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Helen Of Troy Ltd HELE 38.2 0.86 2.3%

Previous-day view · Tue Nov 10 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 HELE.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±15.40%
Average actual move
9.05%
Beyond the implied move
1 / 3
Median IV change
-41.02%
Reaction session Implied Actual Used ATM IV before → after
October 08, 2026 ±16.24% +3.91% 0.24× —
July 10, 2025 ±15.97% -22.71% 1.42× —
January 08, 2025 ±14.00% -0.54% 0.04× 105.3% → 46.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →