WNS · Expected Move
WNS (Holdings) Limited
The expected move for WNS 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).
WNS 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 WNS Expected Move
30-Day Straddle
$11.95
7-Day Straddle
$8.30
30-Day ATM IV
21.9%
IV Rank
33%
Implied one-standard-deviation move through the next 30 days. Compare to WNS'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.
WNS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20251016 | $11.95 | $8.30 | 21.9% | 33% |
| 20251015 | $4.28 | $8.38 | 15.3% | 21% |
| 20251014 | $8.38 | $8.30 | 15.4% | 21% |
| 20251013 | $9.65 | $2.02 | 19.2% | 28% |
| 20251010 | $2.83 | $9.32 | 22.2% | 34% |
| 20251009 | $3.28 | $10.03 | 26.8% | 42% |
| 20251008 | $3.75 | $0.93 | 18.2% | 26% |
| 20251007 | $9.90 | $1.95 | 23.3% | 36% |
| 20251006 | $9.57 | $9.38 | 21.8% | 33% |
| 20251003 | $1.93 | $1.93 | 28.7% | 46% |
| 20251002 | $10.07 | $10.07 | 24.9% | 39% |
| 20251001 | $10.12 | $10.12 | 38.4% | 63% |
| 20250930 | $4.83 | $4.83 | 30.1% | 48% |
| 20250929 | $10.72 | $10.72 | 23.5% | 36% |
| 20250926 | $4.58 | $4.58 | 23.3% | 36% |
| 20250925 | $2.88 | $2.88 | 28.4% | 45% |
| 20250924 | $2.75 | $2.75 | 27.5% | 43% |
| 20250923 | $10.70 | $10.70 | 23.4% | 32% |
| 20250922 | $9.95 | $9.95 | 30.6% | 43% |
| 20250919 | $9.95 | $8.78 | 25.8% | 33% |
| 20250918 | $1.85 | $8.82 | 24.2% | 31% |
| 20250917 | $2.17 | $8.82 | 13.1% | 14% |
| 20250916 | $7.92 | $8.97 | 28.1% | 37% |
| 20250915 | $2.92 | $3.55 | 20.9% | 26% |
| 20250912 | $9.12 | $8.97 | 17.4% | 21% |
| 20250911 | $0.78 | $2.70 | 16.0% | 18% |
| 20250910 | $3.08 | $2.48 | 11.8% | 12% |
| 20250909 | $2.02 | $3.52 | 19.2% | 23% |
| 20250908 | $9.93 | $2.50 | 31.2% | 41% |
| 20250905 | $8.97 | $9.03 | 23.2% | 29% |
| 20250904 | $6.53 | $6.53 | 15.5% | 18% |
| 20250903 | $6.53 | $6.53 | 19.9% | 24% |
| 20250902 | $6.67 | $6.67 | 17.1% | 20% |
| 20250829 | $6.47 | $6.47 | 13.7% | 15% |
| 20250828 | $5.88 | $5.88 | 17.3% | 20% |
| 20250827 | $6.50 | $6.50 | 14.0% | 15% |
| 20250826 | $6.47 | $6.47 | 14.1% | 16% |
| 20250825 | $6.58 | $6.58 | 15.0% | 17% |
| 20250822 | $6.58 | $6.58 | 12.1% | 12% |
| 20250821 | $1.85 | $1.85 | 16.5% | 19% |
| 20250820 | $1.88 | $1.88 | 16.8% | 20% |
| 20250819 | $1.85 | $1.85 | 10.4% | 10% |
| 20250818 | $1.20 | $1.20 | 12.5% | 13% |
| 20250815 | $2.80 | $5.10 | 15.2% | 15% |
| 20250814 | $2.82 | $0.62 | 15.1% | 14% |
| 20250813 | $1.98 | $5.20 | 14.5% | 14% |
| 20250812 | $2.05 | $1.10 | 15.2% | 15% |
| 20250811 | $3.00 | $1.38 | 15.7% | 15% |
| 20250808 | $2.05 | $0.25 | 11.5% | 10% |
| 20250807 | $2.12 | $0.23 | 11.8% | 10% |
| 20250806 | $10.00 | $0.35 | 8.9% | 7% |
| 20250805 | $6.58 | $0.50 | 8.8% | 6% |
| 20250804 | $1.90 | $5.50 | 16.1% | 16% |
| 20250801 | $5.50 | $5.50 | 20.0% | 21% |
| 20250731 | $5.50 | $5.50 | 17.1% | 17% |
| 20250730 | $0.60 | $0.60 | 7.1% | 4% |
| 20250729 | $0.65 | $0.65 | 20.4% | 21% |
| 20250728 | $5.30 | $5.30 | 13.9% | 13% |
| 20250725 | $5.30 | $5.30 | 14.8% | 14% |
| 20250724 | $0.43 | $0.43 | 3.8% | 0% |
More on WNS
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.