WSM · Expected Move
Williams-Sonoma, Inc.
The expected move for WSM 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).
WSM 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 WSM Expected Move
30-Day Straddle
$29.20
7-Day Straddle
$12.10
30-Day ATM IV
42.2%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to WSM'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.
WSM Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $29.20 | $12.10 | 42.2% | 62% |
| 20261002 | $12.55 | $12.55 | 40.2% | 49% |
| 20261001 | $13.85 | $13.85 | 40.3% | 49% |
| 20260930 | $13.85 | $13.85 | 40.3% | 49% |
| 20260929 | $14.20 | $14.20 | 39.9% | 34% |
| 20260928 | $14.85 | $14.85 | 40.7% | 37% |
| 20260925 | $15.65 | $15.65 | 38.1% | 23% |
| 20260924 | $16.00 | $16.00 | 38.4% | 25% |
| 20260923 | $16.70 | $16.70 | 38.6% | 26% |
| 20260922 | $17.25 | $17.25 | 38.0% | 23% |
| 20260921 | $17.35 | $17.35 | 38.1% | 24% |
| 20260918 | $17.75 | $3.72 | 35.1% | 9% |
| 20260917 | $17.45 | $4.92 | 35.6% | 12% |
| 20260916 | $19.15 | $7.12 | 38.1% | 23% |
| 20260915 | $19.80 | $7.47 | 38.2% | 24% |
| 20260914 | $19.65 | $8.20 | 36.2% | 15% |
| 20260911 | $18.90 | $9.00 | 33.6% | 3% |
| 20260910 | $20.30 | $10.60 | 35.8% | 13% |
| 20260909 | $20.15 | $11.15 | 35.1% | 10% |
| 20260908 | $21.25 | $12.05 | 36.3% | 15% |
| 20260904 | $21.00 | $12.20 | 33.7% | 3% |
| 20260903 | $20.30 | $12.20 | 33.2% | 1% |
| 20260902 | $12.85 | $12.85 | 33.9% | 4% |
| 20260901 | $13.55 | $13.55 | 34.4% | 6% |
| 20260831 | $14.35 | $14.35 | 34.7% | 7% |
| 20260828 | $15.50 | $15.50 | 33.1% | 0% |
| 20260827 | $15.90 | $15.90 | 33.7% | 2% |
| 20260826 | $17.05 | $17.05 | 34.6% | 6% |
| 20260825 | $24.15 | $24.15 | 46.9% | 64% |
| 20260824 | $23.30 | $23.30 | 45.1% | 56% |
| 20260821 | $25.20 | $2.92 | 46.8% | 64% |
| 20260820 | $25.55 | $5.50 | 46.9% | 64% |
| 20260819 | $26.45 | $5.65 | 47.6% | 68% |
| 20260818 | $25.95 | $7.75 | 46.3% | 61% |
| 20260817 | $25.85 | $8.50 | 45.8% | 59% |
| 20260814 | $27.05 | $9.70 | 44.9% | 55% |
| 20260813 | $28.30 | $13.60 | 45.9% | 60% |
| 20260812 | $28.20 | $15.00 | 45.2% | 56% |
| 20260811 | $29.45 | $14.80 | 45.7% | 59% |
| 20260810 | $30.60 | $15.40 | 46.2% | 61% |
| 20260807 | — | — | 44.4% | 53% |
| 20260806 | $31.40 | $17.35 | 45.2% | 56% |
| 20260805 | $17.40 | $17.40 | 44.7% | 54% |
| 20260804 | $19.20 | $19.20 | 47.7% | 68% |
| 20260803 | $17.40 | $17.40 | 44.2% | 51% |
| 20260731 | $17.55 | $17.55 | 42.7% | 44% |
| 20260730 | $18.70 | $18.70 | 42.4% | 43% |
| 20260729 | $19.15 | $19.15 | 41.9% | 41% |
| 20260728 | $19.35 | $19.35 | 42.4% | 43% |
| 20260727 | $19.95 | $19.95 | 41.9% | 40% |
| 20260724 | $19.20 | $19.20 | 39.0% | 26% |
| 20260723 | $19.20 | $19.20 | 39.6% | 25% |
| 20260722 | $19.50 | $19.50 | 40.5% | 29% |
| 20260721 | $19.90 | $19.90 | 38.7% | 22% |
| 20260720 | $20.85 | $20.85 | 38.6% | 21% |
| 20260716 | $20.70 | $5.30 | 36.1% | 11% |
| 20260715 | $21.00 | $6.90 | 36.2% | 12% |
| 20260714 | $21.70 | $6.43 | 38.5% | 21% |
| 20260713 | $23.05 | $8.57 | 39.7% | 26% |
| 20260710 | $22.95 | $8.80 | 37.7% | 17% |
More on WSM
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.