HLN (Haleon plc American Depositary Shares (Each representing two Ordinary Shares))

Expected Move & Straddle Price History

The expected move for HLN 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 HLN Expected Move
30-Day Straddle
$2.17
7-Day Straddle
$2.17
Avg IV
0.9%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to HLN'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.
HLN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $2.17 $2.17 0.9% 16%
20260924 $0.80 $0.80 1.5% 36%
20260923 $0.83 $0.83 1.7% 42%
20260922 $1.25 $1.25 1.5% 36%
20260921 $0.83 $0.83 0.9% 14%
20260918 $1.17 $0.80 0.8% 12%
20260917 $0.93 $1.75 1.0% 17%
20260916 $0.95 $0.93 1.0% 17%
20260915 $1.02 $0.90 0.9% 16%
20260914 $2.10 $0.72 1.1% 20%
20260911 $2.83 $1.07 0.7% 8%
20260910 $0.97 $0.95 0.9% 14%
20260909 $2.77 $2.15 0.9% 16%
20260908 $2.65 $0.95 1.3% 29%
20260904 $0.90 $0.45 0.5% 0%
20260903 $0.78 $0.55 0.9% 11%
20260902 $0.43 $0.43 1.2% 23%
20260901 $0.33 $0.33 1.6% 38%
20260831 $0.38 $0.38 1.7% 41%
20260828 $0.38 $0.38 1.5% 33%
20260827 $2.20 $2.20 1.5% 33%
20260826 $0.70 $0.70 1.5% 17%
20260825 $0.82 $0.82 1.2% 13%
20260824 $0.52 $0.52 1.4% 13%
20260821 $0.57 $0.10 1.2% 10%
20260820 $0.78 $0.50 0.7% 4%
20260819 $0.68 $0.47 0.7% 4%
20260818 $0.70 $0.53 0.8% 5%
20260817 $0.80 $0.70 1.1% 9%
20260814 $0.72 $0.60 0.9% 6%
20260813 $0.62 $0.50 0.8% 4%
20260812 $0.75 $0.45 0.8% 4%
20260811 $0.70 $0.50 0.9% 6%
20260810 $0.72 $1.60 0.7% 4%
20260806 $0.82 $0.47 0.9% 6%
20260805 $0.52 $0.52 0.6% 2%
20260804 $0.55 $0.55 1.0% 8%
20260803 $0.47 $0.47 1.4% 13%
20260731 $0.65 $0.65 1.2% 11%
20260730 $0.57 $0.57 1.6% 17%
20260729 $0.90 $0.90 1.5% 15%
20260728 $0.88 $0.88 1.6% 17%
20260727 $1.20 $1.20 1.5% 16%
20260724 $0.57 $0.57 1.2% 10%
20260723 $0.82 $0.82 1.1% 9%
20260722 $0.68 $0.68 0.9% 7%
20260721 $2.30 $2.30 1.4% 13%
20260720 $0.72 $0.72 1.2% 11%
20260716 $2.38 $0.47 1.0% 8%
20260715 $0.82 $0.48 0.9% 6%
20260714 $1.08 $0.47 1.0% 7%
20260713 $7.83 $0.47 0.8% 4%
20260710 $0.78 $0.47 0.8% 4%
20260709 $0.77 $2.35 1.0% 7%
20260708 $0.75 $0.47 3.0% 39%
20260707 $0.72 $0.55 3.3% 42%
20260706 $0.73 $0.50 3.5% 46%
20260702 $0.53 $0.53 1.1% 9%
20260701 $10.62 $10.62 1.2% 11%
20260630 $10.65 $10.65 2.0% 22%