WMK · Expected Move

Weis Markets, Inc.

The expected move for WMK 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).

WMK 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 WMK Expected Move
30-Day Straddle
$5.30
7-Day Straddle
$5.30
30-Day ATM IV
30.0%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to WMK'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.
WMK Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $5.30 $5.30 30.0% 49%
20261016 $5.38 $5.00 28.8% 38%
20261015 $5.88 $4.95 31.1% 59%
20261014 $5.70 $3.30 29.8% 47%
20261013 $5.85 $4.70 30.7% 55%
20261012 $6.25 $3.52 30.7% 55%
20261009 $6.60 $4.80 31.2% 60%
20261008 $6.40 $4.75 32.8% 74%
20261007 $6.45 $4.78 33.3% 78%
20261006 $6.55 $4.25 30.0% 49%
20261005 $6.17 $4.60 29.0% 40%
20261002 $4.68 $4.68 29.3% 43%
20261001 $4.70 $4.70 30.0% 49%
20260930 $4.85 $4.85 30.3% 52%
20260929 $5.12 $5.12 32.8% 74%
20260928 $4.90 $4.90 28.6% 36%
20260925 $5.50 $5.50 27.3% 24%
20260924 $6.08 $6.08 29.0% 40%
20260923 $6.08 $6.08 27.4% 26%
20260922 $5.35 $5.35 30.9% 57%
20260921 $5.58 $5.58 26.5% 17%
20260918 $6.90 $5.65 24.6% 0%
20260917 $5.25 $2.98 25.5% 0%
20260916 $5.92 $5.30 34.0% 82%
20260915 $5.82 $5.12 33.9% 80%
20260914 $5.88 $5.55 28.3% 20%
20260911 $6.45 $5.25 31.6% 56%
20260910 $5.35 $4.05 30.6% 44%
20260909 $5.17 $5.00 32.9% 69%
20260908 $5.97 $5.05 31.4% 54%
20260904 $6.45 $5.15 33.1% 72%
20260903 $5.90 $5.05 28.9% 23%
20260902 $5.05 $5.05 30.3% 36%
20260901 $5.10 $5.10 28.2% 17%
20260831 $5.05 $5.05 31.1% 43%
20260828 $5.25 $5.25 30.9% 42%
20260827 $4.70 $4.70 30.2% 35%
20260826 $5.25 $5.25 29.8% 32%
20260825 $5.05 $5.05 31.5% 48%
20260824 $5.40 $5.40 29.1% 25%
20260821 $5.05 $4.80 29.2% 26%
20260820 $5.45 $5.00 33.8% 70%
20260819 $5.30 $3.75 33.2% 64%
20260818 $5.30 $5.00 32.1% 53%
20260817 $5.15 $4.70 31.3% 46%
20260814 $5.15 $5.00 29.4% 28%
20260813 $6.10 $4.60 29.0% 24%
20260812 $6.20 $5.10 30.8% 41%
20260811 $6.20 $5.28 34.1% 73%
20260810 $7.25 $5.95 34.9% 80%
20260807 — — 27.2% 7%
20260806 $6.15 $5.20 30.5% 38%
20260805 $5.05 $5.05 32.9% 55%
20260804 $5.75 $5.75 34.1% 65%
20260803 $5.75 $5.75 34.6% 69%
20260731 $6.60 $6.60 35.5% 77%
20260730 $5.95 $5.95 32.5% 46%
20260729 $6.60 $6.60 32.6% 47%
20260728 $6.45 $6.45 34.6% 62%
20260727 $5.30 $5.30 33.6% 54%

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.