WMS · Expected Move
ADVANCED DRAINAGE SYSTEMS, INC.
The expected move for WMS 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).
WMS 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 WMS Expected Move
30-Day Straddle
$14.60
7-Day Straddle
$3.58
30-Day ATM IV
44.7%
IV Rank
68%
Implied one-standard-deviation move through the next 30 days. Compare to WMS'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.
WMS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $14.60 | $3.58 | 44.7% | 68% |
| 20261015 | $13.65 | $3.90 | 42.8% | 58% |
| 20261014 | $14.05 | $3.48 | 44.4% | 66% |
| 20261013 | $14.20 | $3.73 | 42.9% | 58% |
| 20261012 | $14.75 | $4.57 | 44.6% | 67% |
| 20261009 | $13.70 | $5.32 | 40.2% | 44% |
| 20261008 | $14.40 | $5.40 | 41.1% | 49% |
| 20261007 | $14.25 | $5.30 | 39.7% | 42% |
| 20261006 | $15.30 | $7.97 | 40.2% | 45% |
| 20261005 | $15.15 | $6.50 | 40.5% | 46% |
| 20261002 | $6.62 | $6.62 | 38.8% | 37% |
| 20261001 | $7.33 | $7.33 | 39.3% | 40% |
| 20260930 | $7.47 | $7.47 | 39.3% | 40% |
| 20260929 | $7.67 | $7.67 | 38.8% | 32% |
| 20260928 | $7.83 | $7.83 | 38.7% | 32% |
| 20260925 | $8.18 | $8.18 | 35.6% | 18% |
| 20260924 | $8.85 | $8.85 | 38.1% | 29% |
| 20260923 | $9.10 | $9.10 | 37.6% | 27% |
| 20260922 | $8.55 | $8.55 | 35.0% | 15% |
| 20260921 | $10.15 | $10.15 | 38.0% | 29% |
| 20260918 | $8.85 | $1.75 | 31.7% | 0% |
| 20260917 | $9.32 | $2.38 | 33.0% | 4% |
| 20260916 | $10.65 | $3.98 | 35.0% | 13% |
| 20260915 | $10.80 | $4.12 | 35.9% | 17% |
| 20260914 | $10.35 | $5.05 | 35.2% | 14% |
| 20260911 | $11.30 | $4.62 | 34.9% | 12% |
| 20260910 | $11.52 | $6.15 | 36.1% | 18% |
| 20260909 | $12.75 | $5.80 | 36.0% | 18% |
| 20260908 | $11.95 | $6.62 | 35.1% | 13% |
| 20260904 | $11.65 | $7.27 | 32.2% | 0% |
| 20260903 | $12.45 | $7.10 | 33.6% | 2% |
| 20260902 | $7.12 | $7.12 | 34.7% | 7% |
| 20260901 | $8.15 | $8.15 | 35.8% | 12% |
| 20260831 | $8.55 | $8.55 | 34.6% | 7% |
| 20260828 | $8.95 | $8.95 | 33.2% | 0% |
| 20260827 | $9.35 | $9.35 | 34.4% | 3% |
| 20260826 | $9.80 | $9.80 | 34.4% | 3% |
| 20260825 | $10.25 | $10.25 | 34.6% | 4% |
| 20260824 | $10.50 | $10.50 | 35.5% | 9% |
| 20260821 | $11.10 | $3.45 | 34.5% | 3% |
| 20260820 | $11.00 | $4.12 | 33.8% | 0% |
| 20260819 | $12.20 | $4.05 | 36.2% | 12% |
| 20260818 | $12.30 | $4.17 | 35.9% | 11% |
| 20260817 | $12.45 | $5.22 | 35.2% | 7% |
| 20260814 | $12.60 | $5.68 | 33.8% | 0% |
| 20260813 | $13.20 | $6.35 | 35.0% | 1% |
| 20260812 | $12.30 | $6.75 | 34.7% | 0% |
| 20260811 | $12.85 | $7.12 | 34.7% | 0% |
| 20260810 | $14.30 | $8.53 | 37.9% | 9% |
| 20260807 | — | — | 37.4% | 6% |
| 20260806 | $16.35 | $11.05 | 39.8% | 20% |
| 20260805 | $14.30 | $14.30 | 49.2% | 75% |
| 20260804 | $15.30 | $15.30 | 50.0% | 79% |
| 20260803 | $14.65 | $14.65 | 49.3% | 76% |
| 20260731 | $14.45 | $14.45 | 49.6% | 77% |
| 20260730 | $14.75 | $14.75 | 49.9% | 79% |
| 20260729 | $15.40 | $15.40 | 50.7% | 84% |
| 20260728 | $14.65 | $14.65 | 48.5% | 71% |
| 20260727 | $15.55 | $15.55 | 49.1% | 74% |
| 20260724 | $15.75 | $15.75 | 49.3% | 75% |
More on WMS
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.