THG (The Hanover Insurance Group, Inc.)
Expected Move & Straddle Price History
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).
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 THG Expected Move
30-Day Straddle
$13.00
7-Day Straddle
$5.75
Avg IV
0.5%
IV Rank
58%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260715 | $13.00 | $5.75 | 0.5% | 58% |
| 20260714 | $12.50 | $7.20 | 0.5% | 58% |
| 20260713 | $11.25 | $4.20 | 0.5% | 58% |
| 20260710 | $12.70 | $7.55 | 0.5% | 63% |
| 20260709 | $12.70 | $7.50 | 0.4% | 44% |
| 20260708 | $12.40 | $6.75 | 0.6% | 73% |
| 20260707 | $11.35 | $5.70 | 0.6% | 69% |
| 20260706 | $11.60 | $6.00 | 0.6% | 69% |
| 20260702 | $5.70 | $5.70 | 0.4% | 39% |
| 20260701 | $5.80 | $5.80 | 0.5% | 51% |
| 20260630 | $8.60 | $8.60 | 0.4% | 40% |
| 20260629 | $9.00 | $9.00 | 0.3% | 17% |
| 20260626 | $7.45 | $7.45 | 0.4% | 28% |
| 20260625 | $7.00 | $7.00 | 0.3% | 20% |
| 20260624 | $6.95 | $6.95 | 0.4% | 30% |
| 20260623 | $6.65 | $6.65 | 0.3% | 16% |
| 20260622 | $7.95 | $7.95 | 0.3% | 15% |
| 20260618 | $7.55 | $5.15 | 0.3% | 4% |
| 20260617 | $7.95 | $5.00 | 0.2% | 0% |
| 20260616 | $8.00 | $5.05 | 0.3% | 3% |
| 20260615 | $8.05 | $5.05 | 0.3% | 4% |
| 20260613 | $8.50 | $5.60 | 0.3% | 2% |
| 20260612 | $9.50 | $6.00 | 0.3% | 4% |
| 20260611 | $9.25 | $5.15 | 0.2% | 0% |
| 20260610 | $10.00 | $5.55 | 0.3% | 1% |
| 20260609 | $10.10 | $6.05 | 0.3% | 2% |
| 20260608 | $10.05 | $5.65 | 0.3% | 1% |
| 20260605 | $10.50 | $7.00 | 0.2% | 1% |
| 20260604 | $10.95 | $6.55 | 0.2% | 0% |
| 20260603 | $10.60 | $7.90 | 0.2% | 0% |
| 20260602 | $7.30 | $7.30 | 0.4% | 42% |
| 20260601 | $7.25 | $7.25 | 0.4% | 31% |
| 20260529 | $7.10 | $7.10 | 0.4% | 28% |
| 20260528 | $7.90 | $7.90 | 0.4% | 24% |
| 20260527 | $7.75 | $7.75 | 0.3% | 9% |
| 20260526 | $7.55 | $7.55 | 0.4% | 26% |
| 20260522 | $7.50 | $7.50 | 0.4% | 24% |
| 20260521 | $7.55 | $7.55 | 0.4% | 23% |
| 20260520 | $7.55 | $7.55 | 0.3% | 19% |
| 20260519 | $7.80 | $7.80 | 0.3% | 17% |
| 20260518 | $8.55 | $8.55 | 0.4% | 24% |
| 20260515 | $8.55 | $5.00 | 0.3% | 15% |
| 20260514 | $9.05 | $5.05 | 0.3% | 14% |
| 20260513 | $9.05 | $5.05 | 0.2% | 0% |
| 20260512 | $9.50 | $5.05 | 0.3% | 2% |
| 20260511 | $9.05 | $5.80 | 0.3% | 8% |
| 20260510 | $9.05 | $5.05 | 0.3% | 6% |
| 20260508 | $9.05 | $5.05 | 0.3% | 4% |
| 20260507 | $10.05 | $5.60 | 0.3% | 3% |
| 20260506 | $10.50 | $6.05 | 0.3% | 7% |
| 20260505 | $10.10 | $5.30 | 0.3% | 5% |
| 20260504 | $10.35 | $6.30 | 0.3% | 1% |
| 20260502 | $6.75 | $6.75 | 0.7% | 100% |
| 20260501 | $6.75 | $6.75 | 0.7% | 100% |
| 20260430 | $6.60 | $6.60 | 0.6% | 97% |
| 20260429 | $7.50 | $7.50 | 0.7% | 100% |
| 20260428 | $8.10 | $8.10 | 0.6% | 100% |
| 20260427 | $8.05 | $8.05 | 0.6% | 100% |
| 20260424 | $8.10 | $8.10 | 0.6% | 100% |
| 20260423 | $9.00 | $9.00 | 0.6% | 97% |