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
$1.42
7-Day Straddle
$0.77
Avg IV
2.3%
IV Rank
46%
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
20260613 $1.42 $0.77 2.3% 46%
20260612 $1.42 $0.77 2.3% 46%
20260611 $1.50 $0.65 2.4% 48%
20260610 $1.35 $0.75 2.3% 45%
20260609 $3.38 $0.78 2.1% 39%
20260608 $1.18 $0.53 2.1% 39%
20260605 $1.35 $0.85 2.2% 41%
20260604 $1.45 $0.92 2.3% 43%
20260603 $1.50 $0.98 2.0% 35%
20260602 $0.85 $0.85 2.1% 35%
20260601 $0.93 $0.93 1.9% 30%
20260529 $0.90 $0.90 2.0% 35%
20260528 $1.05 $1.05 1.5% 15%
20260527 $1.60 $1.60 1.6% 21%
20260526 $1.00 $1.00 1.5% 15%
20260522 $0.82 $0.82 1.4% 11%
20260521 $1.07 $1.07 1.4% 13%
20260520 $1.10 $1.10 1.7% 23%
20260519 $1.15 $1.15 1.9% 31%
20260518 $1.55 $1.55 1.6% 21%
20260515 $1.68 $0.38 1.4% 13%
20260514 $1.82 $0.33 1.5% 17%
20260513 $2.35 $0.47 1.3% 8%
20260512 $2.08 $0.43 1.7% 24%
20260511 $1.75 $0.53 1.5% 17%
20260510 $2.02 $0.72 1.3% 13%
20260508 $2.02 $0.72 1.4% 17%
20260507 $1.70 $1.20 1.3% 13%
20260506 $1.92 $0.75 1.2% 11%
20260505 $1.93 $0.83 1.1% 6%
20260504 $2.12 $0.82 1.2% 10%
20260502 $0.80 $0.80 2.6% 58%
20260501 $0.80 $0.80 2.6% 56%
20260430 $0.85 $0.85 2.5% 53%
20260429 $0.85 $0.85 2.6% 57%
20260428 $1.12 $1.12 2.4% 52%
20260427 $1.00 $1.00 2.4% 51%
20260424 $0.97 $0.97 2.1% 39%
20260423 $1.00 $1.00 1.9% 33%
20260422 $0.98 $0.98 2.0% 38%
20260421 $1.12 $1.12 1.8% 30%
20260420 $1.12 $1.12 1.7% 29%
20260417 $1.07 $0.12 1.7% 28%
20260416 $1.12 $0.35 1.9% 33%
20260415 $1.20 $0.38 1.4% 16%
20260414 $1.12 $0.38 1.8% 29%
20260413 $1.12 $0.45 1.9% 33%
20260410 $1.02 $0.43 2.0% 36%
20260409 $1.15 $0.67 1.8% 30%
20260408 $1.12 $0.82 2.0% 37%
20260407 $1.27 $0.68 1.9% 34%
20260406 $0.98 $0.75 1.6% 26%
20260402 $1.42 $0.78 1.8% 32%
20260401 $1.02 $1.02 3.9% 100%
20260331 $0.95 $0.95 2.3% 50%
20260330 $0.95 $0.95 3.4% 91%
20260327 $1.10 $1.10 3.3% 88%
20260326 $1.18 $1.18 3.6% 100%
20260325 $3.60 $3.60 2.2% 79%
20260324 $3.30 $3.30 2.3% 87%