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WFC options: IV rank, expected move and trade screens

Wells Fargo & Company · Financials

As of the close on . In the app, data is refreshed intraday.

WFC closed at $80.81 on Sep 28, 2026 with 30-day implied volatility of 32.0%. That is in the upper half of its one-year range (IV rank 55), so premiums are somewhat richer than usual for WFC. Measured by IV percentile, IV is higher than 81% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $7.73, or 9.6%.

The price is below both its 50-day (-6.8%) and 200-day (-4.9%) moving averages. It is 16.2% below its 52-week high and 10.1% above its 52-week low. The 14-day RSI of 33.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.04, about 2.5% of the price, a measure of a typical day's range.

Option volume at the close (36.3K contracts) was 1.1x its average, close to normal. A beta of 0.74 means WFC has tended to move about 0.7 times as much as the broad market. 4 of our preset screens found trades on WFC at the close, led by Bear Put Spreads Below the 200-Day with 33 trades.

WFC stats at the close

Price
$80.81
Market cap $244B
Implied volatility
32.0%
30-day, at the money
IV rank
55
IV sits 55% of the way from its one-year low to its one-year high.
IV percentile
81
IV is higher than 81% of the past year's readings.
ATR (14-day)
$2.04
2.5% of the price on a typical day
RSI (14-day)
33.2
Between 30 and 70, neutral
52-week range
-16.2% from high
+10.1% from the 52-week low
Moving averages
-6.8% vs 50-day
-4.9% vs the 200-day
Beta
0.74
Sensitivity to the broad market
Option volume
1.1x avg
36.3K contracts vs 32.2K average

WFC expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days31.3%±$2.65 (3.3%)$78.16 to $83.46$2.12
Oct 30, 202632 days32.3%±$7.73 (9.6%)$73.08 to $88.54$6.16
Nov 20, 202653 days29.7%±$9.13 (11.3%)$71.68 to $89.94$7.30
Dec 18, 202681 days28.8%±$10.97 (13.6%)$69.84 to $91.78$8.75

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for WFC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

WFC options FAQ

What is WFC's IV rank?
At the close on Sep 28, 2026, WFC's IV rank was 55 with 30-day implied volatility of 32.0%. IV sits 55% of the way from its one-year low to its one-year high. Its IV percentile was 81: IV is higher than 81% of the past year's readings.
What is the expected move for WFC?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.73 (9.6%), a range of $73.08 to $88.54. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on WFC?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on WFC: Bear Put Spreads Below the 200-Day (33), Cash-Secured Put Entries on Mega Caps (29), Long Call Butterflies for Pinning (13), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is WFC option volume above average?
On Sep 28, 2026, WFC option volume was 1.1x its average, close to normal.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.