WRBY · Expected Move
Warby Parker Inc.
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).
WRBY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current WRBY Expected Move
30-Day Straddle
$5.12
7-Day Straddle
$2.58
30-Day ATM IV
87.3%
IV Rank
66%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.12 | $2.58 | 87.3% | 66% |
| 20261021 | $5.35 | $2.27 | 91.1% | 75% |
| 20261020 | $5.42 | $2.70 | 92.0% | 77% |
| 20261019 | $5.22 | $1.67 | 90.8% | 74% |
| 20261016 | $4.70 | $1.85 | 89.8% | 71% |
| 20261015 | $5.15 | $2.20 | 90.5% | 73% |
| 20261014 | $4.92 | $2.42 | 86.8% | 64% |
| 20261013 | $5.50 | $2.67 | 87.3% | 66% |
| 20261012 | $5.28 | $1.68 | 87.2% | 65% |
| 20261009 | $4.95 | $1.88 | 87.3% | 66% |
| 20261008 | $4.80 | $2.10 | 85.0% | 60% |
| 20261007 | $4.58 | $2.28 | 79.7% | 48% |
| 20261006 | $4.97 | $2.55 | 80.1% | 49% |
| 20261005 | $5.15 | $1.68 | 78.9% | 46% |
| 20261002 | $4.12 | $2.05 | 72.6% | 31% |
| 20261001 | $4.50 | $2.30 | 73.2% | 32% |
| 20260930 | $4.50 | $2.67 | 70.3% | 25% |
| 20260929 | $4.68 | $2.88 | 72.9% | 32% |
| 20260928 | $4.03 | $1.80 | 69.3% | 23% |
| 20260925 | $4.00 | $2.12 | 66.2% | 16% |
| 20260924 | $3.83 | $2.17 | 65.1% | 13% |
| 20260923 | $3.45 | $2.02 | 64.5% | 12% |
| 20260922 | $3.40 | $2.02 | 64.0% | 11% |
| 20260921 | $3.55 | $1.57 | 64.3% | 11% |
| 20260918 | $3.15 | $1.73 | 63.6% | 10% |
| 20260917 | $3.50 | $1.82 | 62.7% | 7% |
| 20260916 | $3.70 | $1.95 | 65.6% | 14% |
| 20260915 | $3.57 | $2.33 | 64.2% | 11% |
| 20260914 | $3.90 | $1.45 | 63.9% | 10% |
| 20260911 | $3.47 | $1.70 | 63.1% | 8% |
| 20260910 | $3.55 | $1.90 | 64.9% | 13% |
| 20260909 | $3.55 | $1.95 | 61.7% | 5% |
| 20260908 | $3.72 | $2.23 | 64.4% | 11% |
| 20260904 | $3.45 | $1.62 | 63.6% | 10% |
| 20260903 | $3.27 | $1.60 | 61.7% | 5% |
| 20260902 | $3.65 | $1.85 | 66.6% | 17% |
| 20260901 | $3.67 | $2.12 | 65.5% | 14% |
| 20260831 | $3.75 | $1.40 | 63.6% | 10% |
| 20260828 | $3.52 | $1.88 | 64.4% | 12% |
| 20260827 | $3.65 | $1.85 | 64.6% | 12% |
| 20260826 | $3.83 | $2.02 | 65.7% | 15% |
| 20260825 | $4.07 | $2.25 | 67.7% | 19% |
| 20260824 | $4.12 | $1.57 | 66.1% | 16% |
| 20260821 | $4.42 | $1.85 | 65.4% | 14% |
| 20260820 | $4.35 | $2.05 | 64.7% | 12% |
| 20260819 | $4.50 | $2.35 | 65.1% | 13% |
| 20260818 | $3.55 | $2.12 | 59.5% | 0% |
| 20260817 | $3.88 | $1.50 | 63.6% | 0% |
| 20260814 | $3.65 | $1.70 | 64.5% | 0% |
| 20260813 | $3.78 | $1.98 | 64.8% | 1% |
| 20260812 | $3.80 | $2.20 | 64.4% | 0% |
| 20260811 | $3.75 | $2.20 | 64.8% | 1% |
| 20260810 | $4.03 | $1.67 | 66.1% | 4% |
| 20260807 | — | — | 64.5% | 0% |
| 20260806 | $4.50 | $2.83 | 75.4% | 17% |
| 20260805 | $5.95 | $4.38 | 89.3% | 61% |
| 20260804 | $6.15 | $4.40 | 88.7% | 59% |
| 20260803 | $6.10 | $3.75 | 91.9% | 69% |
| 20260731 | $5.60 | $4.00 | 93.6% | 75% |
| 20260730 | $5.53 | $3.90 | 94.5% | 78% |
More on WRBY
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.