WVE (Wave Life Sciences Ltd. Ordinary Shares)

Expected Move & Straddle Price History

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).

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 WVE Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$0.47
Avg IV
2.4%
IV Rank
56%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260911 $1.23 $0.47 2.4% 56%
20260910 $1.30 $0.50 2.3% 53%
20260909 $1.18 $0.60 2.4% 57%
20260908 $1.15 $0.52 2.1% 45%
20260904 $1.25 $0.57 2.3% 52%
20260903 $1.07 $0.50 2.1% 44%
20260902 $0.50 $0.50 3.0% 83%
20260901 $0.73 $0.73 1.9% 35%
20260831 $0.55 $0.55 2.6% 66%
20260828 $0.50 $0.50 2.0% 41%
20260827 $0.62 $0.62 2.7% 70%
20260826 $0.68 $0.68 2.0% 38%
20260825 $1.07 $1.07 1.8% 32%
20260824 $1.25 $1.25 2.1% 43%
20260821 $1.32 $0.23 1.7% 28%
20260820 $0.90 $0.53 1.9% 37%
20260819 $1.42 $0.50 1.9% 36%
20260818 $0.93 $0.47 2.0% 41%
20260817 $0.75 $0.40 2.1% 43%
20260814 $0.97 $0.55 1.6% 24%
20260813 $0.95 $0.40 2.0% 39%
20260812 $2.02 $0.62 1.9% 35%
20260811 $1.77 $1.12 2.4% 55%
20260810 $1.25 $0.80 1.8% 26%
20260806 $1.32 $1.07 1.4% 11%
20260805 $0.82 $0.82 2.0% 33%
20260804 $0.77 $0.77 1.7% 23%
20260803 $0.95 $0.95 1.6% 19%
20260731 $0.97 $0.97 1.8% 28%
20260730 $0.97 $0.97 1.8% 26%
20260729 $1.10 $1.10 1.7% 23%
20260728 $1.07 $1.07 1.7% 22%
20260727 $1.27 $1.27 1.9% 30%
20260724 $1.05 $1.05 1.9% 32%
20260723 $1.12 $1.12 1.4% 12%
20260722 $1.20 $1.20 1.6% 21%
20260721 $1.15 $1.15 1.9% 30%
20260720 $0.80 $0.80 2.1% 37%
20260716 $1.30 $0.48 2.4% 48%
20260715 $1.42 $0.45 1.6% 21%
20260714 $1.38 $0.42 1.3% 9%
20260713 $1.10 $1.12 1.9% 32%
20260710 $1.52 $0.42 1.1% 1%
20260709 $1.65 $0.62 1.5% 14%
20260708 $2.58 $0.75 1.7% 25%
20260707 $3.12 $0.75 1.5% 15%
20260706 $3.17 $0.88 1.5% 15%
20260702 $0.75 $0.75 3.3% 81%
20260701 $0.88 $0.88 3.4% 85%
20260630 $1.00 $1.00 3.3% 80%
20260629 $1.07 $1.07 3.3% 81%
20260626 $0.93 $0.93 3.0% 71%
20260625 $1.12 $1.12 3.1% 72%
20260624 $0.93 $0.93 3.0% 69%
20260623 $1.12 $1.12 2.9% 65%
20260622 $0.82 $0.82 2.7% 57%
20260618 $0.95 $0.50 2.7% 58%
20260617 $1.08 $0.35 2.5% 53%
20260616 $1.07 $0.47 2.6% 54%
20260615 $2.25 $0.38 2.5% 50%