WTI · Expected Move
W&T Offshore, Inc.
The expected move for WTI 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).
WTI 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 WTI Expected Move
30-Day Straddle
$0.65
7-Day Straddle
$0.65
30-Day ATM IV
73.4%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to WTI'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.
WTI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.65 | $0.65 | 73.4% | 21% |
| 20261021 | $0.65 | $0.65 | 71.6% | 16% |
| 20261020 | $0.65 | $0.65 | 70.2% | 12% |
| 20261019 | $0.60 | $0.60 | 72.0% | 17% |
| 20261016 | $0.73 | $1.07 | 75.4% | 26% |
| 20261015 | $0.65 | $0.23 | 70.4% | 13% |
| 20261014 | $0.70 | $0.20 | — | — |
| 20261013 | $0.73 | $0.30 | — | — |
| 20261012 | $0.75 | $0.35 | — | — |
| 20261009 | $0.70 | $0.33 | 71.6% | 16% |
| 20261008 | $0.77 | $0.38 | 73.9% | 22% |
| 20261007 | $0.70 | $0.28 | — | — |
| 20261006 | $0.72 | $0.38 | 73.8% | 22% |
| 20261005 | $0.73 | $0.38 | 71.8% | 17% |
| 20261002 | $0.42 | $0.42 | 74.5% | 24% |
| 20261001 | $0.43 | $0.43 | 73.2% | 20% |
| 20260930 | $0.40 | $0.40 | 78.7% | 35% |
| 20260929 | $0.43 | $0.43 | 71.7% | 16% |
| 20260928 | $0.50 | $0.50 | 78.0% | 33% |
| 20260925 | $0.50 | $0.50 | 75.8% | 27% |
| 20260924 | $0.60 | $0.60 | 76.2% | 28% |
| 20260923 | $0.55 | $0.55 | 72.2% | 17% |
| 20260922 | $0.53 | $0.53 | 71.9% | 16% |
| 20260921 | $0.57 | $0.57 | 71.0% | 14% |
| 20260918 | $0.68 | $0.23 | 75.9% | 25% |
| 20260917 | $0.65 | $0.17 | 73.4% | 19% |
| 20260916 | $0.73 | $0.25 | 81.0% | 38% |
| 20260915 | $0.72 | $0.28 | 73.6% | 20% |
| 20260914 | $0.70 | $0.32 | 74.4% | 20% |
| 20260911 | $0.78 | $0.30 | 76.6% | 24% |
| 20260910 | $0.85 | $0.38 | 81.6% | 35% |
| 20260909 | $0.78 | $0.38 | 76.2% | 23% |
| 20260908 | $0.75 | $0.38 | 73.4% | 17% |
| 20260904 | $0.82 | $0.40 | 65.5% | 0% |
| 20260903 | $0.80 | $0.43 | 73.5% | 17% |
| 20260902 | $0.47 | $0.47 | 73.5% | 17% |
| 20260901 | $0.47 | $0.47 | 67.9% | 5% |
| 20260831 | $0.50 | $0.50 | 75.5% | 21% |
| 20260828 | $0.48 | $0.48 | 70.7% | 11% |
| 20260827 | $0.53 | $0.53 | 72.9% | 16% |
| 20260826 | $0.50 | $0.50 | 74.8% | 19% |
| 20260825 | $0.52 | $0.52 | 71.7% | 13% |
| 20260824 | $0.52 | $0.52 | 65.6% | 0% |
| 20260821 | $0.72 | $0.10 | 81.4% | 23% |
| 20260820 | $0.72 | $0.17 | 81.1% | 22% |
| 20260819 | $0.77 | $0.20 | 78.4% | 15% |
| 20260818 | $0.78 | $0.30 | — | — |
| 20260817 | $0.70 | $0.40 | 78.5% | 16% |
| 20260814 | $0.68 | $0.38 | 88.7% | 39% |
| 20260813 | $0.75 | $0.33 | — | — |
| 20260812 | $0.70 | $0.40 | 71.8% | 0% |
| 20260811 | $0.92 | $0.53 | 82.8% | 9% |
| 20260810 | $0.97 | $0.55 | 91.3% | 33% |
| 20260807 | — | — | 85.4% | 16% |
| 20260806 | $0.80 | $0.52 | 92.0% | 35% |
| 20260805 | $0.52 | $0.52 | 90.7% | 29% |
| 20260804 | $0.55 | $0.55 | 92.2% | 32% |
| 20260803 | $0.60 | $0.60 | 98.5% | 39% |
| 20260731 | $0.65 | $0.65 | 99.2% | 40% |
| 20260730 | $0.60 | $0.60 | 87.5% | 15% |
More on WTI
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.