WNC · Expected Move
Wabash National Corp.
The expected move for WNC 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).
WNC 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 WNC Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.80
30-Day ATM IV
79.4%
IV Rank
42%
Implied one-standard-deviation move through the next 30 days. Compare to WNC'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.
WNC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $1.80 | $1.80 | 79.4% | 42% |
| 20261103 | $1.72 | $1.72 | — | — |
| 20261102 | $1.65 | $1.65 | 75.2% | 37% |
| 20261030 | $1.70 | $1.70 | 70.9% | 31% |
| 20261029 | $2.12 | $2.12 | 67.5% | 27% |
| 20261028 | $1.98 | $1.98 | 65.4% | 24% |
| 20261027 | $2.73 | $2.73 | 70.7% | 31% |
| 20261026 | $2.77 | $2.77 | — | — |
| 20261023 | $2.35 | $2.35 | 80.0% | 43% |
| 20261022 | $2.17 | $2.17 | — | — |
| 20261021 | $2.20 | $2.20 | 68.5% | 28% |
| 20261020 | $1.92 | $1.92 | — | — |
| 20261019 | $2.27 | $2.27 | 74.1% | 35% |
| 20261016 | $2.38 | $0.25 | 79.2% | 42% |
| 20261015 | $2.52 | $0.82 | 78.2% | 41% |
| 20261014 | $2.75 | $0.85 | — | — |
| 20261013 | $3.25 | $1.85 | 93.2% | 59% |
| 20261012 | $2.65 | $1.40 | — | — |
| 20261009 | $2.70 | $1.30 | 80.6% | 44% |
| 20261008 | $3.42 | $1.62 | 91.4% | 57% |
| 20261007 | $2.88 | $1.85 | 100.4% | 68% |
| 20261006 | $3.05 | $1.73 | 86.1% | 50% |
| 20261005 | $2.90 | $1.52 | 73.1% | 34% |
| 20261002 | $1.93 | $1.93 | 83.9% | 48% |
| 20261001 | $1.57 | $1.57 | 80.3% | 43% |
| 20260930 | $1.62 | $1.62 | 80.7% | 44% |
| 20260929 | $1.60 | $1.60 | 72.4% | 33% |
| 20260928 | $1.60 | $1.60 | 71.0% | 32% |
| 20260925 | $2.05 | $2.05 | 82.1% | 45% |
| 20260924 | $1.78 | $1.78 | — | — |
| 20260923 | $1.82 | $1.82 | 71.8% | 33% |
| 20260922 | $1.73 | $1.73 | 67.6% | 27% |
| 20260921 | $1.80 | $1.80 | 69.7% | 30% |
| 20260918 | $1.90 | $0.90 | 70.7% | 31% |
| 20260917 | $1.30 | $0.48 | 46.0% | 0% |
| 20260916 | $2.05 | $0.67 | — | — |
| 20260915 | $2.10 | $0.93 | 73.0% | 33% |
| 20260914 | $2.65 | $1.35 | 84.8% | 48% |
| 20260911 | $2.05 | $1.00 | 66.9% | 25% |
| 20260910 | $2.08 | $1.15 | 66.2% | 24% |
| 20260909 | $2.23 | $1.45 | 66.7% | 25% |
| 20260908 | $2.42 | $2.00 | 66.5% | 24% |
| 20260904 | $2.42 | $1.33 | 60.9% | 17% |
| 20260903 | $2.67 | $1.82 | 66.5% | 24% |
| 20260902 | $2.05 | $2.05 | 71.9% | 31% |
| 20260901 | $1.42 | $1.42 | 60.8% | 17% |
| 20260831 | $1.88 | $1.88 | 63.3% | 20% |
| 20260828 | $1.62 | $1.62 | 60.7% | 17% |
| 20260827 | $1.50 | $1.50 | 60.0% | 16% |
| 20260826 | $1.45 | $1.45 | 58.3% | 14% |
| 20260825 | $1.90 | $1.90 | 71.6% | 31% |
| 20260824 | $1.98 | $1.98 | 72.3% | 32% |
| 20260821 | $1.83 | $0.78 | 67.0% | 25% |
| 20260820 | $1.95 | $0.80 | 73.7% | 34% |
| 20260819 | $1.80 | $1.00 | — | — |
| 20260818 | $1.90 | $0.80 | — | — |
| 20260817 | $1.80 | $0.93 | 60.8% | 17% |
| 20260814 | $2.52 | $1.02 | — | — |
| 20260813 | $3.05 | $1.85 | 125.4% | 100% |
| 20260812 | $2.20 | $1.32 | 71.4% | 32% |
More on WNC
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.