HES · Expected Move
Hess Corporation
The expected move for HES 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).
HES 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 HES Expected Move
30-Day Straddle
$11.65
7-Day Straddle
$9.32
30-Day ATM IV
35.3%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to HES'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.
HES Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250717 | $11.65 | $9.32 | 35.3% | 41% |
| 20250716 | $12.85 | $9.70 | 39.8% | 52% |
| 20250715 | $13.35 | $8.78 | 38.9% | 50% |
| 20250714 | $15.10 | $9.20 | 44.0% | 63% |
| 20250711 | $14.60 | $9.95 | 42.5% | 59% |
| 20250710 | $13.05 | $7.38 | 37.9% | 47% |
| 20250709 | $12.70 | $8.00 | 36.4% | 44% |
| 20250708 | $12.85 | $8.80 | 37.1% | 45% |
| 20250707 | $13.00 | $5.12 | 38.7% | 49% |
| 20250703 | $7.85 | $4.15 | 26.5% | 19% |
| 20250702 | $10.05 | $3.73 | 29.8% | 27% |
| 20250701 | $9.57 | $4.22 | 28.3% | 23% |
| 20250630 | $9.07 | $2.95 | 27.9% | 22% |
| 20250627 | $7.20 | $2.65 | 24.2% | 13% |
| 20250626 | $8.78 | $3.88 | 27.7% | 22% |
| 20250625 | $7.43 | $3.73 | 24.1% | 13% |
| 20250624 | $7.07 | $4.75 | 23.0% | 10% |
| 20250623 | $9.88 | $3.60 | 27.3% | 21% |
| 20250620 | $8.80 | $4.30 | 27.7% | 22% |
| 20250618 | $9.30 | $5.35 | 27.8% | 22% |
| 20250617 | $9.45 | $5.38 | 28.1% | 23% |
| 20250616 | $9.93 | $3.50 | 27.6% | 22% |
| 20250613 | $8.53 | $3.10 | 26.5% | 19% |
| 20250612 | $7.48 | $4.80 | 23.9% | 12% |
| 20250611 | $9.65 | $5.30 | 29.9% | 27% |
| 20250610 | $8.10 | $3.90 | 25.0% | 15% |
| 20250609 | $9.30 | $3.33 | 27.7% | 22% |
| 20250606 | $7.35 | $4.00 | 25.4% | 16% |
| 20250605 | $7.80 | $4.03 | 26.2% | 18% |
| 20250604 | $8.57 | $4.75 | 27.9% | 22% |
| 20250603 | $8.43 | $4.67 | 27.0% | 20% |
| 20250530 | $7.67 | $4.72 | 28.0% | 23% |
| 20250529 | $9.25 | $4.93 | 29.4% | 26% |
| 20250528 | $9.85 | $5.65 | 32.4% | 34% |
| 20250527 | $9.43 | $5.65 | 29.4% | 26% |
| 20250523 | $9.03 | $4.28 | 31.5% | 31% |
| 20250522 | $7.78 | $5.35 | 27.2% | 20% |
| 20250521 | $9.35 | $5.60 | 31.8% | 32% |
| 20250520 | $8.35 | $5.85 | 27.5% | 21% |
| 20250519 | $8.80 | $4.08 | 28.0% | 23% |
| 20250516 | $7.55 | $3.60 | 25.7% | 17% |
| 20250515 | $8.30 | $3.77 | 27.4% | 21% |
| 20250514 | $8.15 | $4.33 | 26.6% | 19% |
| 20250513 | $8.03 | $4.43 | 25.3% | 16% |
| 20250512 | $8.97 | $3.33 | 27.5% | 21% |
| 20250509 | $8.60 | $4.38 | 28.6% | 24% |
| 20250508 | $8.72 | $4.00 | 29.0% | 25% |
| 20250507 | $8.85 | $4.78 | 30.0% | 28% |
| 20250506 | $8.60 | $5.00 | 29.0% | 25% |
| 20250505 | $8.57 | $2.92 | 27.8% | 22% |
| 20250502 | $10.28 | $5.40 | 32.6% | 34% |
| 20250501 | $10.48 | $6.88 | 36.1% | 43% |
| 20250430 | $10.30 | $6.80 | 34.8% | 40% |
| 20250429 | $10.30 | $6.80 | 31.9% | 32% |
| 20250428 | $10.40 | $4.75 | 32.8% | 35% |
| 20250425 | $10.93 | $5.35 | 34.8% | 40% |
| 20250424 | $11.00 | $7.35 | 34.7% | 39% |
| 20250423 | $11.05 | $7.42 | 37.4% | 46% |
| 20250422 | $0.00 | $0.00 | 37.4% | 46% |
| 20250421 | $13.15 | $5.22 | 42.1% | 58% |
More on HES
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.