HII · Expected Move
Huntington Ingalls Industries, Inc.
The expected move for HII 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).
HII 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 HII Expected Move
30-Day Straddle
$25.40
7-Day Straddle
$16.35
30-Day ATM IV
31.7%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to HII'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.
HII Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $25.40 | $16.35 | 31.7% | 21% |
| 20261106 | $25.70 | $15.70 | 33.3% | 28% |
| 20261105 | $27.10 | $18.80 | 35.8% | 39% |
| 20261104 | $17.95 | $17.95 | 31.1% | 19% |
| 20261103 | $17.70 | $17.70 | 30.0% | 14% |
| 20261102 | $18.25 | $18.25 | 30.0% | 14% |
| 20261030 | $19.90 | $19.90 | 30.6% | 16% |
| 20261029 | $18.45 | $18.45 | 28.9% | 9% |
| 20261028 | $27.55 | $27.55 | 45.2% | 80% |
| 20261027 | $30.15 | $30.15 | 48.2% | 93% |
| 20261026 | $28.65 | $28.65 | 46.3% | 85% |
| 20261023 | $30.35 | $30.35 | 48.4% | 94% |
| 20261022 | $29.75 | $29.75 | 47.2% | 89% |
| 20261021 | $29.50 | $29.50 | 46.6% | 86% |
| 20261020 | $29.45 | $29.45 | 46.4% | 85% |
| 20261019 | $30.10 | $30.10 | 47.5% | 90% |
| 20261016 | $29.50 | $2.62 | 43.9% | 74% |
| 20261015 | $28.90 | $7.78 | 44.4% | 76% |
| 20261014 | $29.65 | $7.12 | 43.4% | 72% |
| 20261013 | $28.55 | $6.35 | 43.0% | 70% |
| 20261012 | $29.10 | $8.75 | 42.1% | 66% |
| 20261009 | $31.45 | $9.85 | 41.7% | 65% |
| 20261008 | $31.95 | $10.00 | 41.7% | 65% |
| 20261007 | $30.00 | $9.20 | 40.4% | 59% |
| 20261006 | $30.70 | $10.95 | 39.4% | 55% |
| 20261005 | $30.45 | $10.05 | 40.3% | 58% |
| 20261002 | $10.60 | $10.60 | 36.8% | 43% |
| 20261001 | $13.25 | $13.25 | 37.3% | 46% |
| 20260930 | $12.30 | $12.30 | 36.0% | 40% |
| 20260929 | $12.80 | $12.80 | 36.1% | 40% |
| 20260928 | $12.65 | $12.65 | 36.0% | 40% |
| 20260925 | $14.65 | $14.65 | 33.8% | 30% |
| 20260924 | $14.60 | $14.60 | 33.3% | 28% |
| 20260923 | $15.35 | $15.35 | 33.2% | 28% |
| 20260922 | $15.40 | $15.40 | 31.8% | 22% |
| 20260921 | $16.20 | $16.20 | 30.6% | 16% |
| 20260918 | $16.55 | $3.32 | 26.8% | 0% |
| 20260917 | $17.40 | $5.95 | 27.8% | 2% |
| 20260916 | $18.25 | $6.25 | 28.7% | 5% |
| 20260915 | $18.05 | $7.45 | 27.9% | 2% |
| 20260914 | $18.40 | $6.95 | 28.0% | 2% |
| 20260911 | $20.30 | $8.85 | 29.5% | 9% |
| 20260910 | $20.60 | $9.90 | 29.0% | 7% |
| 20260909 | $21.10 | $10.95 | 29.6% | 9% |
| 20260908 | $22.55 | $11.45 | 30.2% | 12% |
| 20260904 | $22.35 | $13.15 | 27.9% | 2% |
| 20260903 | $23.40 | $12.45 | 28.8% | 6% |
| 20260902 | $13.50 | $13.50 | 29.0% | 7% |
| 20260901 | $14.30 | $14.30 | 29.1% | 7% |
| 20260831 | $13.50 | $13.50 | 27.7% | 1% |
| 20260828 | $16.15 | $16.15 | 29.0% | 7% |
| 20260827 | $16.20 | $16.20 | 28.6% | 5% |
| 20260826 | $17.30 | $17.30 | 29.3% | 8% |
| 20260825 | $17.15 | $17.15 | 29.9% | 11% |
| 20260824 | $18.45 | $18.45 | 29.5% | 9% |
| 20260821 | $19.95 | $2.48 | 30.2% | 12% |
| 20260820 | $20.15 | $6.25 | 29.8% | 10% |
| 20260819 | $20.95 | $7.75 | 29.3% | 8% |
| 20260818 | $21.60 | $8.22 | 29.1% | 7% |
| 20260817 | $22.25 | $9.32 | 29.4% | 9% |
More on HII
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.