FHI · Expected Move
Federated Hermes, Inc.
The expected move for FHI 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).
FHI straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current FHI Expected Move
30-Day Straddle
$3.33
7-Day Straddle
$3.33
Avg IV
73.8%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to FHI'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.
FHI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $3.33 | $3.33 | 73.8% | 64% |
| 20261001 | $4.12 | $4.12 | 69.2% | 55% |
| 20260930 | $2.50 | $2.50 | 86.1% | 86% |
| 20260929 | $5.28 | $5.28 | 72.3% | 61% |
| 20260928 | $3.08 | $3.08 | 66.5% | 50% |
| 20260925 | $4.97 | $4.97 | 59.5% | 38% |
| 20260924 | $4.22 | $4.22 | 63.1% | 44% |
| 20260923 | $4.62 | $4.62 | 71.0% | 58% |
| 20260922 | $4.10 | $4.10 | 71.4% | 59% |
| 20260921 | $5.00 | $5.00 | 57.3% | 34% |
| 20260918 | $4.15 | $2.97 | 53.5% | 27% |
| 20260917 | $5.83 | $3.17 | 70.2% | 57% |
| 20260916 | $5.03 | $4.80 | 54.0% | 28% |
| 20260915 | $4.40 | $2.53 | 56.9% | 33% |
| 20260914 | $4.40 | $2.70 | 56.2% | 32% |
| 20260911 | $3.85 | $1.55 | 64.2% | 46% |
| 20260910 | $4.25 | $3.65 | 58.2% | 35% |
| 20260909 | $4.88 | $3.55 | 49.8% | 20% |
| 20260908 | $5.67 | $3.10 | 62.8% | 44% |
| 20260904 | $4.33 | $5.10 | 47.7% | 16% |
| 20260903 | $5.38 | $3.15 | 43.6% | 9% |
| 20260902 | $4.05 | $4.05 | 87.9% | 89% |
| 20260901 | $5.65 | $5.65 | 76.8% | 69% |
| 20260831 | $4.85 | $4.85 | 74.7% | 65% |
| 20260828 | $4.08 | $4.08 | 71.9% | 60% |
| 20260827 | $4.12 | $4.12 | 61.8% | 42% |
| 20260826 | $4.53 | $4.53 | 58.9% | 36% |
| 20260825 | $4.55 | $4.55 | 47.3% | 15% |
| 20260824 | $4.25 | $4.25 | 57.4% | 34% |
| 20260821 | $4.43 | $3.55 | 46.9% | 15% |
| 20260820 | $4.35 | $1.98 | 59.0% | 37% |
| 20260819 | $4.22 | $4.50 | 57.9% | 35% |
| 20260818 | $5.33 | $2.35 | 52.6% | 25% |
| 20260817 | $5.05 | $3.65 | 52.8% | 25% |
| 20260814 | $4.85 | $3.52 | 46.5% | 14% |
| 20260813 | $5.15 | $4.10 | 40.5% | 3% |
| 20260812 | $5.62 | $4.65 | 45.6% | 12% |
| 20260811 | $5.75 | $3.45 | 56.5% | 32% |
| 20260810 | $5.60 | $3.28 | 50.0% | 20% |
| 20260806 | $5.35 | $4.30 | 43.6% | 9% |
| 20260805 | $4.45 | $4.45 | 82.3% | 79% |
| 20260804 | $4.03 | $4.03 | 58.2% | 35% |
| 20260803 | $4.70 | $4.70 | 60.6% | 40% |
| 20260731 | $4.25 | $4.25 | 58.7% | 36% |
| 20260730 | $5.30 | $5.30 | 63.3% | 44% |
| 20260729 | $5.15 | $5.15 | 59.9% | 38% |
| 20260728 | $5.10 | $5.10 | 53.3% | 26% |
| 20260727 | $4.55 | $4.55 | 53.8% | 27% |
| 20260724 | $4.33 | $4.33 | 51.7% | 23% |
| 20260723 | $4.45 | $4.45 | 47.1% | 15% |
| 20260722 | $4.47 | $4.47 | 45.3% | 12% |
| 20260721 | $5.30 | $5.30 | 53.4% | 26% |
| 20260720 | $5.20 | $5.20 | 50.9% | 22% |
| 20260716 | $5.10 | $4.80 | 48.4% | 17% |
| 20260715 | $5.35 | $4.80 | 46.9% | 15% |
| 20260714 | $5.35 | $4.80 | 42.6% | 7% |
| 20260713 | $4.88 | $4.90 | 48.6% | 18% |
| 20260710 | $4.90 | $4.80 | 47.1% | 15% |
| 20260709 | $5.62 | $3.05 | 46.7% | 14% |
More on FHI
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.