HLF · Expected Move
Herbalife Ltd.
The expected move for HLF 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).
HLF 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 HLF Expected Move
30-Day Straddle
$2.62
7-Day Straddle
$0.92
30-Day ATM IV
66.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to HLF'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.
HLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261106 | $2.62 | $0.92 | 66.8% | 27% |
| 20261105 | $1.80 | $0.88 | 58.2% | 17% |
| 20261104 | $1.75 | $0.93 | 48.7% | 5% |
| 20261103 | $1.93 | $1.02 | 57.2% | 15% |
| 20261102 | $2.17 | $1.82 | 75.3% | 38% |
| 20261030 | $3.97 | $2.00 | 120.8% | 94% |
| 20261029 | $2.30 | $2.30 | 94.2% | 61% |
| 20261028 | $2.62 | $3.03 | 72.9% | 35% |
| 20261027 | $3.10 | $3.70 | 86.4% | 52% |
| 20261026 | $2.90 | $0.80 | 94.1% | 61% |
| 20261023 | $3.72 | $1.12 | 107.4% | 78% |
| 20261022 | $3.48 | $1.35 | 107.9% | 78% |
| 20261021 | $3.83 | $2.25 | 113.1% | 85% |
| 20261020 | $2.67 | $1.97 | 92.1% | 59% |
| 20261019 | $2.40 | $0.80 | 78.8% | 42% |
| 20261016 | $4.12 | $0.80 | 93.5% | 60% |
| 20261015 | $3.38 | $0.80 | 73.4% | 35% |
| 20261014 | $2.10 | $1.15 | 70.7% | 32% |
| 20261013 | $2.58 | $1.60 | 83.2% | 48% |
| 20261012 | $2.62 | $0.72 | 92.4% | 59% |
| 20261009 | $2.50 | $0.78 | 64.2% | 24% |
| 20261008 | $2.08 | $0.97 | 69.9% | 31% |
| 20261007 | $3.17 | $1.52 | 71.9% | 34% |
| 20261006 | $1.75 | $1.10 | 59.5% | 18% |
| 20261005 | $1.60 | $1.40 | 61.2% | 20% |
| 20261002 | $2.10 | $0.78 | 77.6% | 41% |
| 20261001 | $2.27 | $1.40 | 74.2% | 36% |
| 20260930 | $1.75 | $1.18 | 61.4% | 21% |
| 20260929 | $1.70 | $0.73 | 87.6% | 53% |
| 20260928 | $2.72 | $1.57 | 81.0% | 45% |
| 20260925 | $1.55 | $1.27 | 53.8% | 11% |
| 20260924 | $1.50 | $0.60 | 53.6% | 11% |
| 20260923 | $1.40 | $1.07 | 51.3% | 8% |
| 20260922 | $1.40 | $0.88 | 62.4% | 22% |
| 20260921 | $1.50 | $0.55 | 50.9% | 7% |
| 20260918 | $1.35 | $0.70 | 53.4% | 11% |
| 20260917 | $1.78 | $0.75 | 68.2% | 29% |
| 20260916 | $2.65 | $0.60 | 85.0% | 50% |
| 20260915 | $2.23 | $0.88 | 77.6% | 41% |
| 20260914 | $1.60 | $0.62 | 56.8% | 15% |
| 20260911 | $1.38 | $0.65 | 55.9% | 14% |
| 20260910 | $1.58 | $0.62 | 53.3% | 10% |
| 20260909 | $2.38 | $1.15 | 53.7% | 11% |
| 20260908 | $1.90 | $1.05 | 71.0% | 32% |
| 20260904 | $1.18 | $0.77 | 44.9% | 0% |
| 20260903 | $1.15 | $0.62 | 48.9% | 2% |
| 20260902 | $1.35 | $0.88 | 50.5% | 4% |
| 20260901 | $1.57 | $0.60 | 62.4% | 19% |
| 20260831 | $2.35 | $0.53 | 77.7% | 39% |
| 20260828 | $1.35 | $0.55 | 72.7% | 32% |
| 20260827 | $1.25 | $0.90 | 47.6% | 0% |
| 20260826 | $1.90 | $1.10 | 57.7% | 10% |
| 20260825 | $1.80 | $0.95 | 61.6% | 15% |
| 20260824 | $1.38 | $1.88 | 59.9% | 13% |
| 20260821 | $1.38 | $0.70 | 50.2% | 0% |
| 20260820 | $1.40 | $0.70 | 55.4% | 4% |
| 20260819 | $1.48 | $0.73 | 56.5% | 5% |
| 20260818 | $1.55 | $0.88 | 54.2% | 2% |
| 20260817 | $1.55 | $0.65 | 60.1% | 10% |
| 20260814 | $1.50 | $0.70 | 58.0% | 8% |
More on HLF
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.