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WPP PLC WPP 28.01 0.23 0.83%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for WPP.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.17%
Average actual move
3.70%
Beyond the implied move
0 / 1
Median IV change
-31.69%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2024 ±5.17% -3.70% 0.71× 38.4% → 26.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →