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
$26.48
7-Day Straddle
$11.65
Avg IV
0.4%
IV Rank
30%
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
20260806 $26.48 $11.65 0.4% 30%
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%
20260623 $22.98 $12.77 0.4% 24%
20260622 $22.30 $9.25 0.4% 22%
20260618 $21.80 $11.70 0.4% 32%
20260617 $21.80 $12.52 0.4% 10%
20260616 $21.40 $14.00 0.4% 7%
20260615 $21.50 $8.32 0.4% 15%
20260613 $20.58 $9.47 0.4% 11%
20260612 $20.12 $9.35 0.4% 19%
20260611 $21.60 $11.65 0.4% 27%
20260610 $22.02 $13.23 0.4% 24%
20260609 $22.12 $14.07 0.4% 26%
20260608 $22.12 $8.93 0.4% 19%
20260605 $20.27 $10.82 0.4% 36%
20260604 $20.77 $11.10 0.4% 21%
20260603 $22.67 $12.57 0.5% 45%
20260602 $22.52 $12.95 0.4% 42%
20260601 $22.68 $9.65 0.4% 42%
20260529 $21.55 $10.75 0.5% 51%
20260528 $22.82 $12.75 0.4% 33%
20260527 $23.07 $13.93 0.5% 47%
20260526 $21.95 $14.57 0.5% 49%
20260522 $19.80 $9.43 0.5% 83%
20260521 $20.33 $11.15 0.5% 74%
20260520 $20.55 $12.12 0.5% 77%
20260519 $19.93 $12.40 0.5% 78%
20260518 $24.43 $14.93 0.5% 84%
20260515 $23.02 $14.80 0.5% 66%
20260514 $23.82 $16.48 0.5% 63%
20260513 $24.45 $17.20 0.5% 59%
20260512 $24.95 $17.98 0.5% 50%