THG · Expected Move
The Hanover Insurance Group, Inc.
The expected move for THG 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).
THG 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 THG Expected Move
30-Day Straddle
$12.90
7-Day Straddle
$5.25
30-Day ATM IV
21.1%
IV Rank
65%
Implied one-standard-deviation move through the next 30 days. Compare to THG'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.
THG Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $12.90 | $5.25 | 21.1% | 65% |
| 20261015 | $13.05 | $4.40 | 23.2% | 92% |
| 20261014 | $12.75 | $5.10 | 22.3% | 80% |
| 20261013 | $13.60 | $5.90 | 22.6% | 84% |
| 20261012 | $13.75 | $5.70 | 22.9% | 88% |
| 20261009 | $13.40 | $5.65 | 22.7% | 85% |
| 20261008 | $14.30 | $7.30 | 23.0% | 90% |
| 20261007 | $13.70 | $6.85 | 23.1% | 90% |
| 20261006 | $14.00 | $5.55 | 22.3% | 81% |
| 20261005 | $13.90 | $6.35 | 22.0% | 76% |
| 20261002 | $6.88 | $6.88 | 21.3% | 68% |
| 20261001 | $7.55 | $7.55 | 22.4% | 82% |
| 20260930 | $9.55 | $9.55 | 22.5% | 83% |
| 20260929 | $7.95 | $7.95 | 22.1% | 77% |
| 20260928 | $8.95 | $8.95 | 23.2% | 92% |
| 20260925 | $8.75 | $8.75 | 22.3% | 81% |
| 20260924 | $8.85 | $8.85 | 21.8% | 74% |
| 20260923 | $9.20 | $9.20 | 22.4% | 81% |
| 20260922 | $9.30 | $9.30 | 20.8% | 61% |
| 20260921 | $9.85 | $9.85 | 20.3% | 55% |
| 20260918 | $9.15 | $5.75 | 18.2% | 29% |
| 20260917 | $10.60 | $5.00 | 20.5% | 58% |
| 20260916 | $10.70 | $5.45 | 19.7% | 47% |
| 20260915 | $11.05 | $6.15 | 18.9% | 37% |
| 20260914 | $10.75 | $5.80 | 19.1% | 40% |
| 20260911 | $10.80 | $7.25 | 19.7% | 47% |
| 20260910 | $11.75 | $7.50 | 20.2% | 53% |
| 20260909 | $12.30 | $7.75 | 20.5% | 57% |
| 20260908 | $12.75 | $8.25 | 20.9% | 63% |
| 20260904 | $11.45 | $7.10 | 18.7% | 35% |
| 20260903 | $12.00 | $7.30 | 18.5% | 31% |
| 20260902 | $8.05 | $8.05 | 19.6% | 44% |
| 20260901 | $9.05 | $9.05 | 20.4% | 55% |
| 20260831 | $8.50 | $8.50 | 20.4% | 54% |
| 20260828 | $8.05 | $8.05 | 18.7% | 33% |
| 20260827 | $8.25 | $8.25 | 19.5% | 43% |
| 20260826 | $9.00 | $9.00 | 19.8% | 46% |
| 20260825 | $8.75 | $8.75 | 19.3% | 40% |
| 20260824 | $9.70 | $9.70 | 20.2% | 52% |
| 20260821 | $10.30 | $4.25 | 19.5% | 44% |
| 20260820 | $10.65 | $3.93 | 20.1% | 50% |
| 20260819 | $11.20 | $3.20 | 21.9% | 73% |
| 20260818 | $10.50 | $4.53 | 20.4% | 54% |
| 20260817 | $12.00 | $4.78 | 22.0% | 74% |
| 20260814 | $11.40 | $7.80 | 19.4% | 37% |
| 20260813 | $11.50 | $6.22 | 20.1% | 45% |
| 20260812 | $11.75 | $6.45 | 20.0% | 44% |
| 20260811 | $12.25 | $6.95 | 21.1% | 56% |
| 20260810 | $12.60 | $8.45 | 22.4% | 70% |
| 20260807 | — | — | 20.4% | 42% |
| 20260806 | $13.70 | $8.75 | 22.2% | 58% |
| 20260805 | $8.55 | $8.55 | 22.3% | 59% |
| 20260804 | $9.45 | $9.45 | 23.3% | 68% |
| 20260803 | $9.25 | $9.25 | 23.0% | 65% |
| 20260731 | $10.50 | $10.50 | 21.6% | 52% |
| 20260730 | $10.35 | $10.35 | 22.6% | 62% |
| 20260729 | $11.15 | $11.15 | 22.3% | 59% |
| 20260728 | $12.60 | $12.60 | 22.2% | 58% |
| 20260727 | $11.50 | $11.50 | 23.8% | 73% |
| 20260724 | $11.45 | $11.45 | 23.1% | 66% |
More on THG
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.