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
$11.55
7-Day Straddle
$3.17
Avg IV
0.3%
IV Rank
0%
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
20260716 $11.55 $3.17 0.3% 0%
20260715 $12.05 $4.30 0.4% 6%
20260714 $12.85 $5.35 0.4% 1%
20260713 $12.65 $5.03 0.4% 7%
20260710 $13.50 $5.55 0.4% 6%
20260709 $13.05 $5.50 0.4% 2%
20260708 $12.90 $6.72 0.4% 1%
20260707 $12.55 $4.78 0.4% 1%
20260706 $12.70 $5.92 0.4% 0%
20260702 $5.53 $5.53 0.5% 37%
20260701 $6.08 $6.08 0.5% 37%
20260630 $6.58 $6.58 0.5% 30%
20260629 $7.33 $7.33 0.5% 29%
20260626 $7.92 $7.92 0.5% 19%
20260625 $7.20 $7.20 0.5% 24%
20260624 $7.53 $7.53 0.5% 20%
20260623 $7.95 $7.95 0.4% 17%
20260622 $8.18 $8.18 0.4% 18%
20260618 $8.15 $2.73 0.4% 13%
20260617 $8.22 $3.27 0.4% 7%
20260616 $8.97 $4.88 0.4% 15%
20260615 $9.50 $4.65 0.4% 6%
20260613 $10.22 $3.95 0.4% 8%
20260612 $10.45 $4.10 0.4% 8%
20260611 $10.40 $4.30 0.4% 6%
20260610 $10.22 $4.75 0.4% 6%
20260609 $9.95 $5.10 0.4% 4%
20260608 $11.27 $6.43 0.4% 4%
20260605 $11.10 $6.05 0.4% 0%
20260604 $10.40 $6.12 0.4% 3%
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%