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Helmerich & Payne HP 36.62 0.92 2.58%

Previous-day view · Wed Nov 11 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 HP.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±8.56%
Average actual move
4.70%
Beyond the implied move
0 / 2
Median IV change
-11.24%
Reaction session Implied Actual Used ATM IV before → after
August 07, 2025 ±10.49% +3.16% 0.30× 83.7% → 74.3%
November 14, 2024 ±6.63% -6.24% 0.94× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →