HLN · Expected Move
Haleon plc American Depositary Shares (Each representing two Ordinary Shares)
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).
HLN 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 HLN Expected Move
30-Day Straddle
$1.02
7-Day Straddle
$5.92
30-Day ATM IV
48.6%
IV Rank
29%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.02 | $5.92 | 48.6% | 29% |
| 20261106 | $1.23 | $1.02 | 54.7% | 37% |
| 20261105 | $0.97 | $0.80 | 67.4% | 52% |
| 20261104 | $0.97 | $0.97 | 67.0% | 51% |
| 20261103 | $1.30 | $1.30 | 48.1% | 29% |
| 20261102 | $1.38 | $1.38 | 76.8% | 63% |
| 20261030 | $1.25 | $1.25 | 75.9% | 62% |
| 20261029 | $1.07 | $1.07 | 74.8% | 61% |
| 20261028 | $0.50 | $0.50 | 34.8% | 13% |
| 20261027 | $0.60 | $0.60 | 30.4% | 8% |
| 20261026 | $0.88 | $0.88 | — | — |
| 20261023 | $5.40 | $5.40 | 32.1% | 10% |
| 20261022 | $0.93 | $0.93 | 40.8% | 20% |
| 20261021 | $0.72 | $0.72 | 41.8% | 21% |
| 20261020 | $0.82 | $0.82 | 46.2% | 26% |
| 20261019 | $0.78 | $0.78 | 42.3% | 22% |
| 20261016 | $0.78 | $0.17 | 40.7% | 20% |
| 20261015 | $0.68 | $0.30 | 36.3% | 15% |
| 20261014 | $0.80 | $0.50 | 35.1% | 13% |
| 20261013 | $0.83 | $0.48 | — | — |
| 20261012 | $0.88 | $0.55 | 37.1% | 16% |
| 20261009 | $0.90 | $0.83 | 44.8% | 25% |
| 20261008 | $1.10 | $1.77 | 87.3% | 76% |
| 20261007 | $0.98 | $0.97 | 107.7% | 100% |
| 20261006 | $1.28 | $1.10 | 104.9% | 100% |
| 20261005 | $1.28 | $2.02 | 104.0% | 100% |
| 20261002 | $1.28 | $1.28 | 46.5% | 39% |
| 20261001 | $1.55 | $1.55 | 76.5% | 90% |
| 20260930 | $1.77 | $1.77 | 82.0% | 100% |
| 20260929 | $1.85 | $1.85 | 49.0% | 47% |
| 20260928 | $1.25 | $1.25 | 62.5% | 72% |
| 20260925 | $2.17 | $2.17 | — | — |
| 20260924 | $0.80 | $0.80 | — | — |
| 20260923 | $0.83 | $0.83 | 64.2% | 75% |
| 20260922 | $1.25 | $1.25 | 58.3% | 64% |
| 20260921 | $0.83 | $0.83 | 41.7% | 33% |
| 20260918 | $1.17 | $0.80 | 43.2% | 36% |
| 20260917 | $0.93 | $1.75 | 46.9% | 43% |
| 20260916 | $0.95 | $0.93 | 42.9% | 35% |
| 20260915 | $1.02 | $0.90 | 39.1% | 28% |
| 20260914 | $2.10 | $0.72 | — | — |
| 20260911 | $2.83 | $1.07 | 51.6% | 51% |
| 20260910 | $0.97 | $0.95 | 58.2% | 64% |
| 20260909 | $2.77 | $2.15 | — | — |
| 20260908 | $2.65 | $0.95 | 71.3% | 88% |
| 20260904 | $0.90 | $0.45 | 28.4% | 8% |
| 20260903 | $0.78 | $0.55 | 30.4% | 12% |
| 20260902 | $0.43 | $0.43 | 29.0% | 9% |
| 20260901 | $0.33 | $0.33 | 27.3% | 6% |
| 20260831 | $0.38 | $0.38 | 24.1% | 0% |
| 20260828 | $0.38 | $0.38 | 26.0% | 5% |
| 20260827 | $2.20 | $2.20 | 29.9% | 12% |
| 20260826 | $0.70 | $0.70 | 34.3% | 20% |
| 20260825 | $0.82 | $0.82 | 39.9% | 31% |
| 20260824 | $0.52 | $0.52 | 26.1% | 5% |
| 20260821 | $0.57 | $0.10 | 27.3% | 8% |
| 20260820 | $0.78 | $0.50 | 34.0% | 20% |
| 20260819 | $0.68 | $0.47 | 33.6% | 19% |
| 20260818 | $0.70 | $0.53 | 30.9% | 14% |
| 20260817 | $0.80 | $0.70 | 35.2% | 22% |
More on HLN
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.