WNS (WNS (Holdings) Limited)

Expected Move & Straddle Price History

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).

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 WNS Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
Avg IV
0.8%
IV Rank
64%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20251020 $0.00 $0.00 0.8% 64%
20251017 $0.00 $0.00 0.5% 36%
20251016 $11.95 $8.30 0.2% 15%
20251015 $4.28 $8.38 0.3% 23%
20251014 $8.38 $8.30 0.2% 14%
20251013 $9.65 $2.02 0.2% 17%
20251010 $2.83 $9.32 0.4% 28%
20251009 $3.28 $10.03 0.3% 20%
20251008 $3.75 $0.93 0.4% 27%
20251007 $9.90 $1.95 0.2% 12%
20251006 $9.57 $9.38 0.0% 0%
20251003 $1.93 $1.93 1.2% 90%
20251002 $10.07 $10.07 1.3% 100%
20251001 $10.12 $10.12 1.0% 86%
20250930 $4.83 $4.83 0.9% 73%
20250929 $10.72 $10.72 1.0% 84%
20250926 $4.58 $4.58 0.8% 67%
20250925 $2.88 $2.88 1.0% 81%
20250924 $2.75 $2.75 1.0% 79%
20250923 $10.70 $10.70 1.0% 80%
20250922 $9.95 $9.95 0.7% 57%
20250919 $9.95 $8.78 0.7% 60%
20250918 $1.85 $8.82 0.7% 56%
20250917 $2.17 $8.82 0.6% 48%
20250916 $7.92 $8.97 0.6% 51%
20250915 $2.92 $3.55 0.7% 53%
20250912 $9.12 $8.97 0.5% 43%
20250911 $0.78 $2.70 0.6% 51%
20250910 $3.08 $2.48 0.5% 41%
20250909 $2.02 $3.52 0.6% 44%
20250908 $9.93 $2.50 0.5% 41%
20250905 $8.97 $9.03 0.6% 49%
20250904 $6.53 $6.53 0.6% 44%
20250903 $6.53 $6.53 0.4% 32%
20250902 $6.67 $6.67 0.7% 56%
20250829 $6.47 $6.47 0.4% 30%
20250828 $5.88 $5.88 0.2% 11%
20250827 $6.50 $6.50 0.4% 29%
20250826 $6.47 $6.47 0.0% 0%
20250825 $6.58 $6.58 0.3% 18%
20250822 $6.58 $6.58 0.1% 0%
20250821 $1.85 $1.85 0.4% 24%
20250820 $1.88 $1.88 0.4% 27%
20250819 $1.85 $1.85 0.2% 4%
20250818 $1.20 $1.20 0.3% 15%
20250815 $2.80 $5.10 0.1% 0%
20250814 $2.82 $0.62 0.3% 13%
20250813 $1.98 $5.20 0.2% 1%
20250812 $2.05 $1.10 0.4% 17%
20250811 $3.00 $1.38 0.2% 0%
20250808 $2.05 $0.25 0.4% 22%
20250807 $2.12 $0.23 0.2% 6%
20250806 $10.00 $0.35 0.2% 5%
20250805 $6.58 $0.50 0.2% 0%
20250804 $1.90 $5.50 0.3% 0%
20250801 $5.50 $5.50 0.9% 44%
20250731 $5.50 $5.50 1.2% 100%
20250730 $0.60 $0.60 1.2% 100%
20250729 $0.65 $0.65 1.1% 89%
20250728 $5.30 $5.30 1.0% 68%