WRBY (Warby Parker Inc.)
Expected Move & Straddle Price History
The expected move for WRBY 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 WRBY Expected Move
30-Day Straddle
$3.45
7-Day Straddle
$1.62
Avg IV
0.8%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to WRBY'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.
WRBY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $3.45 | $1.62 | 0.8% | 13% |
| 20260903 | $3.27 | $1.60 | 0.8% | 16% |
| 20260902 | $3.65 | $1.85 | 0.8% | 16% |
| 20260901 | $3.67 | $2.12 | 0.8% | 4% |
| 20260831 | $3.75 | $1.40 | 0.7% | 0% |
| 20260828 | $3.52 | $1.88 | 0.9% | 26% |
| 20260827 | $3.65 | $1.85 | 0.9% | 24% |
| 20260826 | $3.83 | $2.02 | 0.8% | 17% |
| 20260825 | $4.07 | $2.25 | 0.8% | 14% |
| 20260824 | $4.12 | $1.57 | 0.8% | 15% |
| 20260821 | $4.42 | $1.85 | 0.9% | 35% |
| 20260820 | $4.35 | $2.05 | 0.8% | 16% |
| 20260819 | $4.50 | $2.35 | 0.9% | 24% |
| 20260818 | $3.55 | $2.12 | 0.8% | 17% |
| 20260817 | $3.88 | $1.50 | 0.9% | 29% |
| 20260814 | $3.65 | $1.70 | 0.7% | 2% |
| 20260813 | $3.78 | $1.98 | 0.7% | 0% |
| 20260812 | $3.80 | $2.20 | 0.8% | 0% |
| 20260811 | $3.75 | $2.20 | 0.8% | 13% |
| 20260810 | $4.03 | $1.67 | 0.8% | 0% |
| 20260806 | $4.50 | $2.83 | 0.8% | 14% |
| 20260805 | $5.95 | $4.38 | 0.9% | 38% |
| 20260804 | $6.15 | $4.40 | 0.9% | 40% |
| 20260803 | $6.10 | $3.75 | 1.0% | 54% |
| 20260731 | $5.60 | $4.00 | 1.0% | 46% |
| 20260730 | $5.53 | $3.90 | 1.0% | 55% |
| 20260729 | $5.53 | $3.98 | 1.0% | 58% |
| 20260728 | $5.75 | $4.05 | 1.0% | 53% |
| 20260727 | $5.70 | $2.00 | 1.0% | 59% |
| 20260724 | $5.10 | $2.20 | 1.0% | 58% |
| 20260723 | $5.30 | $2.30 | 1.0% | 56% |
| 20260722 | $5.40 | $2.70 | 1.0% | 56% |
| 20260721 | $5.80 | $2.92 | 1.0% | 58% |
| 20260720 | $5.75 | $2.27 | 1.0% | 61% |
| 20260716 | $6.17 | $3.00 | 1.0% | 62% |
| 20260715 | $6.17 | $3.10 | 1.0% | 56% |
| 20260714 | $5.65 | $3.02 | 1.0% | 46% |
| 20260713 | $5.85 | $2.02 | 1.0% | 47% |
| 20260710 | $5.58 | $2.33 | 1.0% | 46% |
| 20260709 | $5.67 | $2.62 | 0.9% | 37% |
| 20260708 | $5.62 | $2.73 | 0.9% | 34% |
| 20260707 | $5.80 | $3.00 | 0.9% | 37% |
| 20260706 | $6.12 | $2.20 | 0.9% | 39% |
| 20260702 | $4.80 | $2.50 | 0.8% | 18% |
| 20260701 | $4.95 | $2.73 | 0.9% | 34% |
| 20260630 | $5.38 | $3.03 | 0.9% | 30% |
| 20260629 | $5.55 | $1.88 | 1.0% | 47% |
| 20260626 | $4.80 | $2.17 | 0.8% | 14% |
| 20260625 | $4.70 | $2.22 | 0.9% | 30% |
| 20260624 | $4.80 | $2.38 | 0.8% | 20% |
| 20260623 | $4.68 | $2.73 | 0.9% | 35% |
| 20260622 | $4.85 | $1.90 | 0.8% | 21% |
| 20260618 | $4.38 | $2.20 | 0.8% | 5% |
| 20260617 | $4.15 | $2.27 | 0.9% | 31% |
| 20260616 | $4.25 | $2.65 | 0.8% | 9% |
| 20260615 | $4.53 | $1.67 | 0.9% | 30% |
| 20260613 | $4.00 | $1.90 | 0.8% | 10% |
| 20260612 | $4.15 | $1.62 | 0.8% | 12% |
| 20260611 | $4.05 | $2.27 | 0.8% | 11% |
| 20260610 | $4.45 | $2.52 | 0.8% | 17% |