HD (Home Depot, Inc.)

Expected Move & Straddle Price History

The expected move for HD 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).

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.

Current HD Expected Move
30-Day Straddle
$15.88
7-Day Straddle
$7.58
Avg IV
0.4%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to HD'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.
HD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260918 $15.88 $7.58 0.4% 43%
20260917 $16.65 $10.02 0.4% 52%
20260916 $18.52 $10.22 0.5% 53%
20260915 $17.45 $11.75 0.4% 42%
20260914 $18.25 $7.67 0.4% 45%
20260911 $16.77 $9.05 0.3% 2%
20260910 $17.32 $10.65 0.4% 19%
20260909 $18.32 $10.40 0.3% 0%
20260908 $18.60 $11.43 0.4% 0%
20260904 $17.77 $7.80 0.4% 0%
20260903 $17.30 $8.75 0.4% 0%
20260902 $18.27 $9.20 0.4% 9%
20260901 $18.88 $10.98 0.4% 12%
20260831 $19.12 $7.99 0.4% 3%
20260828 $17.27 $8.80 0.4% 16%
20260827 $17.68 $10.12 0.4% 18%
20260826 $19.50 $11.88 0.4% 10%
20260825 $20.62 $11.88 0.4% 10%
20260824 $20.40 $8.30 0.4% 7%
20260821 $18.52 $9.22 0.5% 61%
20260820 $18.82 $10.30 0.5% 53%
20260819 $20.73 $12.18 0.5% 44%
20260818 $20.25 $12.07 0.5% 50%
20260817 $23.45 $14.38 0.5% 54%
20260814 $21.95 $14.43 0.4% 10%
20260813 $23.70 $15.97 0.4% 20%
20260812 $24.10 $17.48 0.4% 23%
20260811 $26.12 $18.27 0.4% 17%
20260810 $27.02 $9.03 0.4% 13%
20260806 $27.52 $13.43 0.4% 21%
20260805 $27.85 $13.28 0.5% 35%
20260804 $28.52 $14.60 0.5% 33%
20260803 $28.75 $9.35 0.4% 30%
20260731 $25.23 $11.53 0.5% 34%
20260730 $25.85 $12.77 0.4% 25%
20260729 $27.43 $13.28 0.5% 34%
20260728 $26.85 $14.50 0.4% 27%
20260727 $27.10 $10.18 0.4% 23%
20260724 $25.20 $10.93 0.4% 24%
20260723 $24.60 $11.43 0.4% 22%
20260722 $24.62 $12.00 0.4% 22%
20260721 $25.07 $13.00 0.4% 16%
20260720 $26.12 $9.05 0.4% 20%
20260716 $21.20 $11.25 0.4% 2%
20260715 $21.52 $11.55 0.4% 1%
20260714 $21.62 $12.85 0.4% 16%
20260713 $23.40 $9.50 0.4% 9%
20260710 $19.75 $9.57 0.4% 12%
20260709 $21.70 $10.95 0.4% 7%
20260708 $21.55 $12.38 0.4% 7%
20260707 $22.35 $12.40 0.4% 7%
20260706 $23.02 $9.18 0.4% 4%
20260702 $21.88 $10.88 0.4% 18%
20260701 $20.95 $11.30 0.4% 29%
20260630 $22.62 $12.50 0.4% 16%
20260629 $23.33 $8.41 0.4% 17%
20260626 $20.10 $8.88 0.4% 19%
20260625 $22.27 $11.97 0.4% 21%
20260624 $23.62 $13.32 0.4% 20%