HALO · Expected Move
Halozyme Therapeutics, Inc.
The expected move for HALO 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).
HALO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current HALO Expected Move
30-Day Straddle
$10.97
7-Day Straddle
$5.78
30-Day ATM IV
40.5%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to HALO'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.
HALO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261110 | $10.97 | $5.78 | 40.5% | 49% |
| 20261109 | $10.75 | $6.33 | 39.5% | 44% |
| 20261106 | $12.15 | $8.18 | 44.1% | 64% |
| 20261105 | $17.00 | $13.10 | 52.5% | 100% |
| 20261104 | $11.75 | $11.75 | 46.4% | 89% |
| 20261103 | $12.00 | $12.00 | 45.6% | 85% |
| 20261102 | $11.90 | $11.90 | 46.1% | 87% |
| 20261030 | $11.85 | $11.85 | 43.9% | 76% |
| 20261029 | $12.05 | $12.05 | 42.9% | 71% |
| 20261028 | $11.20 | $11.20 | 42.0% | 66% |
| 20261027 | $12.30 | $12.30 | 43.7% | 75% |
| 20261026 | $12.25 | $12.25 | 41.8% | 65% |
| 20261023 | $12.75 | $12.75 | 44.9% | 81% |
| 20261022 | $12.40 | $12.40 | 44.0% | 76% |
| 20261021 | $12.15 | $12.15 | 42.6% | 69% |
| 20261020 | $14.30 | $14.30 | 48.5% | 100% |
| 20261019 | $11.32 | $11.32 | 41.2% | 66% |
| 20261016 | $13.05 | $3.05 | 42.3% | 72% |
| 20261015 | $13.10 | $2.75 | 41.7% | 69% |
| 20261014 | $12.55 | $3.65 | 40.9% | 65% |
| 20261013 | $10.95 | $3.70 | 38.8% | 53% |
| 20261012 | $11.27 | $4.25 | 38.8% | 53% |
| 20261009 | $11.20 | $3.67 | 37.0% | 43% |
| 20261008 | $11.50 | $4.67 | 38.1% | 49% |
| 20261007 | $12.00 | $5.30 | 38.8% | 53% |
| 20261006 | $12.25 | $4.83 | 39.1% | 55% |
| 20261005 | $11.80 | $4.83 | 36.9% | 42% |
| 20261002 | $6.30 | $6.30 | 38.1% | 49% |
| 20261001 | $6.50 | $6.50 | 38.3% | 50% |
| 20260930 | $6.40 | $6.40 | 38.9% | 54% |
| 20260929 | $6.30 | $6.30 | 35.7% | 36% |
| 20260928 | $6.42 | $6.42 | 35.7% | 36% |
| 20260925 | $7.85 | $7.85 | 37.2% | 44% |
| 20260924 | $7.08 | $7.08 | 34.4% | 29% |
| 20260923 | $8.43 | $8.43 | 35.2% | 33% |
| 20260922 | $8.00 | $8.00 | 35.5% | 35% |
| 20260921 | $7.15 | $7.15 | 32.0% | 15% |
| 20260918 | $8.03 | $3.62 | 30.9% | 9% |
| 20260917 | $7.38 | $1.65 | 29.9% | 4% |
| 20260916 | $8.57 | $3.42 | 32.6% | 19% |
| 20260915 | $7.93 | $2.55 | 31.7% | 14% |
| 20260914 | $9.07 | $3.38 | 32.5% | 18% |
| 20260911 | $8.62 | $3.52 | 31.7% | 14% |
| 20260910 | $8.43 | $4.35 | 33.2% | 22% |
| 20260909 | $8.72 | $4.30 | 32.2% | 17% |
| 20260908 | $8.15 | $5.03 | 31.1% | 10% |
| 20260904 | $9.15 | $4.95 | 30.3% | 6% |
| 20260903 | $9.05 | $4.60 | 29.2% | 0% |
| 20260902 | $5.35 | $5.35 | 31.0% | 7% |
| 20260901 | $5.25 | $5.25 | 30.9% | 6% |
| 20260831 | $5.67 | $5.67 | 32.6% | 16% |
| 20260828 | $5.92 | $5.92 | 31.3% | 9% |
| 20260827 | $6.05 | $6.05 | 31.0% | 7% |
| 20260826 | $6.38 | $6.38 | 29.8% | 0% |
| 20260825 | $6.53 | $6.53 | 30.5% | 4% |
| 20260824 | $7.15 | $7.15 | 31.8% | 11% |
| 20260821 | $7.78 | $2.27 | 31.9% | 12% |
| 20260820 | $7.90 | $2.30 | 32.9% | 17% |
| 20260819 | $7.40 | $3.85 | 31.5% | 9% |
| 20260818 | $8.72 | $3.48 | 35.9% | 35% |
More on HALO
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.