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HD options: IV rank, expected move and trade screens

Home Depot, Inc. · Consumer

In the app, stock prices are live and options data is refreshed intraday.

HD last closed at $348.69 with 30-day implied volatility of 31.7%. That is in the upper half of its one-year range (IV rank 71), so premiums are somewhat richer than usual for HD. Measured by IV percentile, IV is higher than 77% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $30.84, or 8.8%.

The price is above both its 50-day (+11.7%) and 200-day (+4.8%) moving averages. It is 10.8% below its 52-week high and 24.0% above its 52-week low. The 14-day RSI of 63.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $8.99, about 2.6% of the price, a measure of a typical day's range.

Option volume at the close (16.3K contracts) was 0.8x its average, quieter than usual. A beta of 0.70 means HD has tended to move about 0.7 times as much as the broad market. 3 of our preset screens found trades on HD at the close, led by Long Call Butterflies for Pinning with 8 trades.

HD stats at the close

Price
$348.69
Market cap $348B
Implied volatility
31.7%
30-day, at the money
IV rank
71
IV sits 71% of the way from its one-year low to its one-year high.
IV percentile
77
IV is higher than 77% of the past year's readings.
ATR (14-day)
$8.99
2.6% of the price on a typical day
RSI (14-day)
63.9
Between 30 and 70, neutral
52-week range
-10.8% from high
+24.0% from the 52-week low
Moving averages
+11.7% vs 50-day
+4.8% vs the 200-day
Beta
0.70
Sensitivity to the broad market
Option volume
0.8x avg
16.3K contracts vs 20.9K average

HD expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days46.9%±$22.63 (6.5%)$326.06 to $371.32$18.05
Dec 11, 202628 days31.9%±$30.84 (8.8%)$317.85 to $379.53$24.60
Jan 15, 202763 days28.4%±$41.10 (11.8%)$307.59 to $389.79$32.73
Feb 19, 202798 days27.6%±$49.89 (14.3%)$298.80 to $398.58$39.67

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for HD from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

HD options FAQ

What is HD's IV rank?
At the last close, HD's IV rank was 71 with 30-day implied volatility of 31.7%. IV sits 71% of the way from its one-year low to its one-year high. Its IV percentile was 77: IV is higher than 77% of the past year's readings.
What is the expected move for HD?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $30.84 (8.8%), a range of $317.85 to $379.53. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on HD?
At the last close, these OptionClaws preset screens had passing trades on HD: Long Call Butterflies for Pinning (8), Iron Condor, 2-ATR Profit Zone (4), Cash-Secured Put Entries on Mega Caps (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is HD option volume above average?
At the last close, HD option volume was 0.8x its average, quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.