 69% |
| 20261019 | $3.28 | $3.28 | 46.1% | 39% |
| 20261016 | $4.03 | $2.88 | 43.8% | 31% |
| 20261015 | $4.10 | $2.48 | 45.4% | 36% |
| 20261014 | $4.62 | $2.57 | 48.1% | 46% |
| 20261013 | $4.47 | $2.32 | 48.7% | 49% |
| 20261012 | $4.33 | $2.90 | 44.8% | 34% |
| 20261009 | $4.50 | $2.42 | 48.7% | 49% |
| 20261008 | $4.53 | $3.12 | 48.4% | 47% |
| 20261007 | $4.92 | $2.90 | 62.6% | 100% |
| 20261006 | $4.35 | $3.25 | 48.2% | 54% |
| 20261005 | $4.83 | $2.47 | 49.4% | 60% |
| 20261002 | $2.42 | $2.42 | 42.0% | 28% |
| 20261001 | $3.00 | $3.00 | 50.4% | 64% |
| 20260930 | $2.27 | $2.27 | 44.3% | 38% |
| 20260929 | $3.25 | $3.25 | 47.0% | 49% |
| 20260928 | $3.15 | $3.15 | 46.9% | 49% |
| 20260925 | $3.17 | $3.17 | 45.4% | 42% |
| 20260924 | $3.55 | $3.55 | 47.1% | 50% |
| 20260923 | $3.17 | $3.17 | 45.5% | 43% |
| 20260922 | $2.80 | $2.80 | 41.9% | 27% |
| 20260921 | $3.12 | $3.12 | 46.4% | 47% |
| 20260918 | $2.85 | $1.30 | 36.3% | 3% |
| 20260917 | $3.62 | $1.98 | 44.3% | 38% |
| 20260916 | $4.05 | $2.02 | 48.0% | 54% |
| 20260915 | $4.28 | $2.88 | 39.0% | 15% |
| 20260914 | $5.00 | $3.30 | 47.1% | 50% |
| 20260911 | $4.22 | $3.22 | 39.0% | 15% |
| 20260910 | $3.80 | $2.33 | 39.6% | 17% |
| 20260909 | $3.35 | $2.08 | 35.6% | 0% |
| 20260908 | $4.10 | $1.95 | 39.9% | 17% |
| 20260904 | $4.38 | $2.40 | 40.3% | 15% |
| 20260903 | $4.83 | $2.92 | 44.6% | 31% |
| 20260902 | $3.10 | $3.10 | 38.4% | 9% |
| 20260901 | $3.35 | $3.35 | 40.2% | 15% |
| 20260831 | $2.75 | $2.75 | 40.1% | 14% |
| 20260828 | $3.42 | $3.42 | 43.1% | 25% |
| 20260827 | $3.05 | $3.05 | 36.0% | 0% |
| 20260826 | $2.97 | $2.97 | 39.6% | 1% |
| 20260825 | $3.85 | $3.85 | 42.9% | 14% |
| 20260824 | $3.85 | $3.85 | 41.0% | 6% |
| 20260821 | $3.62 | $1.82 | 46.4% | 29% |
| 20260820 | $3.88 | $2.12 | 41.0% | 6% |
| 20260819 | $4.03 | $2.33 | 42.9% | 14% |
| 20260818 | $3.73 | $1.93 | 39.4% | 0% |
| 20260817 | $4.00 | $1.57 | 42.6% | 9% |
| 20260814 | $3.88 | $2.27 | 41.5% | 4% |
| 20260813 | $3.98 | $2.23 | 44.9% | 19% |
More on WERN
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.