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
$4.17
7-Day Straddle
$1.80
Avg IV
0.8%
IV Rank
15%
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 |
|---|---|---|---|---|
| 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% |
| 20260429 | $4.65 | $3.12 | 1.0% | 42% |
| 20260428 | $4.70 | $3.33 | 1.0% | 40% |
| 20260427 | $4.90 | $1.67 | 0.9% | 23% |
| 20260424 | $4.40 | $1.82 | 1.0% | 27% |
| 20260423 | $4.43 | $1.97 | 1.0% | 27% |
| 20260422 | $5.00 | $2.30 | 1.0% | 27% |
| 20260421 | $4.92 | $2.55 | 1.0% | 26% |
| 20260420 | $5.03 | $1.67 | 0.9% | 21% |
| 20260417 | $4.47 | $1.83 | 0.9% | 20% |
| 20260416 | $4.35 | $2.12 | 1.0% | 31% |
| 20260415 | $4.70 | $2.28 | 0.9% | 23% |
| 20260414 | $4.50 | $2.22 | 1.0% | 26% |
| 20260413 | $4.28 | $1.42 | 0.9% | 24% |
| 20260410 | $3.60 | $1.62 | 0.8% | 14% |
| 20260409 | $3.67 | $1.77 | 0.8% | 14% |
| 20260408 | $3.83 | $2.00 | 0.8% | 12% |
| 20260407 | $3.92 | $2.15 | 0.8% | 15% |
| 20260406 | $4.03 | $1.48 | 0.8% | 12% |
| 20260402 | $3.38 | $1.80 | 0.9% | 17% |
| 20260401 | $3.67 | $1.92 | 0.8% | 9% |
| 20260331 | $3.67 | $2.15 | 0.8% | 11% |
| 20260330 | $3.77 | $1.40 | 0.8% | 16% |
| 20260327 | $3.40 | $1.65 | 0.9% | 16% |
| 20260326 | $3.62 | $1.83 | 0.8% | 8% |
| 20260325 | $3.75 | $2.00 | 0.8% | 6% |
| 20260324 | $3.77 | $2.12 | 0.8% | 7% |
| 20260323 | $4.00 | $1.70 | 0.7% | 5% |
| 20260320 | $3.53 | $1.77 | 0.8% | 11% |
| 20260319 | $3.72 | $2.05 | 0.9% | 20% |
| 20260318 | $3.85 | $2.17 | 0.9% | 25% |
| 20260317 | $3.93 | $2.28 | 0.9% | 16% |