WLFC · Expected Move
Willis Lease Finance Corp
The expected move for WLFC 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).
WLFC straddle price & implied vol
17 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 WLFC Expected Move
30-Day Straddle
$6.67
7-Day Straddle
$4.72
30-Day ATM IV
52.4%
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to WLFC'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.
WLFC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $6.67 | $4.72 | 52.4% | — |
| 20261106 | $6.95 | $4.50 | 55.6% | — |
| 20261105 | $6.72 | $4.97 | 55.0% | — |
| 20261104 | $6.03 | $6.03 | 56.8% | — |
| 20261103 | $4.90 | $4.90 | 58.5% | — |
| 20261102 | $6.05 | $6.05 | 65.6% | — |
| 20261030 | $5.30 | $5.30 | 62.4% | — |
| 20261029 | $5.53 | $5.53 | 60.7% | — |
| 20261028 | $5.10 | $5.10 | 61.3% | — |
| 20261027 | $5.25 | $5.25 | 63.9% | — |
| 20261026 | $5.05 | $5.05 | 60.8% | — |
| 20261023 | $5.28 | $5.28 | 59.8% | — |
| 20261022 | $5.30 | $5.30 | 58.0% | — |
| 20261021 | $6.08 | $6.08 | 67.7% | — |
| 20261020 | $5.53 | $5.53 | 61.5% | — |
| 20261019 | $5.78 | $5.78 | 61.7% | — |
| 20261016 | $5.50 | $3.40 | 59.9% | — |
More on WLFC
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.