WLY · Expected Move

John Wiley & Sons, Inc. Class A

The expected move for WLY 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).

WLY straddle price & implied vol

60 sessions

Bars: 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 WLY Expected Move
30-Day Straddle
$4.22
7-Day Straddle
$4.22
30-Day ATM IV
45.1%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to WLY'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.
WLY Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $4.22 $4.22 45.1% 56%
20261021 $5.35 $5.35 39.3% 32%
20261020 $5.38 $5.38 37.3% 24%
20261019 $5.53 $5.53 41.1% 39%
20261016 $4.40 $2.27 33.0% 7%
20261015 $4.67 $2.35 34.8% 14%
20261014 $5.33 $2.40 38.0% 27%
20261013 $5.68 $3.25 39.2% 32%
20261012 $4.55 $2.40 34.8% 14%
20261009 $5.55 $2.62 41.5% 41%
20261008 $4.55 $2.23 33.8% 10%
20261007 $5.50 $3.00 39.5% 33%
20261006 $5.47 $2.73 39.9% 34%
20261005 $5.47 $3.48 39.0% 31%
20261002 $4.28 $4.28 43.6% 50%
20261001 $3.30 $3.30 39.2% 32%
20260930 $3.23 $3.23 44.0% 51%
20260929 $4.00 $4.00 40.4% 37%
20260928 $4.17 $4.17 47.7% 66%
20260925 $4.05 $4.05 43.0% 47%
20260924 $4.20 $4.20 41.5% 41%
20260923 $4.62 $4.62 47.8% 66%
20260922 $4.70 $4.70 41.4% 41%
20260921 $4.55 $4.55 41.1% 39%
20260918 $3.95 $2.30 38.7% 30%
20260917 $4.10 $2.15 37.2% 24%
20260916 $5.20 $2.70 45.2% 56%
20260915 $4.55 $2.58 38.1% 27%
20260914 $5.00 $2.58 41.5% 41%
20260911 $5.30 $3.12 42.8% 46%
20260910 $5.95 $3.42 46.1% 60%
20260909 $5.30 $2.85 42.3% 44%
20260908 $5.72 $3.83 45.7% 58%
20260904 $6.28 $3.32 43.1% 48%
20260903 $5.95 $3.55 42.3% 44%
20260902 $6.47 $6.47 53.3% 88%
20260901 $5.47 $5.47 48.2% 68%
20260831 $5.45 $5.45 48.4% 69%
20260828 $4.95 $4.95 44.9% 55%
20260827 $4.90 $4.90 45.4% 57%
20260826 $6.08 $6.08 49.9% 75%
20260825 $6.03 $6.03 52.2% 88%
20260824 $6.62 $6.62 50.9% 84%
20260821 $6.78 $2.75 54.3% 94%
20260820 $6.45 $2.77 51.0% 85%
20260819 $5.72 $2.20 50.0% 82%
20260818 $6.22 $2.23 51.8% 87%
20260817 $6.90 $1.93 56.1% 100%
20260814 $5.75 $3.60 44.1% 68%
20260813 $5.92 $3.22 44.4% 69%
20260812 $6.20 $2.23 48.4% 82%
20260811 $6.15 $2.35 48.2% 81%
20260810 $6.40 $3.18 44.4% 69%
20260807 — — 48.8% 83%
20260806 $7.70 $3.58 51.7% 93%
20260805 $3.10 $3.10 48.2% 81%
20260804 $4.03 $4.03 49.6% 86%
20260803 $5.00 $5.00 49.3% 85%
20260731 $4.42 $4.42 48.3% 82%
20260730 $5.83 $5.83 50.7% 90%

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.