HSIC · Expected Move

Henry Schein Inc

The expected move for HSIC 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).

HSIC 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 HSIC Expected Move
30-Day Straddle
$6.10
7-Day Straddle
$6.10
30-Day ATM IV
31.2%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to HSIC'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.
HSIC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261023 $6.10 $6.10 31.2% 52%
20261022 $6.18 $6.18 30.6% 48%
20261021 $7.28 $7.28 37.5% 89%
20261020 $6.53 $6.53 32.9% 61%
20261019 $6.58 $6.58 32.9% 62%
20261016 $6.33 $2.72 29.0% 39%
20261015 $7.38 $2.35 31.4% 53%
20261014 $6.78 $2.80 31.1% 51%
20261013 $6.62 $2.25 30.3% 46%
20261012 $7.07 $1.98 32.7% 60%
20261009 $7.28 $3.45 31.5% 53%
20261008 $7.60 $4.73 30.2% 46%
20261007 $6.92 $3.00 29.2% 40%
20261006 $7.55 $3.05 31.2% 51%
20261005 $7.30 $3.80 31.1% 51%
20261002 $4.40 $4.40 30.0% 44%
20261001 $4.15 $4.15 30.2% 45%
20260930 $3.92 $3.92 29.6% 42%
20260929 $3.88 $3.88 27.7% 31%
20260928 $4.55 $4.55 27.3% 29%
20260925 $5.15 $5.15 28.7% 37%
20260924 $4.97 $4.97 29.6% 42%
20260923 $4.22 $4.22 27.0% 27%
20260922 $5.25 $5.25 25.9% 21%
20260921 $4.58 $4.58 27.1% 27%
20260918 $5.00 $0.72 26.5% 24%
20260917 $5.30 $2.00 27.8% 31%
20260916 $4.95 $3.52 24.2% 11%
20260915 $5.32 $2.65 24.5% 12%
20260914 $4.82 $2.10 22.4% 0%
20260911 $5.82 $2.98 24.5% 11%
20260910 $5.67 $3.60 23.9% 7%
20260909 $5.67 $4.33 25.0% 13%
20260908 $5.72 $3.28 24.7% 11%
20260904 $5.85 $3.62 24.3% 9%
20260903 $5.62 $3.93 23.6% 5%
20260902 $3.67 $3.67 26.3% 19%
20260901 $3.92 $3.92 25.7% 16%
20260831 $4.17 $4.17 25.6% 15%
20260828 $4.32 $4.32 25.8% 16%
20260827 $3.60 $3.60 22.7% 1%
20260826 $4.35 $4.35 25.2% 13%
20260825 $4.65 $4.65 25.4% 14%
20260824 $4.60 $4.60 24.2% 8%
20260821 $5.10 $2.98 24.3% 8%
20260820 $5.08 $2.42 24.7% 10%
20260819 $5.08 $2.42 24.4% 9%
20260818 $4.82 $2.50 22.6% 0%
20260817 $5.00 $2.92 23.7% 1%
20260814 $5.20 $2.73 23.5% 0%
20260813 $5.67 $2.80 25.2% 0%
20260812 $5.75 $3.35 25.1% 0%
20260811 $6.05 $3.85 26.7% 8%
20260810 $6.35 $3.23 27.6% 13%
20260807 — — 26.6% 8%
20260806 $7.65 $4.67 31.2% 30%
20260805 $4.57 $4.57 30.0% 24%
20260804 $4.50 $4.50 29.3% 21%
20260803 $5.12 $5.12 33.8% 43%
20260731 $5.75 $5.75 33.8% 43%

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.