HELE (Helen Of Troy Ltd)

Expected Move & Straddle Price History

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).

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 HELE Expected Move
30-Day Straddle
$3.75
7-Day Straddle
$3.75
Avg IV
1.0%
IV Rank
23%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $3.75 $3.75 1.0% 23%
20260723 $4.35 $4.35 0.9% 19%
20260722 $4.22 $4.22 0.7% 6%
20260721 $4.45 $4.45 0.9% 17%
20260720 $4.17 $4.17 1.2% 33%
20260716 $4.30 $1.33 1.0% 21%
20260715 $4.33 $2.55 1.0% 22%
20260714 $5.30 $2.62 1.2% 36%
20260713 $4.88 $2.80 1.1% 30%
20260710 $5.15 $2.60 1.2% 33%
20260709 $5.15 $3.52 1.1% 30%
20260708 $4.40 $2.33 1.2% 38%
20260707 $7.15 $4.78 1.1% 32%
20260706 $6.33 $5.45 1.1% 27%
20260702 $5.75 $5.75 1.6% 62%
20260701 $5.45 $5.45 1.4% 47%
20260630 $5.25 $5.25 1.3% 44%
20260629 $5.40 $5.40 1.3% 46%
20260626 $5.38 $5.38 1.2% 34%
20260625 $5.53 $5.53 1.3% 43%
20260624 $5.78 $5.78 1.1% 32%
20260623 $5.00 $5.00 1.2% 35%
20260622 $4.88 $4.88 1.1% 30%
20260618 $5.38 $2.27 1.2% 36%
20260617 $5.38 $2.10 1.2% 36%
20260616 $5.83 $1.52 1.1% 30%
20260615 $5.85 $1.38 1.2% 37%
20260613 $6.33 $1.38 1.1% 31%
20260612 $6.33 $1.40 1.0% 22%
20260611 $6.83 $2.45 1.0% 22%
20260610 $6.30 $2.73 1.0% 23%
20260609 $5.75 $3.17 1.0% 24%
20260608 $5.62 $2.25 0.9% 19%
20260605 $6.07 $2.67 1.0% 23%
20260604 $5.82 $2.67 1.0% 25%
20260603 $5.60 $2.70 0.9% 18%
20260602 $3.40 $3.40 1.9% 85%
20260601 $3.30 $3.30 2.0% 88%
20260529 $3.85 $3.85 1.9% 79%
20260528 $4.08 $4.08 2.1% 94%
20260527 $4.17 $4.17 2.1% 98%
20260526 $3.60 $3.60 1.5% 54%
20260522 $3.25 $3.25 1.3% 45%
20260521 $3.55 $3.55 1.4% 47%
20260520 $3.38 $3.38 1.4% 52%
20260519 $3.45 $3.45 1.6% 65%
20260518 $3.45 $3.45 1.4% 52%
20260515 $3.17 $0.60 1.5% 55%
20260514 $3.47 $1.07 1.4% 49%
20260513 $3.35 $1.27 1.3% 41%
20260512 $3.45 $1.38 1.1% 27%
20260511 $3.60 $1.40 0.8% 11%
20260510 $3.75 $1.45 0.6% 0%
20260508 $3.75 $1.45 1.2% 17%
20260507 $3.93 $1.95 1.3% 23%
20260506 $3.77 $1.90 0.7% 0%
20260505 $3.88 $2.20 0.9% 1%
20260504 $3.85 $2.15 1.3% 20%
20260502 $2.67 $2.67 2.2% 58%
20260501 $2.42 $2.42 1.6% 35%