Wells Fargo & Company (WFC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:46 UTC · Figures derived from the full chain (1,078 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±6.0% (range 77.03–86.95) by Nov 20, 2026. ATM straddle: 4.96 @ strike 82 · ATM IV: 25.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 73.79 | -10% | 91.8% | 8.2% |
| 77.89 | -5% | 74.5% | 25.5% |
| 81.99 | +0% | 48.5% | 51.5% |
| 86.09 | +5% | 24.2% | 75.8% |
| 90.19 | +10% | 9.2% | 90.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±2.4% | 28.6% | 26.4K |
| Oct 30, 2026 | 10 | ±3.8% | 27.6% | 37.8K |
| Nov 06, 2026 | 17 | ±5.0% | 26.9% | 14.9K |
| Nov 13, 2026 | 24 | ±5.5% | 25.8% | 5,360 |
| Nov 20, 2026 | 31 | ±6.0% | 25.3% | 124.0K |
| Nov 27, 2026 | 38 | ±6.7% | 25.5% | 880 |
| Dec 18, 2026 | 59 | ±8.2% | 25.1% | 248.6K |
| Jan 15, 2027 | 87 | ±10.6% | 26.8% | 277.1K |
| Mar 19, 2027 | 150 | ±13.7% | 26.7% | 85.8K |
| Apr 16, 2027 | 178 | ±15.4% | 27.6% | 17.0K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 80 P · 76.1K100 C · 47.0K75 P · 24.9K77.5 P · 24.2K72.5 P · 18.9K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 50.4% of the time.
Past earnings reactions
Avg |reaction| 4.1% · median 4.1% (21 reports). Two-session close-to-close window; definition
About Wells Fargo & Company
Wells Fargo & Company, a financial services company, provides diversified banking, investment, mortgage, and consumer and commercial finance products and services in the United States and internationally. It operates through four segments: Consumer Banking and Lending; Commercial Banking; Corporate and Investment Banking; and Wealth and Investment Management. The company’s financial products and services includes checking and savings accounts, and credit and debit cards, as well as home, auto, personal, and small business lending services. It also provides personalized wealth management, brokerage, financial planning, lending, private banking, trust and fiduciary products and services; and financial solutions to private, family owned and public companies through products and services including banking and credit products across multiple industry sectors and municipalities, secured lending and lease products, and treasury management. In addition, it offers a suite of capital markets, banking, and financial products and services, such as corporate banking, investment banking, treasury management, commercial real estate lending and servicing, equity, and fixed income solutions, as wel
Financial Services · Banks - Diversified · NYSE · Profile: Financial Modeling Prep
WFC news
All news →U.S. budget deficit swells to almost $2 trillion for fiscal 2026, up 12% in a single year
The Treasury Department published the U.S. budget deficit for the 2026 fiscal year.
CNBC · Oct 16, 22:34 UTC ↗Related securities · Financial Services
SOFI · IV 58.9%HOOD · IV 67.3%MARA · IV 94.8%BAC · IV 31.2%COIN · IV 69.0%NU · IV 58.0%