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
$22.30
7-Day Straddle
$13.35
Avg IV
0.5%
IV Rank
24%
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
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%
20260630 $13.65 $13.65 0.7% 93%
20260629 $13.90 $13.90 0.7% 100%
20260626 $14.90 $14.90 0.7% 92%
20260625 $14.85 $14.85 0.7% 82%
20260624 $15.35 $15.35 0.6% 72%
20260623 $15.10 $15.10 0.6% 70%
20260622 $16.20 $16.20 0.6% 70%
20260618 $17.50 $5.65 0.6% 57%
20260617 $17.35 $4.60 0.6% 48%
20260616 $17.80 $6.12 0.5% 29%
20260615 $17.10 $7.40 0.5% 43%
20260613 $19.75 $10.03 0.5% 44%
20260612 $19.65 $9.62 0.5% 42%
20260611 $20.10 $10.05 0.5% 33%
20260610 $21.05 $11.07 0.5% 33%
20260609 $20.80 $10.45 0.5% 39%
20260608 $20.80 $11.75 0.5% 30%
20260605 $21.95 $13.00 0.5% 28%
20260604 $19.60 $12.30 0.5% 31%
20260603 $21.45 $13.25 0.5% 29%
20260602 $13.90 $13.90 0.6% 79%
20260601 $14.30 $14.30 0.6% 82%
20260529 $14.35 $14.35 0.6% 77%
20260528 $14.95 $14.95 0.6% 57%
20260527 $15.90 $15.90 0.6% 54%
20260526 $17.25 $17.25 0.7% 84%
20260522 $15.90 $15.90 0.5% 35%
20260521 $16.80 $16.80 0.5% 32%
20260520 $17.45 $17.45 0.5% 46%
20260519 $17.65 $17.65 0.5% 40%
20260518 $17.05 $17.05 0.5% 39%
20260515 $17.35 $3.30 0.5% 41%
20260514 $17.50 $4.45 0.5% 34%
20260513 $19.00 $6.35 0.5% 42%