WRB (W.R. Berkley Corporation)

Expected Move & Straddle Price History

The expected move for WRB 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 WRB Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
Avg IV
0.5%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to WRB'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.
WRB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260720 $5.10 $5.10 0.5% 58%
20260716 $5.35 $0.93 0.4% 48%
20260715 $4.93 $1.70 0.5% 51%
20260714 $4.33 $2.50 0.5% 63%
20260713 $5.80 $2.15 0.4% 32%
20260710 $4.80 $2.00 0.4% 26%
20260709 $5.47 $2.35 0.4% 41%
20260708 $4.65 $2.27 0.5% 51%
20260707 $4.95 $1.80 0.5% 55%
20260706 $4.60 $1.80 0.4% 42%
20260702 $2.58 $2.58 0.6% 100%
20260701 $2.45 $2.45 0.5% 64%
20260630 $2.15 $2.15 0.6% 92%
20260629 $2.38 $2.38 0.5% 60%
20260626 $3.42 $3.42 0.5% 64%
20260625 $2.95 $2.95 0.5% 72%
20260624 $3.27 $3.27 0.5% 60%
20260623 $3.00 $3.00 0.5% 72%
20260622 $2.78 $2.78 0.6% 88%
20260618 $2.75 $0.55 0.6% 84%
20260617 $2.83 $2.73 0.5% 63%
20260616 $3.40 $1.80 0.5% 66%
20260615 $3.25 $1.62 0.5% 52%
20260613 $3.73 $1.60 0.5% 56%
20260612 $3.73 $1.55 0.5% 57%
20260611 $3.68 $1.40 0.5% 81%
20260610 $4.12 $1.90 0.5% 63%
20260609 $3.50 $2.08 0.5% 53%
20260608 $4.15 $2.85 0.5% 64%
20260605 $3.85 $2.50 0.5% 52%
20260604 $4.20 $2.67 0.5% 53%
20260603 $4.03 $2.58 0.4% 43%
20260602 $2.83 $2.83 0.5% 82%
20260601 $2.83 $2.83 0.5% 75%
20260529 $3.92 $3.92 0.5% 63%
20260528 $2.77 $2.77 0.5% 66%
20260527 $2.98 $2.98 0.5% 67%
20260526 $2.80 $2.80 0.5% 55%
20260522 $3.12 $3.12 0.4% 42%
20260521 $4.05 $4.05 0.4% 48%
20260520 $3.88 $3.88 0.4% 41%
20260519 $4.00 $4.00 0.4% 48%
20260518 $3.95 $3.95 0.4% 47%
20260515 $3.38 $1.62 0.4% 39%
20260514 $3.75 $1.67 0.4% 27%
20260513 $3.58 $2.00 0.4% 23%
20260512 $4.15 $2.40 0.4% 25%
20260511 $4.05 $2.90 0.4% 23%
20260510 $3.80 $1.75 0.4% 27%
20260508 $3.80 $1.75 0.4% 24%
20260507 $3.35 $3.15 0.3% 10%
20260506 $4.05 $2.58 0.4% 19%
20260505 $4.00 $2.75 0.4% 16%
20260504 $4.38 $2.45 0.4% 18%
20260502 $2.27 $2.27 0.6% 75%
20260501 $2.27 $2.27 0.6% 70%
20260430 $2.58 $2.58 0.5% 53%
20260429 $2.65 $2.65 0.5% 40%
20260428 $2.77 $2.77 0.4% 38%
20260427 $3.05 $3.05 0.4% 36%