HEGD · Expected Move
Swan Hedged Equity US Large Cap ETF · ETF
The expected move for HEGD 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).
HEGD 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 HEGD Expected Move
30-Day Straddle
$5.47
7-Day Straddle
$5.47
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to HEGD'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.
HEGD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.47 | $5.47 | — | — |
| 20261021 | $0.00 | $0.00 | 82.0% | 56% |
| 20261020 | $0.47 | $0.47 | 20.8% | 9% |
| 20261019 | $0.00 | $0.00 | 11.2% | 2% |
| 20261016 | $0.95 | $4.88 | 15.2% | 5% |
| 20261015 | $0.98 | $0.78 | 11.7% | 2% |
| 20261014 | $1.00 | $0.78 | 11.6% | 2% |
| 20261013 | $1.10 | $0.93 | 13.6% | 3% |
| 20261012 | $1.07 | $0.93 | 12.7% | 3% |
| 20261009 | $1.10 | $0.90 | 12.2% | 2% |
| 20261008 | $1.02 | $0.82 | 13.5% | 3% |
| 20261007 | $1.10 | $0.90 | 11.2% | 2% |
| 20261006 | $1.12 | $0.95 | 16.0% | 5% |
| 20261005 | $1.02 | $0.88 | 13.3% | 3% |
| 20261002 | $0.88 | $0.88 | 54.1% | 35% |
| 20261001 | $0.88 | $0.88 | 18.7% | 7% |
| 20260930 | $0.88 | $0.88 | 15.0% | 5% |
| 20260929 | $0.88 | $0.88 | 10.0% | 1% |
| 20260928 | $0.88 | $0.88 | 15.8% | 5% |
| 20260925 | $0.93 | $0.93 | 14.9% | 5% |
| 20260924 | $0.85 | $0.85 | 12.3% | 3% |
| 20260923 | $0.88 | $0.88 | 13.6% | 3% |
| 20260922 | $0.95 | $0.95 | 10.1% | 1% |
| 20260921 | $0.85 | $0.85 | 13.6% | 4% |
| 20260918 | $0.93 | $5.03 | 11.2% | 2% |
| 20260917 | $0.95 | $0.90 | 12.0% | 2% |
| 20260916 | $0.98 | $0.93 | 12.2% | 2% |
| 20260915 | $1.00 | $0.95 | 12.3% | 3% |
| 20260914 | $0.95 | $0.88 | 10.2% | 1% |
| 20260911 | $0.97 | $0.85 | 16.7% | 6% |
| 20260910 | $1.02 | $0.88 | 11.4% | 2% |
| 20260909 | $1.00 | $0.88 | 64.1% | 42% |
| 20260908 | $1.00 | $0.88 | 16.1% | 5% |
| 20260904 | $1.02 | $0.85 | 58.0% | 38% |
| 20260903 | $1.02 | $0.88 | 10.3% | 1% |
| 20260902 | $0.88 | $0.88 | 9.0% | 0% |
| 20260901 | $0.88 | $0.88 | 13.8% | 2% |
| 20260831 | $0.88 | $0.88 | 18.1% | 5% |
| 20260828 | $0.90 | $0.90 | 15.0% | 3% |
| 20260827 | $0.95 | $0.95 | 62.6% | 40% |
| 20260826 | $0.95 | $0.95 | 40.1% | 23% |
| 20260825 | $0.90 | $0.90 | 12.2% | 1% |
| 20260824 | $0.95 | $0.95 | 12.0% | 1% |
| 20260821 | $0.95 | $4.90 | 22.0% | 8% |
| 20260820 | $0.93 | $0.80 | 18.5% | 6% |
| 20260819 | $1.00 | $0.90 | 15.6% | 3% |
| 20260818 | $1.00 | $0.90 | 139.1% | 100% |
| 20260817 | $1.05 | $0.95 | 13.0% | 2% |
| 20260814 | $1.10 | $0.97 | 16.1% | 5% |
| 20260813 | $1.07 | $0.97 | 16.0% | 5% |
| 20260812 | $1.05 | $0.93 | 11.3% | 0% |
| 20260811 | $1.02 | $0.90 | 13.6% | 0% |
| 20260810 | $10.00 | $5.95 | 35.7% | 22% |
| 20260806 | $10.00 | $2.08 | 29.4% | 16% |
| 20260805 | $2.08 | $2.08 | 24.5% | 11% |
| 20260804 | $2.00 | $2.00 | 31.8% | 18% |
| 20260803 | $2.00 | $2.00 | 23.5% | 10% |
| 20260731 | $1.67 | $1.67 | 25.0% | 11% |
| 20260730 | $2.20 | $2.20 | 31.6% | 18% |
| 20260729 | $2.20 | $2.20 | 23.7% | 10% |
More on HEGD
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.