HPE · Expected Move

Hewlett Packard Enterprise Company

The expected move for HPE 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).

HPE 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 HPE Expected Move
30-Day Straddle
$7.88
7-Day Straddle
$3.33
30-Day ATM IV
61.6%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to HPE'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.
HPE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $7.88 $3.33 61.6% 16%
20261016 $8.20 $4.38 67.3% 33%
20261015 $8.53 $4.69 64.8% 26%
20261014 $9.62 $5.40 66.4% 30%
20261013 $9.80 $5.69 61.2% 15%
20261012 $9.72 $3.62 58.5% 7%
20261009 $10.00 $4.49 61.0% 14%
20261008 $9.95 $4.75 63.9% 23%
20261007 $10.23 $5.19 61.9% 17%
20261006 $9.06 $5.17 56.2% 0%
20261005 $9.95 $3.62 60.3% 12%
20261002 $9.57 $4.36 61.6% 16%
20261001 $8.80 $4.61 60.5% 13%
20260930 $9.02 $5.08 61.8% 17%
20260929 $8.97 $5.25 62.1% 18%
20260928 $9.12 $3.94 62.0% 17%
20260925 $9.10 $4.35 64.1% 23%
20260924 $9.07 $5.17 64.3% 24%
20260923 $9.12 $5.19 63.5% 22%
20260922 $8.77 $5.21 62.4% 18%
20260921 $9.03 $3.45 62.3% 18%
20260918 $8.10 $4.09 59.9% 11%
20260917 $8.50 $4.43 62.1% 27%
20260916 $7.83 $4.58 60.0% 21%
20260915 $7.60 $4.36 58.7% 18%
20260914 $7.90 $3.22 60.2% 22%
20260911 $8.48 $4.38 62.0% 29%
20260910 $7.30 $3.82 59.0% 28%
20260909 $8.07 $4.59 60.3% 31%
20260908 $7.88 $4.71 60.8% 32%
20260904 $6.51 $3.25 56.4% 22%
20260903 $6.75 $3.70 56.1% 21%
20260902 $8.35 $6.88 70.9% 55%
20260901 $8.53 $6.50 73.5% 61%
20260831 $8.62 $5.97 70.7% 55%
20260828 $8.12 $5.87 69.8% 53%
20260827 $8.85 $6.71 72.1% 60%
20260826 $8.95 $7.03 71.8% 59%
20260825 $9.05 $7.00 74.4% 65%
20260824 $9.00 $2.96 74.2% 64%
20260821 $9.18 $3.46 75.4% 67%
20260820 $9.28 $3.79 74.7% 66%
20260819 $9.25 $4.00 73.4% 64%
20260818 $9.47 $4.59 75.4% 68%
20260817 $10.30 $3.08 74.0% 65%
20260814 $9.70 $3.67 73.8% 64%
20260813 $10.35 $4.62 77.0% 71%
20260812 $11.18 $5.31 83.0% 84%
20260811 $10.05 $4.71 80.2% 78%
20260810 $10.65 $3.50 82.2% 83%
20260807 — — 83.6% 86%
20260806 $10.57 $4.89 90.0% 99%
20260805 $10.07 $5.02 83.9% 86%
20260804 $10.40 $5.73 85.0% 89%
20260803 $8.85 $3.82 76.2% 70%
20260731 $8.28 $3.79 79.4% 77%
20260730 $7.88 $4.08 76.4% 71%
20260729 $7.60 $4.12 75.6% 70%
20260728 $7.58 $4.76 72.8% 64%
20260727 $8.62 $3.41 76.4% 72%

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.