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
$15.35
7-Day Straddle
$15.35
Avg IV
0.6%
IV Rank
72%
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
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%
20260512 $18.45 $6.78 0.5% 30%
20260511 $18.85 $7.65 0.5% 32%
20260510 $18.80 $8.47 0.5% 24%
20260508 $18.80 $8.47 0.4% 17%
20260507 $18.55 $9.32 0.4% 11%
20260506 $20.65 $10.48 0.5% 20%
20260505 $21.25 $11.15 0.4% 14%
20260504 $20.35 $10.75 0.4% 14%
20260502 $12.60 $12.60 0.7% 74%
20260501 $12.70 $12.70 0.7% 70%
20260430 $13.35 $13.35 0.7% 73%
20260429 $20.10 $20.10 0.7% 64%
20260428 $19.20 $19.20 0.7% 67%
20260427 $17.60 $17.60 0.7% 68%
20260424 $20.35 $20.35 0.6% 58%
20260423 $21.65 $21.65 0.6% 54%
20260422 $21.50 $21.50 0.6% 54%
20260421 $21.40 $21.40 0.6% 55%
20260420 $20.40 $20.40 0.6% 47%
20260417 $22.20 $2.38 0.6% 47%
20260416 $22.30 $5.50 0.5% 41%
20260415 $22.75 $7.38 0.5% 43%
20260414 $21.80 $7.65 0.5% 42%
20260413 $22.45 $8.43 0.5% 39%
20260410 $23.55 $10.60 0.5% 37%
20260409 $22.55 $10.00 0.5% 34%
20260408 $23.30 $11.00 0.5% 35%
20260407 $25.30 $13.55 0.6% 50%
20260406 $23.65 $12.80 0.5% 31%
20260402 $23.85 $13.65 0.5% 28%