WFG · Expected Move
West Fraser Timber Co. Ltd
The expected move for WFG 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).
WFG 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 WFG Expected Move
30-Day Straddle
$8.05
7-Day Straddle
$5.10
30-Day ATM IV
43.5%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to WFG'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.
WFG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $8.05 | $5.10 | 43.5% | 88% |
| 20261007 | $7.62 | $5.30 | 41.1% | 75% |
| 20261006 | $6.82 | $3.12 | 38.9% | 62% |
| 20261005 | $6.00 | $2.70 | 31.7% | 21% |
| 20261002 | $3.78 | $3.78 | 36.8% | 50% |
| 20261001 | $4.90 | $4.90 | 34.7% | 38% |
| 20260930 | $4.88 | $4.88 | 39.3% | 64% |
| 20260929 | $3.50 | $3.50 | 33.6% | 32% |
| 20260928 | $3.85 | $3.85 | 31.5% | 20% |
| 20260925 | $5.88 | $5.88 | 34.8% | 39% |
| 20260924 | $4.12 | $4.12 | 32.7% | 27% |
| 20260923 | $5.12 | $5.12 | 36.3% | 47% |
| 20260922 | $5.35 | $5.35 | 34.6% | 38% |
| 20260921 | $5.28 | $5.28 | 34.5% | 37% |
| 20260918 | $6.25 | $3.42 | 35.4% | 42% |
| 20260917 | $5.62 | $3.50 | 32.1% | 23% |
| 20260916 | $7.05 | $3.58 | 40.7% | 72% |
| 20260915 | $5.60 | $4.25 | 31.8% | 21% |
| 20260914 | $6.38 | $3.35 | 37.1% | 52% |
| 20260911 | $5.53 | $2.48 | 31.9% | 22% |
| 20260910 | $6.65 | $5.97 | 42.8% | 84% |
| 20260909 | $7.17 | $3.17 | 39.2% | 64% |
| 20260908 | $6.97 | $2.92 | 37.5% | 54% |
| 20260904 | $7.15 | $4.08 | 36.9% | 51% |
| 20260903 | $6.38 | $4.00 | 36.1% | 46% |
| 20260902 | $4.22 | $4.22 | 34.2% | 35% |
| 20260901 | $4.45 | $4.45 | 33.5% | 31% |
| 20260831 | $3.92 | $3.92 | 31.1% | 17% |
| 20260828 | $3.80 | $3.80 | 39.0% | 62% |
| 20260827 | $5.67 | $5.67 | 36.7% | 50% |
| 20260826 | $4.80 | $4.80 | 36.7% | 50% |
| 20260825 | $4.17 | $4.17 | 33.1% | 29% |
| 20260824 | $5.92 | $5.92 | 37.8% | 56% |
| 20260821 | $5.20 | $1.43 | 33.8% | 33% |
| 20260820 | $5.65 | $2.85 | 36.3% | 47% |
| 20260819 | $6.53 | $3.77 | 37.9% | 56% |
| 20260818 | $5.72 | $3.55 | 38.1% | 57% |
| 20260817 | $5.60 | $2.52 | 36.2% | 47% |
| 20260814 | $6.12 | $3.02 | 34.4% | 36% |
| 20260813 | $5.78 | $3.00 | 34.6% | 29% |
| 20260812 | $5.95 | $5.28 | 36.1% | 36% |
| 20260811 | $6.05 | $4.33 | 32.6% | 20% |
| 20260810 | $6.65 | $4.92 | 35.6% | 27% |
| 20260807 | — | — | 34.8% | 24% |
| 20260806 | $5.85 | $3.58 | 32.5% | 16% |
| 20260805 | $4.60 | $4.60 | 38.2% | 36% |
| 20260804 | $4.92 | $4.92 | 34.3% | 22% |
| 20260803 | $4.22 | $4.22 | 44.7% | 59% |
| 20260731 | $3.75 | $3.75 | 32.0% | 14% |
| 20260730 | $6.35 | $6.35 | 39.8% | 42% |
| 20260729 | $5.40 | $5.40 | 37.5% | 33% |
| 20260728 | $5.53 | $5.53 | 36.5% | 30% |
| 20260727 | $5.70 | $5.70 | 37.9% | 35% |
| 20260724 | $5.45 | $5.45 | 38.2% | 36% |
| 20260723 | $5.90 | $5.90 | 39.5% | 40% |
| 20260722 | $6.53 | $6.53 | 39.3% | 40% |
| 20260721 | $5.75 | $5.75 | 38.7% | 38% |
| 20260720 | $6.28 | $6.28 | 38.5% | 37% |
| 20260716 | $6.97 | $4.70 | 36.8% | 31% |
| 20260715 | $6.88 | $5.15 | 35.0% | 25% |
More on WFG
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.