WTFC (Wintrust Financial Corp)

Expected Move & Straddle Price History

The expected move for WTFC 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 WTFC Expected Move
30-Day Straddle
$10.98
7-Day Straddle
$6.30
Avg IV
0.4%
IV Rank
5%
Implied one-standard-deviation move through the next 30 days. Compare to WTFC'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.
WTFC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260603 $10.98 $6.30 0.4% 5%
20260602 $6.38 $6.38 0.7% 71%
20260601 $7.23 $7.23 0.7% 77%
20260529 $6.75 $6.75 0.7% 70%
20260528 $7.50 $7.50 0.7% 70%
20260527 $7.85 $7.85 0.6% 61%
20260526 $7.97 $7.97 0.6% 61%
20260522 $8.80 $8.80 0.6% 56%
20260521 $8.02 $8.02 0.6% 54%
20260520 $7.75 $7.75 0.6% 47%
20260519 $8.12 $8.12 0.6% 50%
20260518 $8.72 $8.72 0.6% 51%
20260515 $8.97 $2.27 0.6% 44%
20260514 $9.95 $3.80 0.6% 49%
20260513 $8.65 $3.73 0.5% 37%
20260512 $9.00 $4.62 0.5% 31%
20260511 $8.70 $4.60 0.5% 31%
20260510 $9.35 $5.03 0.4% 22%
20260508 $9.35 $5.03 0.4% 21%
20260507 $10.38 $4.90 0.4% 23%
20260506 $10.10 $5.55 0.5% 31%
20260505 $9.90 $4.95 0.5% 34%
20260504 $10.43 $5.75 0.4% 24%
20260502 $5.90 $5.90 0.6% 58%
20260501 $6.22 $6.22 0.6% 66%
20260430 $6.68 $6.68 0.6% 64%
20260429 $7.00 $7.00 0.6% 55%
20260428 $6.72 $6.72 0.8% 87%
20260427 $7.03 $7.03 0.6% 58%
20260424 $8.22 $8.22 0.6% 53%
20260423 $7.22 $7.22 0.6% 48%
20260422 $8.10 $8.10 0.5% 44%
20260421 $8.20 $8.20 0.6% 48%
20260420 $9.20 $9.20 0.5% 47%
20260417 $9.35 $3.38 0.5% 45%
20260416 $9.48 $3.40 0.5% 40%
20260415 $9.85 $3.98 0.5% 34%
20260414 $10.28 $3.62 0.5% 42%
20260413 $11.20 $4.90 0.5% 35%
20260410 $10.70 $5.10 0.5% 31%
20260409 $10.70 $6.18 0.4% 19%
20260408 $11.05 $5.93 0.5% 25%
20260407 $12.20 $5.68 0.5% 22%
20260406 $11.65 $6.38 0.5% 23%
20260402 $13.00 $7.53 0.5% 21%
20260401 $7.62 $7.62 0.6% 39%
20260331 $7.80 $7.80 0.6% 40%
20260330 $8.27 $8.27 0.6% 40%
20260327 $9.47 $9.47 0.6% 40%
20260326 $8.55 $8.55 0.6% 33%
20260325 $8.80 $8.80 0.5% 31%
20260324 $8.60 $8.60 0.5% 32%
20260323 $9.20 $9.20 0.5% 30%
20260320 $10.05 $3.85 0.5% 27%
20260319 $9.10 $4.42 0.5% 26%
20260318 $10.28 $5.15 0.5% 28%
20260317 $10.40 $4.55 0.5% 25%
20260316 $9.62 $4.75 0.5% 26%
20260313 $11.00 $4.25 0.5% 30%
20260312 $11.90 $6.95 0.5% 25%