HRL · Expected Move
Hormel Foods Corporation
The expected move for HRL 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).
HRL 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 HRL Expected Move
30-Day Straddle
$1.10
7-Day Straddle
$0.47
30-Day ATM IV
23.7%
IV Rank
35%
Implied one-standard-deviation move through the next 30 days. Compare to HRL'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.
HRL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.10 | $0.47 | 23.7% | 35% |
| 20261015 | $1.02 | $0.55 | 22.0% | 25% |
| 20261014 | $1.02 | $0.55 | 22.5% | 28% |
| 20261013 | $1.02 | $0.65 | 22.2% | 26% |
| 20261012 | $0.98 | $0.38 | 23.1% | 31% |
| 20261009 | $0.95 | $0.50 | 23.9% | 36% |
| 20261008 | $1.02 | $0.55 | 25.1% | 44% |
| 20261007 | $1.38 | $0.65 | 26.3% | 51% |
| 20261006 | $1.05 | $0.70 | 23.3% | 33% |
| 20261005 | $1.05 | $0.43 | 22.7% | 19% |
| 20261002 | $0.85 | $0.57 | 22.1% | 16% |
| 20261001 | $1.10 | $0.62 | 24.4% | 26% |
| 20260930 | $1.10 | $0.68 | 25.9% | 32% |
| 20260929 | $1.15 | $0.53 | 23.8% | 24% |
| 20260928 | $1.02 | $0.53 | 22.4% | 18% |
| 20260925 | $1.20 | $0.42 | 32.6% | 60% |
| 20260924 | $1.15 | $0.57 | 25.6% | 31% |
| 20260923 | $1.02 | $0.53 | 23.3% | 22% |
| 20260922 | $1.30 | $0.68 | 26.2% | 33% |
| 20260921 | $1.30 | $0.55 | 25.6% | 31% |
| 20260918 | $1.07 | $0.53 | 23.4% | 22% |
| 20260917 | $1.10 | $0.57 | 23.3% | 22% |
| 20260916 | $1.18 | $0.60 | 24.1% | 25% |
| 20260915 | $1.30 | $0.57 | 26.4% | 34% |
| 20260914 | $1.42 | $0.45 | 30.2% | 50% |
| 20260911 | $0.88 | $0.50 | 20.1% | 8% |
| 20260910 | $1.25 | $0.60 | 26.2% | 34% |
| 20260909 | $0.85 | $0.60 | 18.1% | 0% |
| 20260908 | $1.27 | $0.72 | 24.4% | 19% |
| 20260904 | $1.42 | $0.47 | 26.8% | 30% |
| 20260903 | $1.05 | $0.60 | 21.6% | 7% |
| 20260902 | $1.02 | $0.75 | 20.2% | 0% |
| 20260901 | $1.25 | $0.57 | 24.1% | 12% |
| 20260831 | $1.17 | $0.40 | 22.4% | 3% |
| 20260828 | $1.15 | $0.53 | 24.7% | 15% |
| 20260827 | $1.20 | $0.72 | 25.1% | 16% |
| 20260826 | $1.70 | $1.77 | 33.1% | 55% |
| 20260825 | $1.62 | $1.52 | 29.9% | 40% |
| 20260824 | $1.48 | $1.30 | 27.5% | 28% |
| 20260821 | $1.70 | $1.45 | 32.2% | 51% |
| 20260820 | $1.60 | $1.50 | 30.0% | 40% |
| 20260819 | $1.70 | $1.32 | 31.7% | 48% |
| 20260818 | $1.67 | $1.43 | 29.8% | 39% |
| 20260817 | $1.60 | $0.38 | 28.7% | 34% |
| 20260814 | $1.57 | $0.50 | 27.8% | 30% |
| 20260813 | $1.88 | $0.55 | 33.7% | 58% |
| 20260812 | $1.95 | $0.62 | 31.8% | 49% |
| 20260811 | $1.98 | $0.85 | 34.1% | 60% |
| 20260810 | $1.77 | $0.62 | 32.4% | 52% |
| 20260807 | — | — | 32.8% | 54% |
| 20260806 | $1.95 | $0.88 | 33.9% | 59% |
| 20260805 | $1.82 | $0.98 | 31.4% | 47% |
| 20260804 | $1.88 | $0.85 | 32.2% | 51% |
| 20260803 | $1.92 | $0.65 | 31.6% | 48% |
| 20260731 | $1.65 | $0.52 | 31.2% | 46% |
| 20260730 | $1.70 | $1.20 | 29.6% | 38% |
| 20260729 | $1.70 | $0.65 | 29.1% | 36% |
| 20260728 | $1.73 | $1.10 | 29.5% | 38% |
| 20260727 | $1.82 | $0.95 | 28.6% | 34% |
| 20260724 | $1.35 | $0.70 | 25.7% | 19% |
More on HRL
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.