HMY · Expected Move
Harmony Gold Mining Company Limited
The expected move for HMY 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).
HMY 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 HMY Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$1.55
30-Day ATM IV
54.9%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to HMY'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.
HMY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $2.60 | $1.55 | 54.9% | 43% |
| 20261106 | $2.50 | $1.42 | 53.0% | 36% |
| 20261105 | $2.33 | $1.52 | 51.9% | 32% |
| 20261104 | $1.50 | $1.50 | 51.1% | 29% |
| 20261103 | $1.50 | $1.50 | 50.1% | 25% |
| 20261102 | $1.67 | $1.67 | 51.8% | 31% |
| 20261030 | $1.50 | $1.50 | 48.7% | 20% |
| 20261029 | $1.52 | $1.52 | 47.2% | 14% |
| 20261028 | $1.70 | $1.70 | 53.2% | 37% |
| 20261027 | $1.67 | $1.67 | 51.2% | 29% |
| 20261026 | $2.15 | $2.15 | 58.5% | 56% |
| 20261023 | $1.88 | $1.88 | 51.2% | 29% |
| 20261022 | $2.75 | $2.75 | 70.3% | 100% |
| 20261021 | $1.83 | $1.83 | 50.6% | 32% |
| 20261020 | $1.90 | $1.90 | 53.0% | 42% |
| 20261019 | $2.10 | $2.10 | 49.5% | 27% |
| 20261016 | $1.95 | $0.28 | 46.1% | 12% |
| 20261015 | $1.98 | $0.53 | 46.8% | 15% |
| 20261014 | $1.93 | $0.55 | 45.9% | 11% |
| 20261013 | $1.83 | $0.88 | 43.4% | 0% |
| 20261012 | $2.02 | $0.95 | 45.6% | 6% |
| 20261009 | $2.20 | $1.05 | 48.6% | 20% |
| 20261008 | $2.17 | $1.33 | 48.8% | 21% |
| 20261007 | $2.33 | $1.32 | 52.8% | 39% |
| 20261006 | $2.25 | $1.08 | 48.2% | 18% |
| 20261005 | $2.35 | $1.65 | 53.6% | 42% |
| 20261002 | $1.18 | $1.18 | 47.1% | 14% |
| 20261001 | $1.68 | $1.68 | 51.9% | 35% |
| 20260930 | $1.70 | $1.70 | 54.8% | 48% |
| 20260929 | $1.85 | $1.85 | 52.4% | 37% |
| 20260928 | $1.70 | $1.70 | 51.5% | 33% |
| 20260925 | $1.68 | $1.68 | 52.4% | 37% |
| 20260924 | $1.88 | $1.88 | 48.5% | 20% |
| 20260923 | $1.85 | $1.85 | 52.3% | 37% |
| 20260922 | $2.27 | $2.27 | 54.8% | 48% |
| 20260921 | $2.35 | $2.35 | 55.6% | 52% |
| 20260918 | $2.33 | $0.78 | 53.1% | 40% |
| 20260917 | $2.30 | $0.55 | 51.4% | 33% |
| 20260916 | $2.30 | $0.70 | 52.6% | 38% |
| 20260915 | $2.42 | $0.97 | 53.3% | 41% |
| 20260914 | $2.45 | $1.02 | 52.4% | 37% |
| 20260911 | $2.77 | $1.00 | 53.9% | 44% |
| 20260910 | $2.77 | $1.20 | 54.7% | 48% |
| 20260909 | $2.77 | $1.52 | 53.1% | 40% |
| 20260908 | $2.88 | $1.38 | 55.5% | 51% |
| 20260904 | $2.97 | $1.52 | 53.2% | 41% |
| 20260903 | $3.15 | $1.80 | 53.9% | 44% |
| 20260902 | $1.62 | $1.62 | 52.1% | 36% |
| 20260901 | $1.70 | $1.70 | 53.3% | 41% |
| 20260831 | $1.73 | $1.73 | 51.4% | 33% |
| 20260828 | $2.00 | $2.00 | 56.4% | 55% |
| 20260827 | $2.25 | $2.25 | 55.6% | 51% |
| 20260826 | $2.52 | $2.52 | 55.0% | 49% |
| 20260825 | $2.92 | $2.92 | 61.2% | 77% |
| 20260824 | $3.17 | $3.17 | 65.0% | 94% |
| 20260821 | $3.15 | $1.10 | 58.6% | 65% |
| 20260820 | $2.95 | $0.53 | 60.5% | 74% |
| 20260819 | $2.70 | $0.88 | 56.3% | 55% |
| 20260818 | $2.83 | $1.00 | 61.5% | 78% |
| 20260817 | $2.78 | $0.98 | 59.2% | 68% |
More on HMY
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.