HRTG · Expected Move
HERITAGE INSURANCE HOLDINGS INC
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).
HRTG 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 HRTG Expected Move
30-Day Straddle
$5.47
7-Day Straddle
$5.47
30-Day ATM IV
60.8%
IV Rank
78%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.47 | $5.47 | 60.8% | 78% |
| 20261021 | $5.72 | $5.72 | 60.5% | 77% |
| 20261020 | $4.43 | $4.43 | 51.8% | 54% |
| 20261019 | $5.47 | $5.47 | 61.6% | 80% |
| 20261016 | $5.43 | $1.07 | 58.6% | 72% |
| 20261015 | $6.00 | $1.45 | 60.9% | 78% |
| 20261014 | $4.97 | $1.38 | 53.3% | 58% |
| 20261013 | $5.45 | $1.95 | 56.3% | 66% |
| 20261012 | $5.25 | $1.25 | 58.6% | 72% |
| 20261009 | $5.08 | $1.33 | 52.9% | 57% |
| 20261008 | $5.18 | $2.05 | 52.8% | 56% |
| 20261007 | $5.57 | $2.30 | 56.0% | 65% |
| 20261006 | $6.12 | $2.95 | 62.2% | 82% |
| 20261005 | $6.03 | $3.23 | 62.6% | 83% |
| 20261002 | $2.62 | $2.62 | 54.8% | 62% |
| 20261001 | $2.77 | $2.77 | 53.0% | 57% |
| 20260930 | $2.92 | $2.92 | 55.7% | 64% |
| 20260929 | $2.98 | $2.98 | 54.2% | 60% |
| 20260928 | $3.05 | $3.05 | 50.9% | 51% |
| 20260925 | $3.40 | $3.40 | 56.0% | 65% |
| 20260924 | $3.10 | $3.10 | 52.0% | 54% |
| 20260923 | $3.15 | $3.15 | 50.5% | 50% |
| 20260922 | $2.67 | $2.67 | 44.9% | 36% |
| 20260921 | $3.08 | $3.08 | 50.2% | 50% |
| 20260918 | $3.50 | $0.57 | 46.4% | 40% |
| 20260917 | $4.47 | $1.92 | 55.6% | 64% |
| 20260916 | $3.17 | $2.35 | 42.2% | 28% |
| 20260915 | $3.70 | $2.08 | 45.3% | 36% |
| 20260914 | $3.50 | $2.38 | 42.2% | 28% |
| 20260911 | $3.93 | $2.05 | 45.1% | 35% |
| 20260910 | $4.00 | $2.35 | 45.8% | 36% |
| 20260909 | $4.25 | $2.38 | 48.2% | 43% |
| 20260908 | $3.88 | $2.65 | 45.3% | 35% |
| 20260904 | $3.83 | $2.15 | 42.0% | 27% |
| 20260903 | $3.95 | $1.55 | 38.7% | 18% |
| 20260902 | $2.27 | $2.27 | 41.1% | 24% |
| 20260901 | $2.40 | $2.40 | 37.6% | 15% |
| 20260831 | $2.90 | $2.90 | 44.2% | 32% |
| 20260828 | $2.83 | $2.83 | 40.0% | 22% |
| 20260827 | $2.78 | $2.78 | 40.6% | 23% |
| 20260826 | $3.08 | $3.08 | 41.1% | 24% |
| 20260825 | $2.73 | $2.73 | 41.3% | 25% |
| 20260824 | $2.88 | $2.88 | 40.3% | 22% |
| 20260821 | $3.12 | $2.67 | 41.7% | 26% |
| 20260820 | $3.17 | $2.10 | 43.0% | 29% |
| 20260819 | $3.15 | $1.95 | 40.8% | 24% |
| 20260818 | $2.85 | $1.73 | 37.5% | 15% |
| 20260817 | $3.20 | $1.20 | 38.8% | 18% |
| 20260814 | $3.30 | $2.23 | 38.6% | 17% |
| 20260813 | $3.90 | $2.23 | 43.0% | 28% |
| 20260812 | $3.98 | $2.67 | 44.2% | 31% |
| 20260811 | $3.92 | $3.88 | 47.0% | 33% |
| 20260810 | $4.17 | $3.07 | 45.7% | 30% |
| 20260807 | — | — | 45.7% | 30% |
| 20260806 | $5.50 | $3.52 | 62.4% | 65% |
| 20260805 | $3.85 | $3.85 | 62.8% | 66% |
| 20260804 | $4.38 | $4.38 | 65.2% | 71% |
| 20260803 | $4.15 | $4.15 | 63.7% | 68% |
| 20260731 | $3.72 | $3.72 | 64.4% | 70% |
| 20260730 | $4.33 | $4.33 | 69.1% | 80% |
More on HRTG
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.