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
$9.05
7-Day Straddle
$9.05
Avg IV
0.3%
IV Rank
13%
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 |
|---|---|---|---|---|
| 20260901 | $9.05 | $9.05 | 0.3% | 13% |
| 20260831 | $8.50 | $8.50 | 0.5% | 44% |
| 20260828 | $8.05 | $8.05 | 0.5% | 37% |
| 20260827 | $8.25 | $8.25 | 0.5% | 36% |
| 20260826 | $9.00 | $9.00 | 0.5% | 39% |
| 20260825 | $8.75 | $8.75 | 0.4% | 34% |
| 20260824 | $9.70 | $9.70 | 0.5% | 36% |
| 20260821 | $10.30 | $4.25 | 0.4% | 25% |
| 20260820 | $10.65 | $3.93 | 0.4% | 27% |
| 20260819 | $11.20 | $3.20 | 0.4% | 26% |
| 20260818 | $10.50 | $4.53 | 0.4% | 26% |
| 20260817 | $12.00 | $4.78 | 0.4% | 22% |
| 20260814 | $11.40 | $7.80 | 0.3% | 2% |
| 20260813 | $11.50 | $6.22 | 0.3% | 12% |
| 20260812 | $11.75 | $6.45 | 0.4% | 26% |
| 20260811 | $12.25 | $6.95 | 0.4% | 28% |
| 20260810 | $12.60 | $8.45 | 0.3% | 9% |
| 20260806 | $13.70 | $8.75 | 0.4% | 21% |
| 20260805 | $8.55 | $8.55 | 0.7% | 83% |
| 20260804 | $9.45 | $9.45 | 0.8% | 90% |
| 20260803 | $9.25 | $9.25 | 0.7% | 82% |
| 20260731 | $10.50 | $10.50 | 0.8% | 84% |
| 20260730 | $10.35 | $10.35 | 0.7% | 73% |
| 20260729 | $11.15 | $11.15 | 0.8% | 100% |
| 20260728 | $12.60 | $12.60 | 0.7% | 97% |
| 20260727 | $11.50 | $11.50 | 0.7% | 100% |
| 20260724 | $11.45 | $11.45 | 0.5% | 47% |
| 20260723 | $11.60 | $11.60 | 0.6% | 73% |
| 20260722 | $11.30 | $11.30 | 0.5% | 58% |
| 20260721 | $12.20 | $12.20 | 0.5% | 63% |
| 20260720 | $12.20 | $12.20 | 0.6% | 81% |
| 20260716 | $11.95 | $7.15 | 0.4% | 42% |
| 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% |