HD · Expected Move
Home Depot, Inc.
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).
HD 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 HD Expected Move
30-Day Straddle
$29.23
7-Day Straddle
$15.40
30-Day ATM IV
37.0%
IV Rank
100%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261105 | $29.23 | $15.40 | 37.0% | 100% |
| 20261104 | $27.60 | $14.75 | 34.1% | 84% |
| 20261103 | $27.48 | $14.68 | 35.1% | 91% |
| 20261102 | $27.38 | $11.05 | 34.6% | 88% |
| 20261030 | $25.15 | $10.65 | 34.2% | 84% |
| 20261029 | $25.12 | $11.60 | 33.8% | 81% |
| 20261028 | $24.73 | $12.00 | 34.2% | 84% |
| 20261027 | $24.77 | $12.75 | 33.3% | 77% |
| 20261026 | $24.12 | $9.02 | 32.9% | 74% |
| 20261023 | $24.75 | $10.50 | 34.5% | 87% |
| 20261022 | $25.40 | $12.30 | 34.2% | 84% |
| 20261021 | $23.05 | $11.40 | 32.2% | 68% |
| 20261020 | $22.60 | $11.93 | 30.6% | 56% |
| 20261019 | $22.88 | $7.75 | 30.7% | 56% |
| 20261016 | $19.67 | $10.18 | 30.1% | 51% |
| 20261015 | $19.90 | $10.62 | 29.1% | 43% |
| 20261014 | $19.23 | $10.82 | 28.5% | 38% |
| 20261013 | $18.75 | $10.95 | 27.5% | 30% |
| 20261012 | $18.88 | $7.13 | 27.4% | 29% |
| 20261009 | $17.57 | $8.27 | 27.5% | 30% |
| 20261008 | $18.95 | $9.93 | 28.5% | 39% |
| 20261007 | $18.15 | $9.32 | 27.8% | 32% |
| 20261006 | $17.75 | $9.88 | 26.3% | 20% |
| 20261005 | $18.52 | $6.75 | 27.6% | 31% |
| 20261002 | $17.35 | $8.05 | 28.4% | 37% |
| 20261001 | $17.82 | $9.53 | 27.7% | 32% |
| 20260930 | $17.95 | $10.30 | 27.6% | 31% |
| 20260929 | $18.50 | $11.27 | 27.3% | 29% |
| 20260928 | $19.55 | $7.53 | 28.5% | 38% |
| 20260925 | $16.88 | $8.25 | 26.5% | 22% |
| 20260924 | $17.70 | $9.00 | 26.6% | 23% |
| 20260923 | $17.32 | $9.75 | 25.1% | 11% |
| 20260922 | $18.27 | $10.72 | 25.9% | 17% |
| 20260921 | $18.15 | $6.72 | 25.4% | 13% |
| 20260918 | $15.88 | $7.58 | 24.6% | 7% |
| 20260917 | $16.65 | $10.02 | 24.9% | 9% |
| 20260916 | $18.52 | $10.22 | 26.0% | 18% |
| 20260915 | $17.45 | $11.75 | 24.7% | 8% |
| 20260914 | $18.25 | $7.67 | 24.9% | 9% |
| 20260911 | $16.77 | $9.05 | 24.4% | 5% |
| 20260910 | $17.32 | $10.65 | 25.3% | 13% |
| 20260909 | $18.32 | $10.40 | 25.8% | 17% |
| 20260908 | $18.60 | $11.43 | 25.7% | 16% |
| 20260904 | $17.77 | $7.80 | 24.7% | 7% |
| 20260903 | $17.30 | $8.75 | 24.1% | 3% |
| 20260902 | $18.27 | $9.20 | 25.1% | 11% |
| 20260901 | $18.88 | $10.98 | 25.6% | 15% |
| 20260831 | $19.12 | $7.99 | 24.4% | 5% |
| 20260828 | $17.27 | $8.80 | 23.8% | 1% |
| 20260827 | $17.68 | $10.12 | 23.8% | 0% |
| 20260826 | $19.50 | $11.88 | 25.6% | 5% |
| 20260825 | $20.62 | $11.88 | 25.5% | 4% |
| 20260824 | $20.40 | $8.30 | 25.6% | 5% |
| 20260821 | $18.52 | $9.22 | 25.1% | 0% |
| 20260820 | $18.82 | $10.30 | 25.2% | 0% |
| 20260819 | $20.73 | $12.18 | 26.1% | 5% |
| 20260818 | $20.25 | $12.07 | 25.7% | 0% |
| 20260817 | $23.45 | $14.38 | 29.4% | 36% |
| 20260814 | $21.95 | $14.43 | 29.1% | 33% |
| 20260813 | $23.70 | $15.97 | 30.7% | 48% |
More on HD
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.