Closed
⌘K
Sign in Sign up

Hercules Capital HTGC 16.16 -0.21 -1.28%

Previous-day view · Fri Nov 6 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 HTGC.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±3.80%
Average actual move
1.05%
Beyond the implied move
0 / 1
Median IV change
-18.97%
Reaction session Implied Actual Used ATM IV before → after
February 14, 2025 ±3.80% +1.05% 0.28× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →