WNC (Wabash National Corp.)

Expected Move & Straddle Price History

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).

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.

Current WNC Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$0.67
Avg IV
1.5%
IV Rank
57%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260916 $2.05 $0.67 1.5% 57%
20260915 $2.10 $0.93 1.4% 43%
20260914 $2.65 $1.35 1.4% 41%
20260911 $2.05 $1.00 1.4% 43%
20260910 $2.08 $1.15 1.3% 39%
20260909 $2.23 $1.45 1.5% 52%
20260908 $2.42 $2.00 1.5% 50%
20260904 $2.42 $1.33 1.2% 26%
20260903 $2.67 $1.82 0.9% 6%
20260902 $2.05 $2.05 1.4% 39%
20260901 $1.42 $1.42 2.1% 84%
20260831 $1.88 $1.88 1.2% 23%
20260828 $1.62 $1.62 1.4% 37%
20260827 $1.50 $1.50 1.2% 27%
20260826 $1.45 $1.45 1.2% 28%
20260825 $1.90 $1.90 1.2% 27%
20260824 $1.98 $1.98 1.4% 38%
20260821 $1.83 $0.78 1.4% 38%
20260820 $1.95 $0.80 1.6% 54%
20260819 $1.80 $1.00 1.3% 32%
20260818 $1.90 $0.80 1.7% 58%
20260817 $1.80 $0.93 1.3% 30%
20260814 $2.52 $1.02 1.2% 27%
20260813 $3.05 $1.85 1.3% 30%
20260812 $2.20 $1.32 0.8% 1%
20260811 $2.25 $1.35 1.1% 21%
20260810 $2.23 $1.35 1.4% 40%
20260806 $2.35 $1.43 0.9% 5%
20260805 $1.42 $1.42 1.4% 42%
20260804 $1.67 $1.67 2.0% 78%
20260803 $1.60 $1.60 2.1% 83%
20260731 $1.70 $1.70 1.2% 27%
20260730 $1.40 $1.40 1.7% 61%
20260729 $2.60 $2.60 2.0% 81%
20260728 $2.25 $2.25 1.7% 61%
20260727 $2.80 $2.80 1.5% 47%
20260724 $2.60 $2.60 1.7% 56%
20260723 $2.75 $2.75 1.9% 74%
20260722 $3.05 $3.05 1.5% 46%
20260721 $2.50 $2.50 1.1% 20%
20260720 $2.62 $2.62 1.3% 34%
20260716 $2.60 $0.78 0.9% 3%
20260715 $2.55 $0.88 1.2% 28%
20260714 $2.55 $1.18 0.9% 7%
20260713 $1.90 $1.23 1.4% 36%
20260710 $2.17 $1.02 0.9% 3%
20260709 $2.62 $1.12 1.3% 29%
20260708 $2.45 $1.10 1.2% 27%
20260707 $2.62 $1.43 1.4% 42%
20260706 $2.62 $1.57 1.4% 40%
20260702 $1.57 $1.57 2.1% 83%
20260701 $1.60 $1.60 1.5% 44%
20260630 $1.95 $1.95 1.5% 47%
20260629 $1.90 $1.90 1.4% 40%
20260626 $2.15 $2.15 1.6% 52%
20260625 $2.40 $2.40 1.5% 44%
20260624 $1.92 $1.92 1.6% 51%
20260623 $1.55 $1.55 1.4% 40%
20260622 $1.73 $1.73 1.5% 45%
20260618 $2.08 $1.07 1.6% 52%