WTW · Expected Move
Willis Towers Watson Public Limited Company Ordinary Shares
The expected move for WTW 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).
WTW 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 WTW Expected Move
30-Day Straddle
$22.80
7-Day Straddle
$13.05
30-Day ATM IV
26.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to WTW'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.
WTW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $22.80 | $13.05 | 26.8% | 27% |
| 20261106 | $23.85 | $15.25 | 27.3% | 30% |
| 20261105 | $24.95 | $16.40 | 27.6% | 32% |
| 20261104 | $15.50 | $15.50 | 26.1% | 23% |
| 20261103 | $16.00 | $16.00 | 26.9% | 28% |
| 20261102 | $16.75 | $16.75 | 26.9% | 28% |
| 20261030 | $16.90 | $16.90 | 26.5% | 25% |
| 20261029 | $16.90 | $16.90 | 26.5% | 25% |
| 20261028 | $22.65 | $22.65 | 32.2% | 60% |
| 20261027 | $23.60 | $23.60 | 34.0% | 71% |
| 20261026 | $24.75 | $24.75 | 33.7% | 69% |
| 20261023 | $24.75 | $24.75 | 33.4% | 67% |
| 20261022 | $26.65 | $26.65 | 33.9% | 71% |
| 20261021 | $23.65 | $23.65 | 32.2% | 60% |
| 20261020 | $23.60 | $23.60 | 31.9% | 58% |
| 20261019 | $24.35 | $24.35 | 31.7% | 57% |
| 20261016 | $24.00 | $5.90 | 30.4% | 49% |
| 20261015 | $24.05 | $4.55 | 31.0% | 53% |
| 20261014 | $24.05 | $6.20 | 31.5% | 56% |
| 20261013 | $24.15 | $7.12 | 31.5% | 56% |
| 20261012 | $23.90 | $7.53 | 30.6% | 50% |
| 20261009 | $25.50 | $9.30 | 30.8% | 52% |
| 20261008 | $25.90 | $9.45 | 31.2% | 54% |
| 20261007 | $25.75 | $9.45 | 31.3% | 55% |
| 20261006 | $25.45 | $9.78 | 30.2% | 48% |
| 20261005 | $24.80 | $10.38 | 29.5% | 44% |
| 20261002 | $11.30 | $11.30 | 29.0% | 41% |
| 20261001 | $12.30 | $12.30 | 29.6% | 44% |
| 20260930 | $12.35 | $12.35 | 28.9% | 40% |
| 20260929 | $12.85 | $12.85 | 29.0% | 40% |
| 20260928 | $12.85 | $12.85 | 28.3% | 37% |
| 20260925 | $14.05 | $14.05 | 27.0% | 28% |
| 20260924 | $14.60 | $14.60 | 27.2% | 29% |
| 20260923 | $14.60 | $14.60 | 26.7% | 26% |
| 20260922 | $15.70 | $15.70 | 27.1% | 29% |
| 20260921 | $16.30 | $16.30 | 26.5% | 25% |
| 20260918 | $17.00 | $2.35 | 24.9% | 16% |
| 20260917 | $17.60 | $5.17 | 25.0% | 16% |
| 20260916 | $18.15 | $7.15 | 25.1% | 17% |
| 20260915 | $18.80 | $7.28 | 24.9% | 16% |
| 20260914 | $19.25 | $8.35 | 24.6% | 14% |
| 20260911 | $20.45 | $8.95 | 25.4% | 19% |
| 20260910 | $20.65 | $10.12 | 25.5% | 19% |
| 20260909 | $21.00 | $10.90 | 26.0% | 22% |
| 20260908 | $21.00 | $11.25 | 24.3% | 12% |
| 20260904 | $20.80 | $12.32 | 22.7% | 2% |
| 20260903 | $21.85 | $12.80 | 23.1% | 4% |
| 20260902 | $13.50 | $13.50 | 23.7% | 8% |
| 20260901 | $13.57 | $13.57 | 23.4% | 7% |
| 20260831 | $14.05 | $14.05 | 23.5% | 7% |
| 20260828 | $15.40 | $15.40 | 22.7% | 2% |
| 20260827 | $15.15 | $15.15 | 23.4% | 7% |
| 20260826 | $15.90 | $15.90 | 23.2% | 5% |
| 20260825 | $16.75 | $16.75 | 23.9% | 10% |
| 20260824 | $17.05 | $17.05 | 23.7% | 8% |
| 20260821 | $17.60 | $3.42 | 23.2% | 5% |
| 20260820 | $18.00 | $5.10 | 23.4% | 7% |
| 20260819 | $18.55 | $7.72 | 23.3% | 6% |
| 20260818 | $18.45 | $7.30 | 24.0% | 10% |
| 20260817 | $18.60 | $7.95 | 23.6% | 8% |
More on WTW
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.