WLDN · Expected Move
Willdan Group, Inc.
The expected move for WLDN 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).
WLDN 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 WLDN Expected Move
30-Day Straddle
$12.05
7-Day Straddle
$12.05
30-Day ATM IV
73.5%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to WLDN'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.
WLDN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $12.05 | $12.05 | 73.5% | 76% |
| 20261026 | $11.65 | $11.65 | 73.5% | 76% |
| 20261023 | $12.20 | $12.20 | 72.8% | 74% |
| 20261022 | $12.10 | $12.10 | 73.0% | 75% |
| 20261021 | $12.30 | $12.30 | 72.8% | 74% |
| 20261020 | $11.70 | $11.70 | 70.3% | 68% |
| 20261019 | $12.40 | $12.40 | 69.8% | 66% |
| 20261016 | $12.90 | $3.60 | 70.1% | 67% |
| 20261015 | $12.22 | $3.50 | 68.4% | 63% |
| 20261014 | $12.90 | $4.05 | 69.9% | 66% |
| 20261013 | $12.70 | $4.03 | 66.5% | 58% |
| 20261012 | $13.20 | $4.40 | 68.0% | 62% |
| 20261009 | $13.55 | $4.42 | 66.0% | 56% |
| 20261008 | $13.65 | $4.07 | 65.2% | 54% |
| 20261007 | $13.05 | $5.47 | 62.0% | 46% |
| 20261006 | $13.05 | $4.47 | 59.8% | 40% |
| 20261005 | $12.75 | $5.12 | 59.5% | 40% |
| 20261002 | $4.93 | $4.93 | 56.9% | 33% |
| 20261001 | $5.55 | $5.55 | 59.5% | 39% |
| 20260930 | $6.45 | $6.45 | 61.0% | 43% |
| 20260929 | $6.97 | $6.97 | 60.4% | 42% |
| 20260928 | $7.10 | $7.10 | 58.1% | 36% |
| 20260925 | $7.55 | $7.55 | 56.3% | 31% |
| 20260924 | $6.83 | $6.83 | 52.1% | 20% |
| 20260923 | $7.25 | $7.25 | 49.5% | 13% |
| 20260922 | $6.78 | $6.78 | 48.4% | 11% |
| 20260921 | $7.70 | $7.70 | 50.4% | 16% |
| 20260918 | $8.35 | $1.40 | 47.5% | 8% |
| 20260917 | $8.57 | $2.35 | 47.9% | 9% |
| 20260916 | $8.90 | $3.35 | 48.9% | 11% |
| 20260915 | $8.57 | $4.28 | 45.6% | 3% |
| 20260914 | $9.45 | $4.93 | 48.1% | 9% |
| 20260911 | $9.45 | $5.85 | 46.3% | 5% |
| 20260910 | $10.10 | $5.50 | 48.4% | 9% |
| 20260909 | $10.65 | $5.68 | 49.4% | 12% |
| 20260908 | $11.60 | $6.65 | 49.7% | 13% |
| 20260904 | $10.95 | $5.35 | 45.7% | 3% |
| 20260903 | $11.57 | $6.95 | 46.3% | 4% |
| 20260902 | $6.53 | $6.53 | 45.0% | 1% |
| 20260901 | $7.15 | $7.15 | 44.8% | 1% |
| 20260831 | $7.03 | $7.03 | 45.7% | 3% |
| 20260828 | $7.98 | $7.98 | 45.5% | 3% |
| 20260827 | $7.65 | $7.65 | 44.4% | 0% |
| 20260826 | $8.15 | $8.15 | 47.5% | 3% |
| 20260825 | $7.93 | $7.93 | 46.1% | 0% |
| 20260824 | $8.62 | $8.62 | 48.1% | 5% |
| 20260821 | $8.57 | $1.80 | 46.0% | 0% |
| 20260820 | $9.45 | $2.52 | 48.9% | 5% |
| 20260819 | $9.40 | $2.85 | 48.6% | 5% |
| 20260818 | $9.15 | $4.12 | 46.6% | 0% |
| 20260817 | $10.35 | $4.33 | 51.3% | 8% |
| 20260814 | $10.55 | $4.12 | 48.0% | 0% |
| 20260813 | $11.05 | $5.05 | 51.9% | 6% |
| 20260812 | $10.65 | $5.90 | 50.1% | 2% |
| 20260811 | $10.75 | $6.15 | 49.9% | 1% |
| 20260810 | $11.55 | $5.92 | 49.4% | 0% |
| 20260807 | — | — | 49.6% | 0% |
| 20260806 | $14.50 | $11.75 | 77.3% | 69% |
| 20260805 | $11.45 | $11.45 | 77.7% | 71% |
| 20260804 | $12.45 | $12.45 | 79.8% | 76% |
More on WLDN
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.