WSBF · Expected Move
Waterstone Financial, Inc.
The expected move for WSBF 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).
WSBF 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 WSBF Expected Move
30-Day Straddle
$2.85
7-Day Straddle
$2.58
30-Day ATM IV
36.4%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to WSBF'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.
WSBF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.85 | $2.58 | 36.4% | 22% |
| 20261106 | $3.48 | $4.93 | 50.3% | 48% |
| 20261105 | $3.90 | $3.53 | 77.8% | 100% |
| 20261104 | $2.28 | $2.28 | 44.5% | 53% |
| 20261103 | $3.75 | $3.75 | 53.4% | 76% |
| 20261102 | $3.70 | $3.70 | 28.5% | 10% |
| 20261030 | $3.80 | $3.80 | 32.5% | 21% |
| 20261029 | $2.42 | $2.42 | 43.6% | 50% |
| 20261028 | $2.95 | $2.95 | 36.8% | 32% |
| 20261027 | $3.00 | $3.00 | 43.1% | 49% |
| 20261026 | $3.90 | $3.90 | 30.3% | 15% |
| 20261023 | $4.90 | $4.90 | 26.2% | 4% |
| 20261022 | $2.97 | $2.97 | 38.9% | 33% |
| 20261021 | $3.10 | $3.10 | 33.0% | 20% |
| 20261020 | $1.57 | $1.57 | 40.5% | 37% |
| 20261019 | $2.77 | $2.77 | 29.4% | 11% |
| 20261016 | $2.08 | $1.52 | 47.9% | 54% |
| 20261015 | $1.92 | $1.55 | 30.9% | 15% |
| 20261014 | $2.83 | $2.10 | 54.9% | 71% |
| 20261013 | $2.60 | $1.67 | 52.1% | 64% |
| 20261012 | $2.00 | $2.42 | 46.7% | 52% |
| 20261009 | $3.15 | $1.85 | 51.8% | 63% |
| 20261008 | $2.15 | $1.85 | 35.5% | 25% |
| 20261007 | $2.55 | $2.10 | 38.8% | 33% |
| 20261006 | $2.90 | $2.17 | 55.3% | 72% |
| 20261005 | $2.90 | $2.48 | 25.3% | 1% |
| 20261002 | $2.28 | $2.28 | 27.2% | 6% |
| 20261001 | $2.23 | $2.23 | 33.2% | 20% |
| 20260930 | $2.53 | $2.53 | 28.4% | 9% |
| 20260929 | $3.70 | $3.70 | 24.7% | 0% |
| 20260928 | $3.70 | $3.70 | 25.5% | 0% |
| 20260925 | $3.10 | $3.10 | 40.6% | 35% |
| 20260924 | $3.70 | $3.70 | 44.2% | 44% |
| 20260923 | $2.92 | $2.92 | 60.6% | 83% |
| 20260922 | $3.95 | $3.95 | 62.4% | 88% |
| 20260921 | $3.85 | $3.85 | 42.4% | 39% |
| 20260918 | $3.85 | $1.35 | 42.6% | 40% |
| 20260917 | $3.95 | $3.12 | 52.5% | 64% |
| 20260916 | $2.98 | $2.35 | 62.1% | 87% |
| 20260915 | $3.00 | $2.52 | 58.9% | 79% |
| 20260914 | $2.98 | $2.88 | 35.0% | 21% |
| 20260911 | $3.10 | $2.58 | 51.7% | 62% |
| 20260910 | $3.23 | $4.00 | 50.5% | 59% |
| 20260909 | $1.95 | $3.73 | 52.0% | 62% |
| 20260908 | $2.75 | $2.25 | 33.0% | 16% |
| 20260904 | $4.30 | $3.17 | 57.4% | 76% |
| 20260903 | $2.00 | $2.58 | 40.0% | 33% |
| 20260902 | $2.48 | $2.48 | 42.3% | 39% |
| 20260901 | $2.42 | $2.42 | 52.5% | 64% |
| 20260831 | $2.25 | $2.25 | 45.6% | 47% |
| 20260828 | $2.55 | $2.55 | 37.1% | 26% |
| 20260827 | $2.00 | $2.00 | 36.7% | 25% |
| 20260826 | $2.27 | $2.27 | 42.1% | 38% |
| 20260825 | $2.00 | $2.00 | 38.4% | 26% |
| 20260824 | $2.88 | $2.88 | 54.6% | 61% |
| 20260821 | $2.55 | $2.40 | 40.6% | 31% |
| 20260820 | $2.45 | $1.88 | 34.5% | 18% |
| 20260819 | $2.23 | $2.38 | 39.6% | 28% |
| 20260818 | $2.98 | $2.40 | 26.4% | 0% |
| 20260817 | $2.48 | $2.40 | 43.0% | 36% |
More on WSBF
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.