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
$5.30
7-Day Straddle
$2.30
Avg IV
1.0%
IV Rank
56%
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
Date30D Straddle7D StraddleAvg IVIV Rank
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%
20260609 $4.58 $2.55 0.8% 11%
20260608 $4.17 $1.80 0.8% 15%
20260605 $4.00 $2.12 0.9% 21%
20260604 $4.33 $2.33 0.8% 18%
20260603 $4.20 $2.45 0.8% 13%
20260602 $4.57 $2.77 0.8% 17%
20260601 $4.45 $1.80 0.9% 32%
20260529 $4.10 $2.02 0.9% 29%
20260528 $4.35 $2.30 0.9% 24%
20260527 $4.42 $2.58 0.8% 18%
20260526 $4.70 $2.85 0.9% 35%
20260522 $3.85 $1.92 0.9% 26%
20260521 $3.95 $1.90 0.9% 27%
20260520 $4.22 $2.30 0.9% 34%
20260519 $4.28 $2.80 0.9% 30%
20260518 $6.07 $4.40 1.0% 38%
20260515 $5.50 $3.97 0.9% 37%
20260514 $5.72 $4.80 1.1% 60%
20260513 $5.80 $4.75 1.0% 46%
20260512 $5.90 $4.70 1.1% 63%
20260511 $6.82 $2.38 1.2% 79%
20260510 $5.75 $2.40 1.0% 50%
20260508 $5.50 $2.40 1.0% 46%
20260507 $5.68 $2.83 1.0% 48%
20260506 $4.93 $3.48 1.0% 51%
20260505 $4.92 $3.33 1.0% 51%
20260504 $4.72 $2.83 1.0% 47%
20260502 $4.80 $3.12 1.1% 56%
20260501 $4.75 $3.12 1.0% 52%
20260430 $4.65 $3.10 1.0% 41%