HMN · Expected Move

Horace Mann Educators Corporation

The expected move for HMN 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).

HMN 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 HMN Expected Move
30-Day Straddle
$5.05
7-Day Straddle
$5.05
30-Day ATM IV
35.8%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to HMN'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.
HMN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $5.05 $5.05 35.8% 64%
20261016 $5.05 $5.00 33.4% 52%
20261015 $5.05 $5.00 36.9% 70%
20261014 $5.05 $5.00 42.0% 96%
20261013 $5.10 $5.00 35.0% 60%
20261012 $5.10 $5.00 41.3% 92%
20261009 $5.05 $5.00 35.9% 65%
20261008 $5.15 $5.00 35.9% 65%
20261007 $5.00 $5.00 36.2% 66%
20261006 $5.05 $5.00 34.4% 57%
20261005 $5.10 $5.00 35.1% 61%
20261002 $5.00 $5.00 37.5% 73%
20261001 $5.00 $5.00 36.0% 65%
20260930 $5.00 $5.00 37.2% 72%
20260929 $5.00 $5.00 34.6% 58%
20260928 $5.00 $5.00 33.8% 54%
20260925 $4.10 $4.10 39.4% 83%
20260924 $5.05 $5.05 34.3% 57%
20260923 $5.05 $5.05 33.5% 52%
20260922 $5.65 $5.65 30.1% 35%
20260921 $5.50 $5.50 33.9% 55%
20260918 $5.05 $5.05 30.3% 36%
20260917 $5.00 $5.00 29.6% 33%
20260916 $5.00 $5.00 32.3% 47%
20260915 $5.00 $5.00 33.1% 51%
20260914 $5.00 $5.00 29.5% 32%
20260911 $5.05 $5.00 39.4% 83%
20260910 $5.05 $5.05 42.8% 100%
20260909 $5.00 $5.00 28.7% 31%
20260908 $5.00 $5.00 40.1% 94%
20260904 $5.05 $5.05 29.5% 36%
20260903 $5.20 $5.05 26.9% 21%
20260902 $5.05 $5.05 34.2% 61%
20260901 $5.00 $5.00 30.8% 43%
20260831 $5.00 $5.00 33.0% 55%
20260828 $5.00 $5.00 31.1% 38%
20260827 $5.17 $5.17 35.7% 59%
20260826 $5.17 $5.17 41.1% 84%
20260825 $5.00 $5.00 30.6% 35%
20260824 $5.00 $5.00 35.3% 57%
20260821 $5.00 $5.00 38.5% 72%
20260820 $5.00 $5.00 30.3% 34%
20260819 $5.05 $5.00 30.7% 35%
20260818 $5.10 $5.05 28.2% 24%
20260817 $5.05 $5.05 27.9% 22%
20260814 $5.82 $5.10 41.2% 85%
20260813 $5.20 $5.05 26.5% 16%
20260812 $5.47 $5.05 36.2% 61%
20260811 $5.92 $3.25 40.4% 81%
20260810 $5.70 $5.20 28.1% 23%
20260807 — — 27.0% 18%
20260806 $5.00 $5.00 23.9% 3%
20260805 $5.50 $5.50 30.6% 35%
20260804 $5.45 $5.45 32.5% 44%
20260803 $5.40 $5.40 31.2% 38%
20260731 $5.50 $5.50 31.5% 39%
20260730 $5.50 $5.50 30.2% 33%
20260729 $4.12 $4.12 27.6% 21%
20260728 $6.00 $6.00 28.3% 24%
20260727 $5.55 $5.55 31.6% 40%

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.