WTW (Willis Towers Watson Public Limited Company Ordinary Shares)

Expected Move & Straddle Price History

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).

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 WTW Expected Move
30-Day Straddle
$14.20
7-Day Straddle
$14.20
Avg IV
0.5%
IV Rank
36%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $14.20 $14.20 0.5% 36%
20260924 $14.60 $14.60 0.6% 56%
20260923 $14.60 $14.60 0.5% 40%
20260922 $15.70 $15.70 0.6% 57%
20260921 $16.30 $16.30 0.6% 53%
20260918 $17.00 $2.35 0.6% 48%
20260917 $17.60 $5.17 0.6% 52%
20260916 $18.15 $7.15 0.6% 43%
20260915 $18.80 $7.28 0.6% 47%
20260914 $19.25 $8.35 0.5% 33%
20260911 $20.45 $8.95 0.5% 29%
20260910 $20.65 $10.12 0.6% 46%
20260909 $21.00 $10.90 0.6% 47%
20260908 $21.00 $11.25 0.5% 40%
20260904 $20.80 $12.32 0.5% 24%
20260903 $21.85 $12.80 0.6% 45%
20260902 $13.50 $13.50 0.7% 63%
20260901 $13.57 $13.57 0.6% 55%
20260831 $14.05 $14.05 0.6% 59%
20260828 $15.40 $15.40 0.6% 56%
20260827 $15.15 $15.15 0.6% 43%
20260826 $15.90 $15.90 0.6% 54%
20260825 $16.75 $16.75 0.6% 50%
20260824 $17.05 $17.05 0.6% 46%
20260821 $17.60 $3.42 0.5% 41%
20260820 $18.00 $5.10 0.5% 29%
20260819 $18.55 $7.72 0.5% 35%
20260818 $18.45 $7.30 0.5% 36%
20260817 $18.60 $7.95 0.5% 28%
20260814 $18.30 $9.57 0.5% 30%
20260813 $19.60 $10.27 0.5% 27%
20260812 $20.20 $9.95 0.4% 17%
20260811 $20.85 $11.68 0.5% 26%
20260810 $22.30 $13.35 0.5% 24%
20260806 $24.45 $15.10 0.4% 0%
20260805 $14.05 $14.05 0.8% 100%
20260804 $15.05 $15.05 0.8% 98%
20260803 $15.80 $15.80 0.8% 100%
20260731 $17.55 $17.55 0.8% 100%
20260730 $18.70 $18.70 0.7% 97%
20260729 $24.75 $24.75 0.7% 100%
20260728 $26.20 $26.20 0.6% 71%
20260727 $25.45 $25.45 0.6% 72%
20260724 $25.15 $25.15 0.6% 63%
20260723 $25.35 $25.35 0.6% 63%
20260722 $25.50 $25.50 0.6% 63%
20260721 $24.85 $24.85 0.5% 45%
20260720 $25.95 $25.95 0.6% 49%
20260716 $26.85 $6.45 0.5% 40%
20260715 $26.10 $8.97 0.5% 39%
20260714 $25.80 $7.95 0.5% 40%
20260713 $26.90 $8.90 0.5% 34%
20260710 $26.85 $9.40 0.5% 30%
20260709 $26.40 $10.15 0.5% 24%
20260708 $27.80 $11.35 0.5% 31%
20260707 $28.60 $12.50 0.5% 32%
20260706 $28.55 $12.30 0.5% 23%
20260702 $13.60 $13.60 0.7% 85%
20260701 $12.80 $12.80 0.6% 79%