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
$4.97
7-Day Straddle
$3.35
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $4.97 | $3.35 | 1.0% | 23% |
| 20260910 | $4.90 | $2.83 | 1.0% | 22% |
| 20260909 | $5.95 | $3.32 | 0.9% | 17% |
| 20260908 | $6.47 | $2.83 | 1.0% | 21% |
| 20260904 | $6.80 | $2.60 | 0.8% | 13% |
| 20260903 | $5.78 | $2.52 | 0.9% | 19% |
| 20260902 | $2.55 | $2.55 | 1.1% | 32% |
| 20260901 | $2.62 | $2.62 | 1.1% | 28% |
| 20260831 | $2.67 | $2.67 | 1.1% | 29% |
| 20260828 | $2.75 | $2.75 | 1.1% | 31% |
| 20260827 | $3.00 | $3.00 | 1.0% | 23% |
| 20260826 | $2.92 | $2.92 | 0.9% | 17% |
| 20260825 | $3.58 | $3.58 | 0.8% | 10% |
| 20260824 | $2.97 | $2.97 | 1.0% | 20% |
| 20260821 | $3.42 | $1.35 | 0.9% | 16% |
| 20260820 | $4.45 | $3.97 | 0.9% | 14% |
| 20260819 | $3.62 | $2.55 | 0.9% | 13% |
| 20260818 | $3.33 | $2.27 | 0.8% | 10% |
| 20260817 | $3.65 | $2.05 | 0.9% | 15% |
| 20260814 | $4.00 | $1.93 | 0.8% | 9% |
| 20260813 | $4.32 | $2.15 | 0.8% | 10% |
| 20260812 | $4.10 | $2.10 | 0.7% | 4% |
| 20260811 | $4.43 | $2.50 | 0.8% | 12% |
| 20260810 | $4.60 | $2.08 | 0.8% | 8% |
| 20260806 | $4.38 | $2.67 | 0.7% | 2% |
| 20260805 | $2.75 | $2.75 | 1.1% | 33% |
| 20260804 | $3.33 | $3.33 | 1.4% | 50% |
| 20260803 | $3.00 | $3.00 | 1.5% | 53% |
| 20260731 | $3.40 | $3.40 | 1.2% | 37% |
| 20260730 | $3.83 | $3.83 | 1.3% | 41% |
| 20260729 | $3.28 | $3.28 | 1.2% | 38% |
| 20260728 | $3.62 | $3.62 | 1.3% | 44% |
| 20260727 | $3.23 | $3.23 | 1.3% | 43% |
| 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% |