WHF · Expected Move
WhiteHorse Finance, Inc.
The expected move for WHF 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).
WHF 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 WHF Expected Move
30-Day Straddle
$1.25
7-Day Straddle
$1.25
30-Day ATM IV
46.5%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to WHF'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.
WHF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.25 | $1.25 | 46.5% | 24% |
| 20261021 | $0.80 | $0.80 | 46.5% | 24% |
| 20261020 | $0.80 | $0.80 | 45.0% | 23% |
| 20261019 | $0.80 | $0.80 | 47.6% | 25% |
| 20261016 | $1.77 | $0.28 | — | — |
| 20261015 | $0.75 | $0.80 | 66.9% | 35% |
| 20261014 | $1.10 | $0.72 | 67.1% | 35% |
| 20261013 | $1.27 | $0.75 | 66.0% | 35% |
| 20261012 | $1.15 | $0.72 | 70.3% | 37% |
| 20261009 | $1.02 | $0.88 | 76.0% | 40% |
| 20261008 | $0.70 | $1.18 | 70.2% | 37% |
| 20261007 | $1.50 | $0.97 | 91.4% | 48% |
| 20261006 | $1.50 | $0.80 | 82.1% | 43% |
| 20261005 | $1.27 | $1.50 | 75.2% | 40% |
| 20261002 | $0.92 | $0.92 | 62.4% | 33% |
| 20261001 | $0.97 | $0.97 | 81.5% | 43% |
| 20260930 | $2.77 | $2.77 | 69.5% | 37% |
| 20260929 | $0.92 | $0.92 | 73.6% | 39% |
| 20260928 | $0.78 | $0.78 | 70.2% | 37% |
| 20260925 | $2.10 | $2.10 | 69.7% | 37% |
| 20260924 | $0.93 | $0.93 | 53.0% | 28% |
| 20260923 | $0.82 | $0.82 | 41.9% | 22% |
| 20260922 | $0.85 | $0.85 | 32.1% | 16% |
| 20260921 | $1.57 | $1.57 | 61.0% | 32% |
| 20260918 | $0.75 | $0.67 | 36.1% | 19% |
| 20260917 | $0.70 | $0.60 | 40.9% | 21% |
| 20260916 | $0.72 | $0.73 | 40.3% | 21% |
| 20260915 | $0.80 | $0.72 | 44.2% | 23% |
| 20260914 | $0.75 | $0.57 | 42.0% | 22% |
| 20260911 | $8.50 | $1.38 | 73.8% | 39% |
| 20260910 | $1.10 | $1.07 | 78.1% | 41% |
| 20260909 | $11.00 | $1.42 | 83.2% | 44% |
| 20260908 | $1.52 | $0.90 | 55.6% | 29% |
| 20260904 | $1.40 | $0.62 | 46.7% | 24% |
| 20260903 | $1.22 | $1.05 | 87.3% | 46% |
| 20260902 | $0.70 | $0.70 | 50.5% | 26% |
| 20260901 | $0.90 | $0.90 | 68.5% | 36% |
| 20260831 | $1.00 | $1.00 | 46.1% | 24% |
| 20260828 | $2.73 | $2.73 | — | — |
| 20260827 | $0.98 | $0.98 | 64.3% | 34% |
| 20260826 | $1.05 | $1.05 | 64.3% | 34% |
| 20260825 | $1.05 | $1.05 | 70.6% | 37% |
| 20260824 | $1.00 | $1.00 | 37.1% | 19% |
| 20260821 | $1.03 | $0.67 | 69.2% | 36% |
| 20260820 | $0.82 | $0.62 | 69.5% | 37% |
| 20260819 | $0.95 | $1.42 | 33.1% | 17% |
| 20260818 | $1.62 | $1.60 | 66.8% | 35% |
| 20260817 | $1.12 | $0.75 | 67.5% | 35% |
| 20260814 | $2.85 | $2.73 | — | — |
| 20260813 | $1.00 | $0.65 | 33.7% | 17% |
| 20260812 | $1.65 | $1.48 | — | — |
| 20260811 | $1.12 | $1.60 | 56.3% | 29% |
| 20260810 | $1.48 | $1.32 | — | — |
| 20260806 | $1.50 | $2.08 | 79.3% | 42% |
| 20260805 | $1.85 | $1.85 | — | — |
| 20260804 | $1.83 | $1.83 | 159.5% | 85% |
| 20260803 | $2.42 | $2.42 | 90.5% | 48% |
| 20260731 | $2.30 | $2.30 | 79.5% | 42% |
| 20260730 | $1.92 | $1.92 | 124.7% | 66% |
| 20260729 | $1.75 | $1.75 | 62.8% | 33% |
More on WHF
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.