WVE · Expected Move
Wave Life Sciences Ltd. Ordinary Shares
The expected move for WVE 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).
WVE 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 WVE Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to WVE'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.
WVE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.83 | $1.83 | — | — |
| 20261023 | $1.30 | $1.30 | 164.1% | 30% |
| 20261022 | $1.00 | $1.00 | 158.2% | 28% |
| 20261021 | $1.10 | $1.10 | 162.0% | 30% |
| 20261020 | $3.10 | $3.10 | — | — |
| 20261019 | $1.10 | $1.10 | 144.6% | 24% |
| 20261016 | $2.98 | $0.93 | 395.3% | 100% |
| 20261015 | $1.10 | $0.43 | — | — |
| 20261014 | $1.20 | $0.50 | 156.9% | 60% |
| 20261013 | $1.20 | $0.75 | 144.9% | 52% |
| 20261012 | $1.62 | $0.62 | — | — |
| 20261009 | $1.12 | $0.60 | — | — |
| 20261008 | $0.90 | $0.62 | 113.8% | 32% |
| 20261007 | $2.68 | $0.72 | 191.0% | 82% |
| 20261006 | $1.25 | $0.95 | 124.4% | 39% |
| 20261005 | $1.30 | $0.82 | 125.2% | 40% |
| 20261002 | $0.70 | $0.70 | 119.1% | 36% |
| 20261001 | $0.50 | $0.50 | 113.8% | 32% |
| 20260930 | $0.95 | $0.95 | 151.7% | 57% |
| 20260929 | $0.82 | $0.82 | 128.4% | 42% |
| 20260928 | $0.60 | $0.60 | 118.8% | 36% |
| 20260925 | $1.12 | $1.12 | 206.1% | 92% |
| 20260924 | $0.80 | $0.80 | 102.2% | 25% |
| 20260923 | $1.23 | $1.23 | 218.3% | 100% |
| 20260922 | $0.82 | $0.82 | 102.1% | 29% |
| 20260921 | $1.20 | $1.20 | 115.6% | 39% |
| 20260918 | $1.08 | $0.50 | 116.5% | 40% |
| 20260917 | $1.10 | $0.65 | 106.9% | 33% |
| 20260916 | $1.27 | $0.45 | 107.3% | 33% |
| 20260915 | $1.15 | $0.38 | 109.7% | 35% |
| 20260914 | $1.38 | $0.60 | 115.3% | 39% |
| 20260911 | $1.23 | $0.47 | 91.7% | 21% |
| 20260910 | $1.30 | $0.50 | 93.0% | 22% |
| 20260909 | $1.18 | $0.60 | 99.4% | 27% |
| 20260908 | $1.15 | $0.52 | 91.0% | 21% |
| 20260904 | $1.25 | $0.57 | 73.4% | 7% |
| 20260903 | $1.07 | $0.50 | 86.9% | 18% |
| 20260902 | $0.50 | $0.50 | 97.2% | 25% |
| 20260901 | $0.73 | $0.73 | 86.0% | 17% |
| 20260831 | $0.55 | $0.55 | 78.7% | 11% |
| 20260828 | $0.50 | $0.50 | 63.9% | 0% |
| 20260827 | $0.62 | $0.62 | 77.2% | 10% |
| 20260826 | $0.68 | $0.68 | 75.2% | 9% |
| 20260825 | $1.07 | $1.07 | 91.3% | 21% |
| 20260824 | $1.25 | $1.25 | 100.1% | 28% |
| 20260821 | $1.32 | $0.23 | 79.8% | 13% |
| 20260820 | $0.90 | $0.53 | 69.6% | 5% |
| 20260819 | $1.42 | $0.50 | 100.2% | 28% |
| 20260818 | $0.93 | $0.47 | 78.4% | 12% |
| 20260817 | $0.75 | $0.40 | 64.3% | 1% |
| 20260814 | $0.97 | $0.55 | 75.9% | 10% |
| 20260813 | $0.95 | $0.40 | 86.0% | 17% |
| 20260812 | $2.02 | $0.62 | — | — |
| 20260811 | $1.77 | $1.12 | 159.5% | 73% |
| 20260810 | $1.25 | $0.80 | 82.7% | 15% |
| 20260807 | — | — | 83.4% | 15% |
| 20260806 | $1.32 | $1.07 | 87.0% | 18% |
| 20260805 | $0.82 | $0.82 | 75.3% | 9% |
| 20260804 | $0.77 | $0.77 | 66.0% | 2% |
| 20260803 | $0.95 | $0.95 | 75.8% | 10% |
More on WVE
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.