HSY · Expected Move
The Hershey Company
The expected move for HSY 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).
HSY 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 HSY Expected Move
30-Day Straddle
$9.35
7-Day Straddle
$5.03
30-Day ATM IV
26.1%
IV Rank
21%
Implied one-standard-deviation move through the next 30 days. Compare to HSY'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.
HSY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $9.35 | $5.03 | 26.1% | 21% |
| 20261029 | $9.70 | $5.53 | 27.1% | 29% |
| 20261028 | $11.85 | $8.80 | 31.6% | 65% |
| 20261027 | $11.65 | $8.70 | 30.8% | 59% |
| 20261026 | $12.90 | $7.55 | 32.4% | 72% |
| 20261023 | $12.45 | $7.95 | 32.3% | 71% |
| 20261022 | $13.05 | $8.50 | 32.4% | 72% |
| 20261021 | $12.15 | $7.55 | 31.8% | 67% |
| 20261020 | $12.20 | $7.62 | 30.8% | 59% |
| 20261019 | $12.30 | $3.78 | 31.2% | 62% |
| 20261016 | $11.80 | $4.80 | 30.7% | 58% |
| 20261015 | $11.15 | $5.12 | 29.6% | 49% |
| 20261014 | $12.40 | $5.38 | 32.7% | 74% |
| 20261013 | $11.20 | $5.20 | 29.8% | 51% |
| 20261012 | $11.65 | $3.90 | 29.4% | 47% |
| 20261009 | $10.43 | $4.55 | 28.9% | 44% |
| 20261008 | $10.65 | $4.85 | 29.0% | 44% |
| 20261007 | $10.75 | $5.00 | 29.3% | 47% |
| 20261006 | $10.80 | $5.32 | 28.7% | 42% |
| 20261005 | $11.60 | $3.68 | 29.9% | 51% |
| 20261002 | $9.85 | $3.83 | 28.7% | 42% |
| 20261001 | $10.95 | $4.92 | 30.7% | 58% |
| 20260930 | $10.25 | $4.65 | 28.7% | 42% |
| 20260929 | $10.70 | $5.80 | 28.2% | 38% |
| 20260928 | $10.25 | $4.00 | 26.5% | 24% |
| 20260925 | $9.12 | $4.20 | 25.9% | 20% |
| 20260924 | $9.60 | $4.88 | 25.4% | 15% |
| 20260923 | $9.55 | $5.58 | 24.8% | 10% |
| 20260922 | $10.05 | $5.85 | 25.3% | 14% |
| 20260921 | $10.05 | $3.98 | 25.1% | 13% |
| 20260918 | $9.20 | $4.72 | 24.7% | 9% |
| 20260917 | $9.50 | $5.30 | 25.0% | 12% |
| 20260916 | $10.50 | $5.72 | 26.7% | 26% |
| 20260915 | $10.45 | $6.25 | 26.4% | 23% |
| 20260914 | $10.65 | $4.38 | 26.2% | 21% |
| 20260911 | $9.70 | $4.60 | 25.2% | 13% |
| 20260910 | $10.05 | $5.42 | 26.0% | 20% |
| 20260909 | $10.50 | $5.78 | 26.2% | 22% |
| 20260908 | $10.70 | $6.07 | 26.3% | 23% |
| 20260904 | $9.35 | $4.30 | 24.5% | 8% |
| 20260903 | $9.40 | $4.62 | 24.2% | 5% |
| 20260902 | $10.35 | $5.47 | 25.1% | 12% |
| 20260901 | $9.95 | $5.90 | 24.7% | 9% |
| 20260831 | $10.15 | $4.12 | 24.7% | 9% |
| 20260828 | $9.50 | $4.67 | 24.3% | 7% |
| 20260827 | $10.10 | $5.08 | 24.8% | 11% |
| 20260826 | $10.90 | $5.78 | 25.7% | 18% |
| 20260825 | $10.95 | $6.20 | 24.7% | 9% |
| 20260824 | $11.40 | $4.17 | 25.5% | 16% |
| 20260821 | $10.10 | $4.95 | 24.7% | 9% |
| 20260820 | $10.45 | $5.43 | 24.6% | 8% |
| 20260819 | $10.95 | $5.80 | 25.3% | 14% |
| 20260818 | $10.95 | $5.95 | 25.3% | 14% |
| 20260817 | $10.75 | $4.15 | 24.8% | 10% |
| 20260814 | $9.40 | $4.53 | 23.5% | 0% |
| 20260813 | $10.55 | $5.42 | 25.3% | 11% |
| 20260812 | $10.90 | $6.10 | 25.6% | 14% |
| 20260811 | $10.85 | $6.33 | 25.6% | 14% |
| 20260810 | $11.35 | $4.88 | 26.5% | 21% |
| 20260807 | — | — | 26.4% | 18% |
More on HSY
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.