WOLF · Expected Move
Wolfspeed, Inc.
The expected move for WOLF 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).
WOLF 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 WOLF Expected Move
30-Day Straddle
$7.35
7-Day Straddle
$3.48
30-Day ATM IV
106.0%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to WOLF'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.
WOLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $7.35 | $3.48 | 106.0% | 29% |
| 20261007 | $7.47 | $3.55 | 104.9% | 27% |
| 20261006 | $7.70 | $3.91 | 103.9% | 25% |
| 20261005 | $8.65 | $3.02 | 109.2% | 35% |
| 20261002 | $8.07 | $3.52 | 106.1% | 29% |
| 20261001 | $7.12 | $3.58 | 102.9% | 23% |
| 20260930 | $6.52 | $3.25 | 102.3% | 22% |
| 20260929 | $6.61 | $3.56 | 101.1% | 19% |
| 20260928 | $6.56 | $2.39 | 99.6% | 16% |
| 20260925 | $5.88 | $2.78 | 97.1% | 11% |
| 20260924 | $5.47 | $2.98 | 95.0% | 7% |
| 20260923 | $5.85 | $3.37 | 94.9% | 7% |
| 20260922 | $6.04 | $3.54 | 93.9% | 4% |
| 20260921 | $6.38 | $2.48 | 97.0% | 11% |
| 20260918 | $5.12 | $2.75 | 91.6% | 0% |
| 20260917 | $4.95 | $2.60 | 93.7% | 2% |
| 20260916 | $5.04 | $2.71 | 92.7% | 0% |
| 20260915 | $5.49 | $3.32 | 95.0% | 4% |
| 20260914 | $5.67 | $2.19 | 98.0% | 10% |
| 20260911 | $5.50 | $2.67 | 95.6% | 5% |
| 20260910 | $5.37 | $25.21 | 96.0% | 6% |
| 20260909 | $6.45 | $3.29 | 102.7% | 20% |
| 20260908 | $6.50 | $3.82 | 98.5% | 9% |
| 20260904 | $5.95 | $2.77 | 94.9% | 3% |
| 20260903 | $5.57 | $2.85 | 92.9% | 0% |
| 20260902 | $5.83 | $3.04 | 94.7% | 0% |
| 20260901 | $5.89 | $3.28 | 97.3% | 2% |
| 20260831 | $6.17 | $2.24 | 95.9% | 0% |
| 20260828 | $5.60 | $2.62 | 97.5% | 0% |
| 20260827 | $5.83 | $3.17 | 97.3% | 0% |
| 20260826 | $6.34 | $3.47 | 103.1% | 3% |
| 20260825 | $5.89 | $3.54 | 100.9% | 0% |
| 20260824 | $6.03 | $2.54 | 102.4% | 0% |
| 20260821 | $24.82 | $2.96 | 102.2% | 0% |
| 20260820 | $27.52 | $3.38 | 102.5% | 0% |
| 20260819 | $29.84 | $6.04 | 125.1% | 35% |
| 20260818 | $31.82 | $6.29 | 119.2% | 24% |
| 20260817 | $34.74 | $6.02 | 120.5% | 27% |
| 20260814 | $8.82 | $6.00 | 124.4% | 33% |
| 20260813 | $8.55 | $5.63 | 123.3% | 31% |
| 20260812 | $9.22 | $6.23 | 126.6% | 37% |
| 20260811 | $8.62 | $6.25 | 125.7% | 43% |
| 20260810 | $8.97 | $3.37 | 126.8% | 45% |
| 20260807 | — | — | 130.4% | 50% |
| 20260806 | $8.10 | $4.39 | 132.2% | 53% |
| 20260805 | $7.55 | $4.05 | 132.9% | 54% |
| 20260804 | $8.20 | $4.83 | 133.0% | 54% |
| 20260803 | $7.65 | $2.88 | 134.2% | 56% |
| 20260731 | $6.88 | $3.31 | 131.8% | 52% |
| 20260730 | $7.10 | $3.83 | 132.6% | 54% |
| 20260729 | $5.78 | $3.27 | 127.7% | 46% |
| 20260728 | $6.63 | $3.81 | 132.0% | 53% |
| 20260727 | $7.45 | $2.79 | 131.3% | 52% |
| 20260724 | $6.37 | $3.25 | 127.5% | 46% |
| 20260723 | $7.40 | $3.78 | 128.8% | 48% |
| 20260722 | $8.47 | $4.48 | 129.3% | 49% |
| 20260721 | $9.40 | $5.14 | 127.5% | 46% |
| 20260720 | $8.68 | $3.01 | 123.9% | 40% |
| 20260716 | $8.30 | $4.44 | 120.3% | 35% |
| 20260715 | $9.43 | $5.40 | 118.7% | 32% |
More on WOLF
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.