HP · Expected Move
Helmerich & Payne, Inc.
The expected move for HP 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).
HP 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 HP Expected Move
30-Day Straddle
$3.98
7-Day Straddle
$1.12
30-Day ATM IV
43.4%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to HP'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.
HP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.98 | $1.12 | 43.4% | 27% |
| 20261015 | $4.90 | $0.72 | 51.9% | 75% |
| 20261014 | $5.03 | $2.02 | 50.2% | 65% |
| 20261013 | $5.12 | $2.42 | 48.9% | 58% |
| 20261012 | $5.50 | $2.55 | 49.5% | 62% |
| 20261009 | $4.95 | $2.28 | 46.7% | 46% |
| 20261008 | $5.60 | $2.55 | 51.1% | 70% |
| 20261007 | $5.97 | $2.78 | 54.3% | 89% |
| 20261006 | $5.68 | $2.30 | 44.8% | 35% |
| 20261005 | $4.80 | $2.45 | 42.9% | 24% |
| 20261002 | $2.75 | $2.75 | 51.7% | 74% |
| 20261001 | $3.33 | $3.33 | 51.3% | 72% |
| 20260930 | $2.62 | $2.62 | 44.0% | 30% |
| 20260929 | $2.60 | $2.60 | 48.4% | 55% |
| 20260928 | $3.10 | $3.10 | 47.4% | 50% |
| 20260925 | $4.15 | $4.15 | 50.0% | 64% |
| 20260924 | $3.98 | $3.98 | 48.9% | 58% |
| 20260923 | $3.38 | $3.38 | 46.4% | 44% |
| 20260922 | $3.53 | $3.53 | 46.5% | 44% |
| 20260921 | $4.00 | $4.00 | 47.5% | 50% |
| 20260918 | $4.50 | $1.97 | 46.3% | 43% |
| 20260917 | $4.30 | $1.45 | 45.5% | 39% |
| 20260916 | $3.78 | $1.95 | 41.1% | 14% |
| 20260915 | $4.33 | $1.77 | 43.0% | 24% |
| 20260914 | $4.58 | $2.52 | 45.6% | 39% |
| 20260911 | $4.60 | $2.30 | 44.5% | 33% |
| 20260910 | $4.85 | $2.08 | 43.9% | 29% |
| 20260909 | $5.33 | $2.52 | 46.0% | 42% |
| 20260908 | $5.72 | $3.52 | 46.0% | 42% |
| 20260904 | $5.55 | $2.70 | 43.8% | 29% |
| 20260903 | $5.12 | $3.05 | 41.9% | 19% |
| 20260902 | $2.92 | $2.92 | 44.1% | 31% |
| 20260901 | $3.65 | $3.65 | 42.8% | 23% |
| 20260831 | $2.52 | $2.52 | 38.7% | 0% |
| 20260828 | $3.40 | $3.40 | 42.0% | 18% |
| 20260827 | $3.25 | $3.25 | 40.0% | 7% |
| 20260826 | $3.42 | $3.42 | 40.6% | 10% |
| 20260825 | $3.17 | $3.17 | 41.5% | 15% |
| 20260824 | $3.67 | $3.67 | 41.6% | 16% |
| 20260821 | $4.10 | $1.50 | 41.8% | 17% |
| 20260820 | $4.10 | $1.73 | 40.6% | 10% |
| 20260819 | $4.00 | $2.00 | 38.9% | 0% |
| 20260818 | $4.30 | $1.38 | 41.5% | 13% |
| 20260817 | $4.42 | $2.02 | 42.0% | 15% |
| 20260814 | $4.47 | $2.50 | 40.6% | 7% |
| 20260813 | $4.05 | $2.60 | 39.6% | 1% |
| 20260812 | $4.05 | $2.60 | 39.4% | 0% |
| 20260811 | $4.85 | $2.40 | 44.4% | 20% |
| 20260810 | $4.90 | $2.77 | 43.3% | 13% |
| 20260807 | — | — | 41.3% | 0% |
| 20260806 | $4.50 | $3.33 | 42.7% | 0% |
| 20260805 | $2.92 | $2.92 | 48.0% | 36% |
| 20260804 | $3.30 | $3.30 | 48.2% | 37% |
| 20260803 | $3.43 | $3.43 | 44.3% | 7% |
| 20260731 | $3.77 | $3.77 | 50.5% | 55% |
| 20260730 | $4.12 | $4.12 | 52.5% | 71% |
| 20260729 | $4.50 | $4.50 | 55.5% | 94% |
| 20260728 | $3.93 | $3.93 | 56.3% | 100% |
| 20260727 | $4.67 | $4.67 | 55.6% | 100% |
| 20260724 | $3.78 | $3.78 | 49.0% | 50% |
More on HP
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.