HELE · Expected Move
Helen Of Troy Ltd
The expected move for HELE 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).
HELE 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 HELE Expected Move
30-Day Straddle
$3.57
7-Day Straddle
$3.57
30-Day ATM IV
58.2%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to HELE'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.
HELE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.57 | $3.57 | 58.2% | 16% |
| 20261026 | $4.15 | $4.15 | 64.9% | 28% |
| 20261023 | $3.95 | $3.95 | 57.6% | 15% |
| 20261022 | $3.98 | $3.98 | 62.5% | 23% |
| 20261021 | $3.12 | $3.12 | 51.4% | 5% |
| 20261020 | $3.55 | $3.55 | 53.0% | 8% |
| 20261019 | $4.30 | $4.30 | 61.1% | 21% |
| 20261016 | $4.32 | $1.77 | 59.2% | 18% |
| 20261015 | $4.60 | $1.00 | 62.4% | 23% |
| 20261014 | $4.75 | $2.05 | 62.8% | 24% |
| 20261013 | $4.60 | $2.05 | 63.3% | 25% |
| 20261012 | $4.47 | $2.17 | 58.6% | 17% |
| 20261009 | $4.08 | $2.33 | 56.6% | 14% |
| 20261008 | $5.12 | $2.40 | 65.0% | 28% |
| 20261007 | $5.47 | $4.32 | 86.0% | 63% |
| 20261006 | $5.40 | $4.50 | 87.1% | 65% |
| 20261005 | $5.43 | $4.20 | 84.3% | 60% |
| 20261002 | $4.47 | $4.47 | 108.1% | 100% |
| 20261001 | $4.82 | $4.82 | 87.1% | 84% |
| 20260930 | $5.85 | $5.85 | 90.7% | 92% |
| 20260929 | $5.12 | $5.12 | 88.3% | 86% |
| 20260928 | $5.00 | $5.00 | 85.1% | 80% |
| 20260925 | $5.25 | $5.25 | 85.0% | 79% |
| 20260924 | $5.25 | $5.25 | 84.8% | 79% |
| 20260923 | $5.07 | $5.07 | 81.4% | 72% |
| 20260922 | $5.47 | $5.47 | 83.3% | 76% |
| 20260921 | $5.25 | $5.25 | 82.4% | 74% |
| 20260918 | $5.95 | $2.38 | 94.3% | 100% |
| 20260917 | $5.48 | $2.70 | 85.5% | 80% |
| 20260916 | $5.07 | $2.53 | 83.4% | 76% |
| 20260915 | $4.85 | $2.32 | 81.7% | 72% |
| 20260914 | $5.65 | $3.07 | 81.0% | 71% |
| 20260911 | $4.97 | $3.35 | 78.5% | 65% |
| 20260910 | $4.90 | $2.83 | 78.8% | 66% |
| 20260909 | $5.95 | $3.32 | 87.1% | 84% |
| 20260908 | $6.47 | $2.83 | 82.1% | 73% |
| 20260904 | $6.80 | $2.60 | 76.5% | 61% |
| 20260903 | $5.78 | $2.52 | 69.7% | 46% |
| 20260902 | $2.55 | $2.55 | 75.7% | 59% |
| 20260901 | $2.62 | $2.62 | 69.8% | 46% |
| 20260831 | $2.67 | $2.67 | 70.2% | 47% |
| 20260828 | $2.75 | $2.75 | 63.6% | 32% |
| 20260827 | $3.00 | $3.00 | 63.7% | 33% |
| 20260826 | $2.92 | $2.92 | 61.5% | 28% |
| 20260825 | $3.58 | $3.58 | 61.9% | 29% |
| 20260824 | $2.97 | $2.97 | 56.3% | 17% |
| 20260821 | $3.42 | $1.35 | 55.4% | 15% |
| 20260820 | $4.45 | $3.97 | 61.6% | 28% |
| 20260819 | $3.62 | $2.55 | 52.1% | 8% |
| 20260818 | $3.33 | $2.27 | 48.5% | 0% |
| 20260817 | $3.65 | $2.05 | 51.2% | 0% |
| 20260814 | $4.00 | $1.93 | 53.9% | 0% |
| 20260813 | $4.32 | $2.15 | 58.1% | 9% |
| 20260812 | $4.10 | $2.10 | 54.3% | 0% |
| 20260811 | $4.43 | $2.50 | 59.2% | 12% |
| 20260810 | $4.60 | $2.08 | 60.1% | 14% |
| 20260807 | — | — | 59.6% | 13% |
| 20260806 | $4.38 | $2.67 | 54.4% | 0% |
| 20260805 | $2.75 | $2.75 | 56.8% | 6% |
| 20260804 | $3.33 | $3.33 | 61.3% | 17% |
More on HELE
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.