WFC · Expected Move
Wells Fargo & Co.
The expected move for WFC 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).
WFC 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 WFC Expected Move
30-Day Straddle
$5.23
7-Day Straddle
$2.83
30-Day ATM IV
28.4%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to WFC'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.
WFC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $5.23 | $2.83 | 28.4% | 69% |
| 20261105 | $5.71 | $3.21 | 29.6% | 77% |
| 20261104 | $5.17 | $2.98 | 25.5% | 48% |
| 20261103 | $5.42 | $3.55 | 27.2% | 60% |
| 20261102 | $5.45 | $2.69 | 27.0% | 59% |
| 20261030 | $4.69 | $2.81 | 25.8% | 51% |
| 20261029 | $4.61 | $2.92 | 24.1% | 39% |
| 20261028 | $5.12 | $2.98 | 26.1% | 53% |
| 20261027 | $4.83 | $3.12 | 24.9% | 44% |
| 20261026 | $5.00 | $2.08 | 24.9% | 44% |
| 20261023 | $4.69 | $2.52 | 25.8% | 51% |
| 20261022 | $4.69 | $2.65 | 25.2% | 46% |
| 20261021 | $4.58 | $2.76 | 24.3% | 40% |
| 20261020 | $4.67 | $3.06 | 25.1% | 46% |
| 20261019 | $4.96 | $1.98 | 25.9% | 52% |
| 20261016 | $4.87 | $2.55 | 26.1% | 53% |
| 20261015 | $4.91 | $2.51 | 26.0% | 52% |
| 20261014 | $5.16 | $2.99 | 27.8% | 65% |
| 20261013 | $5.00 | $3.03 | 26.8% | 58% |
| 20261012 | $5.95 | $3.81 | 30.6% | 84% |
| 20261009 | $5.64 | $3.91 | 30.1% | 80% |
| 20261008 | $5.91 | $4.30 | 31.7% | 91% |
| 20261007 | $5.62 | $4.00 | 30.7% | 84% |
| 20261006 | $5.73 | $4.06 | 30.3% | 82% |
| 20261005 | $5.86 | $1.95 | 30.5% | 83% |
| 20261002 | $5.50 | $2.29 | 30.9% | 86% |
| 20261001 | $5.72 | $2.37 | 31.5% | 90% |
| 20260930 | $5.54 | $2.66 | 30.0% | 80% |
| 20260929 | $5.99 | $3.00 | 31.7% | 92% |
| 20260928 | $6.16 | $2.12 | 32.0% | 93% |
| 20260925 | $5.70 | $2.12 | 31.0% | 86% |
| 20260924 | $5.83 | $2.55 | 31.4% | 89% |
| 20260923 | $5.94 | $2.80 | 31.9% | 92% |
| 20260922 | $5.92 | $2.96 | 31.3% | 88% |
| 20260921 | $5.92 | $1.99 | 29.2% | 74% |
| 20260918 | $5.79 | $2.24 | 29.2% | 74% |
| 20260917 | $5.74 | $2.51 | 29.0% | 73% |
| 20260916 | $6.08 | $2.94 | 30.5% | 83% |
| 20260915 | $6.35 | $3.23 | 30.0% | 80% |
| 20260914 | $6.45 | $2.46 | 28.9% | 72% |
| 20260911 | $4.90 | $2.50 | 25.6% | 49% |
| 20260910 | $4.99 | $2.83 | 25.4% | 48% |
| 20260909 | $5.15 | $3.04 | 25.2% | 46% |
| 20260908 | $5.23 | $3.13 | 25.7% | 50% |
| 20260904 | $4.66 | $2.07 | 23.6% | 36% |
| 20260903 | $4.67 | $2.30 | 23.2% | 33% |
| 20260902 | $4.75 | $2.53 | 23.0% | 32% |
| 20260901 | $4.85 | $2.75 | 23.9% | 38% |
| 20260831 | $4.85 | $1.91 | 23.2% | 33% |
| 20260828 | $4.14 | $2.02 | 21.9% | 24% |
| 20260827 | $4.42 | $2.27 | 23.2% | 32% |
| 20260826 | $4.45 | $2.46 | 22.6% | 29% |
| 20260825 | $4.62 | $2.56 | 23.4% | 34% |
| 20260824 | $4.69 | $1.96 | 23.2% | 33% |
| 20260821 | $4.12 | $2.02 | 22.5% | 28% |
| 20260820 | $4.50 | $2.33 | 22.5% | 27% |
| 20260819 | $4.62 | $2.58 | 22.8% | 26% |
| 20260818 | $4.62 | $2.77 | 22.9% | 27% |
| 20260817 | $4.64 | $1.74 | 21.8% | 18% |
| 20260814 | $4.04 | $1.98 | 20.8% | 13% |
More on WFC
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.