HFWA · Expected Move

Heritage Financial Corp

The expected move for HFWA 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).

HFWA straddle price & implied vol

60 sessions

Bars: 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 HFWA Expected Move
30-Day Straddle
$2.90
7-Day Straddle
$2.90
30-Day ATM IV
50.5%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to HFWA'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.
HFWA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $2.90 $2.90 50.5% 51%
20261021 $3.30 $3.30 32.1% 1%
20261020 $2.73 $2.73 48.7% 46%
20261019 $4.85 $4.85 39.4% 20%
20261016 $3.23 $2.12 41.4% 26%
20261015 $3.40 $3.62 37.3% 15%
20261014 $5.00 $2.88 41.5% 26%
20261013 $3.30 $3.08 39.9% 22%
20261012 $5.05 $3.43 — —
20261009 $5.08 $12.55 — —
20261008 $2.78 $3.17 42.0% 28%
20261007 $3.00 $3.80 45.2% 36%
20261006 $3.65 $3.07 62.7% 84%
20261005 $3.85 $3.02 45.6% 37%
20261002 $1.90 $1.90 61.7% 82%
20261001 $3.42 $3.42 47.6% 43%
20260930 $3.23 $3.23 44.2% 34%
20260929 $3.33 $3.33 46.5% 40%
20260928 $10.10 $10.10 39.9% 22%
20260925 $3.20 $3.20 48.4% 45%
20260924 $3.47 $3.47 45.3% 37%
20260923 $4.95 $4.95 43.7% 32%
20260922 $3.15 $3.15 46.7% 41%
20260921 $4.05 $4.05 41.8% 27%
20260918 $5.00 $2.52 — —
20260917 $4.33 $2.98 33.2% 4%
20260916 $5.00 $3.08 47.9% 44%
20260915 $3.60 $3.05 45.3% 37%
20260914 $3.75 $3.02 47.1% 42%
20260911 $3.75 $3.40 49.7% 49%
20260910 $3.17 $4.50 47.8% 43%
20260909 $3.12 $2.38 49.2% 47%
20260908 $3.10 $1.90 38.0% 17%
20260904 $4.92 $1.07 56.0% 66%
20260903 $4.88 $2.62 55.9% 66%
20260902 $2.75 $2.75 42.0% 28%
20260901 $3.38 $3.38 47.2% 42%
20260831 $3.80 $3.80 44.4% 34%
20260828 $2.85 $2.85 38.3% 18%
20260827 $3.95 $3.95 49.8% 49%
20260826 $3.23 $3.23 46.8% 41%
20260825 $2.82 $2.82 46.2% 39%
20260824 $2.67 $2.67 35.9% 11%
20260821 $3.52 $2.15 36.1% 12%
20260820 $3.30 $1.62 54.1% 61%
20260819 $3.15 $1.75 — —
20260818 $2.25 $0.68 35.1% 9%
20260817 $4.45 $4.35 46.6% 40%
20260814 $4.82 $4.40 67.4% 97%
20260813 $3.77 $1.38 48.2% 45%
20260812 $4.88 $4.45 43.4% 31%
20260811 $3.35 $1.65 43.1% 31%
20260810 $3.82 $3.33 46.6% 40%
20260807 — — 53.1% 58%
20260806 $5.28 $1.15 58.1% 72%
20260805 $3.38 $3.38 54.6% 62%
20260804 $2.70 $2.70 44.1% 33%
20260803 $4.80 $4.80 50.0% 49%
20260731 $2.75 $2.75 43.8% 32%
20260730 $3.33 $3.33 46.3% 39%

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.