HSY (The Hershey Company)

Expected Move & Straddle Price History

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).

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 HSY Expected Move
30-Day Straddle
$10.45
7-Day Straddle
$6.25
Avg IV
0.3%
IV Rank
0%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260915 $10.45 $6.25 0.3% 0%
20260914 $10.65 $4.38 0.4% 0%
20260911 $9.70 $4.60 0.5% 17%
20260910 $10.05 $5.42 0.5% 18%
20260909 $10.50 $5.78 0.4% 11%
20260908 $10.70 $6.07 0.4% 10%
20260904 $9.35 $4.30 0.4% 13%
20260903 $9.40 $4.62 0.4% 12%
20260902 $10.35 $5.47 0.4% 11%
20260901 $9.95 $5.90 0.4% 7%
20260831 $10.15 $4.12 0.4% 5%
20260828 $9.50 $4.67 0.5% 19%
20260827 $10.10 $5.08 0.4% 6%
20260826 $10.90 $5.78 0.4% 13%
20260825 $10.95 $6.20 0.4% 5%
20260824 $11.40 $4.17 0.4% 5%
20260821 $10.10 $4.95 0.6% 53%
20260820 $10.45 $5.43 0.7% 63%
20260819 $10.95 $5.80 0.6% 51%
20260818 $10.95 $5.95 0.7% 52%
20260817 $10.75 $4.15 0.6% 46%
20260814 $9.40 $4.53 0.4% 9%
20260813 $10.55 $5.42 0.4% 10%
20260812 $10.90 $6.10 0.4% 3%
20260811 $10.85 $6.33 0.4% 7%
20260810 $11.35 $4.88 0.4% 3%
20260806 $11.60 $7.08 0.5% 18%
20260805 $11.60 $7.17 0.5% 14%
20260804 $12.30 $7.70 0.5% 12%
20260803 $12.65 $4.97 0.5% 15%
20260731 $10.90 $5.58 0.5% 24%
20260730 $10.65 $6.40 0.5% 20%
20260729 $14.65 $10.25 0.5% 21%
20260728 $14.35 $10.20 0.5% 21%
20260727 $14.15 $8.15 0.5% 20%
20260724 $12.85 $8.45 0.5% 23%
20260723 $13.00 $8.75 0.5% 22%
20260722 $13.50 $9.05 0.5% 22%
20260721 $14.30 $9.55 0.5% 23%
20260720 $14.00 $5.03 0.5% 19%
20260716 $14.10 $5.95 0.5% 28%
20260715 $13.20 $6.12 0.5% 22%
20260714 $13.55 $6.88 0.5% 21%
20260713 $13.95 $4.85 0.5% 19%
20260710 $12.20 $5.08 0.5% 23%
20260709 $12.45 $5.70 0.4% 6%
20260708 $12.90 $6.45 0.5% 20%
20260707 $13.85 $6.82 0.5% 23%
20260706 $13.25 $5.92 0.5% 14%
20260702 $12.65 $5.85 0.5% 24%
20260701 $12.20 $6.12 0.5% 22%
20260630 $12.75 $6.12 0.5% 22%
20260629 $13.75 $4.55 0.5% 18%
20260626 $11.80 $5.28 0.5% 22%
20260625 $12.20 $6.90 0.5% 19%
20260624 $12.60 $7.05 0.5% 23%
20260623 $12.10 $6.47 0.5% 20%
20260622 $12.00 $4.90 0.5% 16%
20260618 $10.85 $5.57 0.4% 3%
20260617 $10.35 $7.10 0.4% 7%