HSTM · Expected Move

HealthStream Inc

The expected move for HSTM 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).

HSTM 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 HSTM Expected Move
30-Day Straddle
$3.60
7-Day Straddle
$3.60
30-Day ATM IV
39.3%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to HSTM'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.
HSTM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $3.60 $3.60 39.3% 16%
20261021 $3.77 $3.77 45.9% 33%
20261020 $3.20 $3.20 42.6% 27%
20261019 $3.57 $3.57 41.5% 24%
20261016 $3.50 $2.30 42.6% 27%
20261015 $3.33 $1.70 40.4% 22%
20261014 $3.70 $2.23 43.8% 30%
20261013 $3.05 $1.82 38.2% 16%
20261012 $3.28 $2.60 40.7% 22%
20261009 $4.10 $2.92 43.2% 28%
20261008 $4.97 $3.38 45.1% 33%
20261007 $5.10 $2.25 53.9% 54%
20261006 $4.12 $1.65 47.9% 40%
20261005 $4.28 $1.82 48.9% 42%
20261002 $2.02 $2.02 42.7% 27%
20261001 $2.62 $2.62 43.4% 29%
20260930 $2.58 $2.58 37.9% 16%
20260929 $2.65 $2.65 47.2% 38%
20260928 $2.50 $2.50 41.7% 25%
20260925 $2.33 $2.33 39.6% 20%
20260924 $2.62 $2.62 40.7% 22%
20260923 $2.67 $2.67 46.7% 37%
20260922 $2.55 $2.55 33.8% 6%
20260921 $4.75 $4.75 42.2% 26%
20260918 $4.85 $2.42 49.4% 43%
20260917 $3.02 $1.43 33.0% 3%
20260916 $4.80 $1.12 46.7% 37%
20260915 $3.83 $1.40 48.5% 41%
20260914 $4.95 $3.22 57.7% 58%
20260911 $4.88 $2.70 47.2% 35%
20260910 $4.90 $2.68 42.8% 25%
20260909 $3.58 $1.62 45.5% 31%
20260908 $3.40 $1.90 48.7% 38%
20260904 $5.10 $2.82 62.6% 69%
20260903 $4.85 $3.02 45.8% 32%
20260902 $2.72 $2.72 34.2% 6%
20260901 $2.88 $2.88 35.8% 9%
20260831 $3.42 $3.42 39.1% 16%
20260828 $3.77 $3.77 52.8% 44%
20260827 $4.55 $4.55 49.4% 37%
20260826 $4.60 $4.60 54.9% 49%
20260825 $4.42 $4.42 48.4% 35%
20260824 $4.70 $4.70 67.5% 75%
20260821 $4.00 $3.90 35.7% 9%
20260820 $2.62 $2.38 45.3% 29%
20260819 $4.83 $2.65 49.8% 26%
20260818 $4.42 $2.52 43.5% 17%
20260817 $4.55 $2.52 40.1% 12%
20260814 $4.75 $4.30 49.2% 26%
20260813 $4.65 $2.88 46.7% 22%
20260812 $3.60 $2.60 51.2% 28%
20260811 $5.12 $2.85 64.6% 48%
20260810 $3.85 $3.25 51.1% 28%
20260807 — — 52.6% 30%
20260806 $4.88 $3.62 59.7% 41%
20260805 $4.95 $4.95 72.7% 59%
20260804 $5.15 $5.15 72.2% 59%
20260803 $4.85 $4.85 62.5% 45%
20260731 $4.12 $4.12 56.6% 36%
20260730 $5.10 $5.10 68.0% 53%

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.