WTFC · Expected Move
Wintrust Financial Corp
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).
WTFC 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 WTFC Expected Move
30-Day Straddle
$10.25
7-Day Straddle
$2.75
30-Day ATM IV
28.5%
IV Rank
85%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.25 | $2.75 | 28.5% | 85% |
| 20261015 | $10.07 | $2.58 | 28.3% | 83% |
| 20261014 | $10.73 | $3.33 | 29.7% | 96% |
| 20261013 | $11.30 | $4.38 | 29.6% | 95% |
| 20261012 | $10.90 | $4.08 | 28.9% | 88% |
| 20261009 | $11.30 | $4.97 | 28.7% | 86% |
| 20261008 | $11.95 | $4.82 | 29.9% | 97% |
| 20261007 | $11.75 | $5.45 | 29.1% | 90% |
| 20261006 | $12.00 | $5.15 | 29.3% | 92% |
| 20261005 | $11.85 | $5.38 | 28.5% | 85% |
| 20261002 | $5.38 | $5.38 | 27.4% | 75% |
| 20261001 | $5.45 | $5.45 | 26.9% | 70% |
| 20260930 | $6.80 | $6.80 | 27.1% | 72% |
| 20260929 | $6.85 | $6.85 | 27.4% | 75% |
| 20260928 | $6.97 | $6.97 | 27.1% | 72% |
| 20260925 | $7.25 | $7.25 | 25.2% | 56% |
| 20260924 | $7.88 | $7.88 | 27.6% | 77% |
| 20260923 | $7.75 | $7.75 | 26.9% | 70% |
| 20260922 | $7.90 | $7.90 | 26.7% | 69% |
| 20260921 | $8.40 | $8.40 | 25.5% | 58% |
| 20260918 | $8.12 | $3.77 | 24.5% | 49% |
| 20260917 | $7.88 | $2.95 | 24.3% | 48% |
| 20260916 | $7.97 | $4.62 | 23.4% | 40% |
| 20260915 | $9.03 | $4.17 | 25.0% | 54% |
| 20260914 | $8.98 | $3.50 | 23.5% | 41% |
| 20260911 | $9.20 | $4.33 | 23.5% | 40% |
| 20260910 | $9.55 | $4.35 | 24.9% | 52% |
| 20260909 | $9.57 | $4.55 | 24.7% | 51% |
| 20260908 | $10.35 | $5.45 | 24.6% | 50% |
| 20260904 | $9.12 | $5.17 | 22.1% | 28% |
| 20260903 | $9.53 | $5.35 | 22.3% | 30% |
| 20260902 | $6.08 | $6.08 | 22.6% | 33% |
| 20260901 | $6.15 | $6.15 | 24.7% | 51% |
| 20260831 | $6.12 | $6.12 | 23.0% | 36% |
| 20260828 | $6.45 | $6.45 | 22.2% | 29% |
| 20260827 | $6.38 | $6.38 | 22.2% | 29% |
| 20260826 | $6.60 | $6.60 | 22.4% | 31% |
| 20260825 | $6.78 | $6.78 | 22.4% | 31% |
| 20260824 | $7.33 | $7.33 | 21.6% | 23% |
| 20260821 | $7.18 | $3.23 | 21.3% | 21% |
| 20260820 | $7.45 | $3.60 | 21.7% | 24% |
| 20260819 | $7.62 | $3.40 | 21.7% | 24% |
| 20260818 | $6.97 | $3.42 | 18.9% | 0% |
| 20260817 | $8.35 | $3.55 | 21.3% | 3% |
| 20260814 | $9.07 | $4.60 | 21.0% | 0% |
| 20260813 | $9.12 | $4.90 | 21.4% | 0% |
| 20260812 | $9.50 | $4.83 | 22.3% | 4% |
| 20260811 | $9.38 | $5.50 | 21.8% | 0% |
| 20260810 | $8.90 | $5.00 | 22.2% | 0% |
| 20260807 | — | — | 22.3% | 0% |
| 20260806 | $11.12 | $6.90 | 24.6% | 16% |
| 20260805 | $6.47 | $6.47 | 25.5% | 24% |
| 20260804 | $6.75 | $6.75 | 24.8% | 18% |
| 20260803 | $7.08 | $7.08 | 25.2% | 21% |
| 20260731 | $7.12 | $7.12 | 25.4% | 23% |
| 20260730 | $7.50 | $7.50 | 24.8% | 18% |
| 20260729 | $7.80 | $7.80 | 25.5% | 24% |
| 20260728 | $8.30 | $8.30 | 25.5% | 24% |
| 20260727 | $9.05 | $9.05 | 27.2% | 37% |
| 20260724 | $9.28 | $9.28 | 26.2% | 29% |
More on WTFC
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.