HRI Moves

Herc Holdings Inc HRI 151.94 2.13 1.42%

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Expected move

November 06, 2026 close · $151.94

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.6% ±$3.95	$147.99 – $155.89	$147.20 – $156.68	$143.48 – $160.40
2 sessions	±3.6% ±$5.49	$146.45 – $157.43	$145.29 – $158.59	$140.10 – $163.78
3 sessions	±4.5% ±$6.91	$145.03 – $158.85	$143.69 – $160.19	$137.22 – $166.66
1 week	±5.8% ±$8.78	$143.16 – $160.72	$141.20 – $162.68	$133.22 – $170.66
2 weeks	±8.1% ±$12.32	$139.62 – $164.26	$136.69 – $167.19	$125.64 – $178.24
3 weeks	±9.9% ±$15.01	$136.93 – $166.95	$133.28 – $170.60	$120.21 – $183.67
1 month	±11.7% ±$17.70	$134.24 – $169.64	$129.85 – $174.03	$114.41 – $189.47

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

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

Earnings: priced against what happened

Average implied move

±9.16%

Average actual move

9.65%

Beyond the implied move

1 / 2

Median IV change

-20.32%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 17, 2026	±9.88%	-13.29%	1.35×	—
February 13, 2025	±8.44%	-6.02%	0.71×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →