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
$3.35
7-Day Straddle
$3.27
Avg IV
0.7%
IV Rank
2%
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
20260605 $3.35 $3.27 0.7% 2%
20260604 $3.12 $2.30 0.7% 3%
20260603 $2.93 $1.38 0.7% 0%
20260602 $2.45 $2.45 1.6% 46%
20260601 $2.27 $2.27 1.6% 48%
20260529 $2.20 $2.20 1.4% 36%
20260528 $1.88 $1.88 1.5% 40%
20260527 $2.58 $2.58 1.4% 35%
20260526 $2.33 $2.33 1.4% 36%
20260522 $2.40 $2.40 1.3% 34%
20260521 $3.55 $3.55 1.4% 36%
20260520 $3.42 $3.42 1.2% 26%
20260519 $2.88 $2.88 1.3% 30%
20260518 $3.00 $3.00 1.2% 27%
20260515 $3.02 $2.17 1.1% 24%
20260514 $2.85 $0.82 1.1% 21%
20260513 $2.38 $1.30 1.2% 28%
20260512 $2.67 $1.85 1.2% 26%
20260511 $2.90 $1.23 1.1% 21%
20260510 $3.73 $1.62 1.1% 21%
20260508 $3.73 $1.62 1.1% 23%
20260507 $5.35 $2.88 1.2% 26%
20260506 $4.45 $3.97 1.1% 21%
20260505 $5.05 $2.85 1.0% 17%
20260504 $5.30 $3.48 1.1% 22%
20260502 $3.58 $3.58 2.6% 100%
20260501 $3.58 $3.58 2.4% 100%
20260430 $3.85 $3.85 2.1% 84%
20260429 $3.85 $3.85 2.2% 87%
20260428 $3.50 $3.50 2.0% 78%
20260427 $4.28 $4.28 1.9% 72%
20260424 $3.78 $3.78 1.9% 74%
20260423 $3.85 $3.85 1.8% 65%
20260422 $4.08 $4.08 2.2% 87%
20260421 $4.10 $4.10 2.4% 100%
20260420 $4.28 $4.28 2.3% 100%
20260417 $4.20 $2.75 2.1% 90%
20260416 $3.75 $2.15 2.2% 95%
20260415 $4.10 $1.98 1.9% 80%
20260414 $3.80 $1.57 2.2% 96%
20260413 $3.98 $1.65 2.1% 89%
20260410 $4.67 $1.95 0.9% 14%
20260409 $4.03 $2.62 0.8% 12%
20260408 $5.45 $2.55 0.9% 15%
20260407 $4.60 $1.95 0.7% 7%
20260406 $4.67 $2.15 0.8% 10%
20260402 $4.88 $1.77 0.7% 8%
20260401 $2.90 $2.90 1.4% 45%
20260331 $3.92 $3.92 1.3% 36%
20260330 $3.08 $3.08 0.9% 19%
20260327 $3.17 $3.17 1.2% 30%
20260326 $3.45 $3.45 1.0% 21%
20260325 $2.62 $2.62 1.2% 30%
20260324 $2.90 $2.90 0.9% 15%
20260323 $3.80 $3.80 1.0% 22%
20260320 $2.80 $0.40 0.9% 19%
20260319 $3.40 $3.00 1.1% 26%
20260318 $4.10 $1.90 1.0% 24%
20260317 $3.47 $1.88 1.1% 26%
20260316 $4.25 $1.70 0.9% 18%