HRTG (HERITAGE INSURANCE HOLDINGS INC)

Expected Move & Straddle Price History

The expected move for HRTG 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).

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.

Current HRTG Expected Move
30-Day Straddle
$3.83
7-Day Straddle
$2.15
Avg IV
0.7%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to HRTG'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.
HRTG Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $3.83 $2.15 0.7% 9%
20260903 $3.95 $1.55 0.5% 0%
20260902 $2.27 $2.27 1.3% 34%
20260901 $2.40 $2.40 1.5% 43%
20260831 $2.90 $2.90 1.4% 37%
20260828 $2.83 $2.83 1.4% 38%
20260827 $2.78 $2.78 1.0% 16%
20260826 $3.08 $3.08 1.2% 26%
20260825 $2.73 $2.73 1.2% 27%
20260824 $2.88 $2.88 1.3% 32%
20260821 $3.12 $2.67 1.1% 23%
20260820 $3.17 $2.10 1.0% 17%
20260819 $3.15 $1.95 1.2% 29%
20260818 $2.85 $1.73 1.2% 28%
20260817 $3.20 $1.20 1.1% 19%
20260814 $3.30 $2.23 1.0% 15%
20260813 $3.90 $2.23 0.9% 11%
20260812 $3.98 $2.67 0.9% 13%
20260811 $3.92 $3.88 1.1% 23%
20260810 $4.17 $3.07 0.8% 7%
20260806 $5.50 $3.52 1.2% 27%
20260805 $3.85 $3.85 1.5% 41%
20260804 $4.38 $4.38 1.3% 33%
20260803 $4.15 $4.15 1.1% 21%
20260731 $3.72 $3.72 1.0% 19%
20260730 $4.33 $4.33 1.2% 27%
20260729 $4.20 $4.20 1.1% 24%
20260728 $3.95 $3.95 1.3% 30%
20260727 $4.30 $4.30 1.2% 24%
20260724 $4.97 $4.97 0.9% 14%
20260723 $3.98 $3.98 1.1% 20%
20260722 $4.08 $4.08 1.1% 23%
20260721 $4.47 $4.47 1.1% 20%
20260720 $3.83 $3.83 1.0% 15%
20260716 $4.55 $1.32 0.9% 14%
20260715 $4.40 $1.68 1.0% 15%
20260714 $5.20 $3.67 1.1% 20%
20260713 $4.15 $2.00 0.9% 11%
20260710 $4.97 $2.32 0.9% 10%
20260709 $4.92 $2.33 0.9% 12%
20260708 $5.45 $2.70 0.8% 8%
20260707 $5.03 $3.00 0.8% 9%
20260706 $5.62 $2.40 0.8% 8%
20260702 $3.25 $3.25 1.2% 26%
20260701 $3.05 $3.05 1.2% 25%
20260630 $2.60 $2.60 1.2% 25%
20260629 $2.65 $2.65 1.0% 15%
20260626 $2.00 $2.00 0.8% 6%
20260625 $2.35 $2.35 1.1% 20%
20260624 $2.30 $2.30 1.0% 17%
20260623 $2.25 $2.25 0.9% 11%
20260622 $2.00 $2.00 0.9% 11%
20260618 $2.27 $1.10 0.8% 7%
20260617 $3.20 $1.53 0.8% 6%
20260616 $3.38 $1.98 0.7% 2%
20260615 $1.60 $1.35 0.7% 4%
20260613 $3.42 $1.83 0.8% 7%
20260612 $3.40 $1.83 0.8% 6%
20260611 $2.95 $2.70 0.9% 9%
20260610 $2.55 $1.73 0.8% 4%