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
$22.30
7-Day Straddle
$9.25
Avg IV
0.4%
IV Rank
22%
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
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%
20260511 $25.38 $9.07 0.5% 51%
20260510 $25.50 $10.45 0.4% 43%
20260508 $23.62 $10.45 0.5% 51%
20260507 $25.20 $10.85 0.5% 49%
20260506 $25.60 $12.12 0.5% 47%
20260505 $25.98 $13.60 0.5% 52%
20260504 $25.23 $9.72 0.5% 48%
20260502 $23.38 $10.25 0.5% 71%
20260501 $23.38 $10.25 0.5% 69%
20260430 $25.02 $11.38 0.5% 70%
20260429 $26.20 $12.75 0.5% 62%
20260428 $25.70 $13.80 0.5% 59%
20260427 $26.02 $9.97 0.5% 58%
20260424 $25.02 $11.32 0.5% 53%
20260423 $25.93 $12.43 0.5% 51%
20260422 $26.27 $13.90 0.5% 56%
20260421 $26.50 $14.97 0.5% 49%
20260420 $25.85 $9.50 0.5% 46%
20260417 $20.27 $9.53 0.5% 76%
20260416 $20.85 $10.78 0.6% 88%
20260415 $21.45 $13.12 0.6% 98%
20260414 $21.27 $12.47 0.5% 81%
20260413 $22.30 $8.43 0.5% 75%
20260410 $20.60 $9.65 0.4% 24%
20260409 $20.12 $10.70 0.4% 28%
20260408 $21.57 $12.43 0.4% 26%
20260407 $23.07 $13.57 0.4% 38%
20260406 $23.20 $8.95 0.4% 33%
20260402 $21.85 $10.68 0.4% 22%
20260401 $21.88 $12.30 0.4% 24%
20260331 $23.38 $13.02 0.4% 37%