WPP · Expected Move
WPP PLC
The expected move for WPP 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).
WPP 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 WPP Expected Move
30-Day Straddle
$2.73
7-Day Straddle
$1.25
30-Day ATM IV
52.0%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to WPP'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.
WPP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261014 | $2.73 | $1.25 | 52.0% | 40% |
| 20261013 | $3.55 | $1.73 | 51.7% | 40% |
| 20261012 | $3.45 | $1.02 | 53.4% | 44% |
| 20261009 | $4.17 | $1.05 | 59.1% | 56% |
| 20261008 | $3.67 | $1.18 | 52.4% | 41% |
| 20261007 | $3.67 | $1.68 | 53.5% | 44% |
| 20261006 | $3.68 | $1.60 | 48.7% | 33% |
| 20261005 | $3.58 | $1.55 | 49.0% | 34% |
| 20261002 | $1.23 | $1.23 | 48.5% | 33% |
| 20261001 | $1.65 | $1.65 | 46.3% | 28% |
| 20260930 | $1.68 | $1.68 | 41.5% | 17% |
| 20260929 | $1.77 | $1.77 | 42.2% | 19% |
| 20260928 | $1.95 | $1.95 | 39.9% | 13% |
| 20260925 | $2.25 | $2.25 | 48.0% | 32% |
| 20260924 | $2.05 | $2.05 | 44.1% | 23% |
| 20260923 | $2.35 | $2.35 | 46.7% | 29% |
| 20260922 | $2.33 | $2.33 | 46.4% | 28% |
| 20260921 | $2.25 | $2.25 | 45.4% | 26% |
| 20260918 | $2.40 | $1.75 | 43.3% | 21% |
| 20260917 | $2.25 | $0.93 | 42.3% | 19% |
| 20260916 | $2.15 | $1.73 | 38.1% | 10% |
| 20260915 | $2.75 | $2.42 | 46.1% | 27% |
| 20260914 | $3.62 | $1.62 | 58.3% | 54% |
| 20260911 | $2.72 | $0.97 | 44.3% | 23% |
| 20260910 | $2.77 | $1.20 | 44.7% | 24% |
| 20260909 | $2.77 | $1.30 | 42.4% | 19% |
| 20260908 | $2.73 | $1.27 | 42.3% | 19% |
| 20260904 | $2.53 | $2.02 | 38.1% | 10% |
| 20260903 | $2.95 | $1.58 | 42.3% | 19% |
| 20260902 | $2.45 | $2.45 | 42.0% | 18% |
| 20260901 | $1.67 | $1.67 | 37.7% | 9% |
| 20260831 | $1.58 | $1.58 | 33.8% | 0% |
| 20260828 | $1.85 | $1.85 | 37.2% | 0% |
| 20260827 | $2.20 | $2.20 | 43.6% | 14% |
| 20260826 | $2.65 | $2.65 | 44.3% | 16% |
| 20260825 | $2.40 | $2.40 | 40.5% | 7% |
| 20260824 | $2.60 | $2.60 | 41.7% | 10% |
| 20260821 | $1.90 | $1.48 | 39.1% | 3% |
| 20260820 | $2.90 | $1.77 | 48.3% | 26% |
| 20260819 | $2.73 | $1.78 | 44.8% | 17% |
| 20260818 | $2.30 | $2.02 | 37.7% | 0% |
| 20260817 | $2.47 | $1.47 | 40.5% | 0% |
| 20260814 | $2.95 | $3.80 | 40.7% | 0% |
| 20260813 | $3.12 | $4.82 | 47.5% | 11% |
| 20260812 | $3.05 | $2.73 | 45.8% | 7% |
| 20260811 | $3.70 | $2.15 | 52.8% | 26% |
| 20260810 | $3.33 | $2.10 | 49.7% | 18% |
| 20260806 | $4.58 | $2.88 | 64.5% | 60% |
| 20260805 | $2.83 | $2.83 | 59.4% | 45% |
| 20260804 | $1.62 | $1.62 | 56.6% | 37% |
| 20260803 | $2.75 | $2.75 | 65.1% | 61% |
| 20260731 | $2.12 | $2.12 | 55.6% | 34% |
| 20260730 | $2.33 | $2.33 | 57.1% | 33% |
| 20260729 | $3.30 | $3.30 | 72.6% | 71% |
| 20260728 | $2.82 | $2.82 | 59.8% | 40% |
| 20260727 | $2.75 | $2.75 | 61.8% | 45% |
| 20260724 | $2.70 | $2.70 | 59.8% | 40% |
| 20260723 | $2.55 | $2.55 | 67.9% | 59% |
| 20260722 | $2.48 | $2.48 | 54.7% | 27% |
| 20260721 | $2.42 | $2.42 | 60.6% | 42% |
More on WPP
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.