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
$3.58
7-Day Straddle
$2.40
Avg IV
0.5%
IV Rank
51%
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
20260605 $3.58 $2.40 0.5% 51%
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%
20260424 $3.30 $3.30 0.5% 46%
20260423 $2.92 $2.92 0.4% 35%
20260422 $3.25 $3.25 0.4% 27%
20260421 $4.70 $4.70 0.4% 37%
20260420 $4.20 $4.20 0.5% 41%
20260417 $3.55 $1.40 0.4% 31%
20260416 $4.10 $1.57 0.4% 25%
20260415 $4.00 $1.48 0.4% 24%
20260414 $4.28 $1.27 0.4% 37%
20260413 $4.20 $1.55 0.4% 14%
20260410 $4.80 $1.80 0.3% 0%
20260409 $4.33 $1.85 0.4% 6%
20260408 $4.70 $1.95 0.4% 8%
20260407 $4.72 $2.15 0.3% 3%
20260406 $4.38 $1.82 0.3% 4%
20260402 $4.83 $2.45 0.4% 7%
20260401 $3.00 $3.00 0.6% 60%
20260331 $2.38 $2.38 0.6% 51%
20260330 $3.35 $3.35 0.5% 38%
20260327 $3.00 $3.00 0.5% 45%
20260326 $3.28 $3.28 0.5% 40%
20260325 $2.77 $2.77 0.5% 35%
20260324 $3.17 $3.17 0.5% 47%
20260323 $3.38 $3.38 0.5% 48%
20260320 $3.38 $1.35 0.5% 40%
20260319 $3.67 $1.73 0.5% 35%
20260318 $5.35 $1.35 0.5% 30%
20260317 $3.95 $2.12 0.4% 25%
20260316 $3.52 $1.58 0.5% 29%