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HERITAGE INSURANCE HOLDINGS INC HRTG 32.96 -0.26 -0.78%

Previous-day view · Mon Nov 9 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for HRTG.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.29%
Average actual move
17.36%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±12.35% -12.19% 0.99× —
May 07, 2025 ±12.23% +22.54% 1.84× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →