What is HPE's IV rank?

At the last close, HPE's IV rank was 56 with 30-day implied volatility of 82.1%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 95: IV is higher than 95% of the past year's readings.

What is the expected move for HPE?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $11.29 (23.4%), a range of $37.00 to $59.58. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on HPE?

At the last close, these OptionClaws preset screens had passing trades on HPE: Bull Call Spreads on High-Beta Names (49), Long Call Butterflies for Pinning (12), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.

Is HPE option volume above average?

At the last close, HPE option volume was 0.9x its average, close to normal.

HPE options: IV rank, expected move and trade screens

Hewlett Packard Enterprise Co · Technology

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

HPE last closed at $48.29 with 30-day implied volatility of 82.1%. That is in the upper half of its one-year range (IV rank 56), so premiums are somewhat richer than usual for HPE. Measured by IV percentile, IV is higher than 95% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $11.29, or 23.4%.

The price is above its 200-day moving average (+14.6%) but below its 50-day (-17.9%), a pullback inside a longer uptrend. It is 34.3% below its 52-week high and 141.5% above its 52-week low. The 14-day RSI of 39.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.71, about 7.7% of the price, a measure of a typical day's range.

Option volume at the close (26.8K contracts) was 0.9x its average, close to normal. A beta of 2.25 means HPE has tended to move about 2.3 times as much as the broad market. 3 of our preset screens found trades on HPE at the close, led by Bull Call Spreads on High-Beta Names with 49 trades.

HPE stats at the close

Price: $48.29; Market cap $64.1B
Implied volatility: 82.1%; 30-day, at the money
IV rank: 56; IV sits 56% of the way from its one-year low to its one-year high.
IV percentile: 95; IV is higher than 95% of the past year's readings.
ATR (14-day): $3.71; 7.7% of the price on a typical day
RSI (14-day): 39.2; Between 30 and 70, neutral
52-week range: -34.3% from high; +141.5% from the 52-week low
Moving averages: -17.9% vs 50-day; +14.6% vs the 200-day
Beta: 2.25; Sensitivity to the broad market
Option volume: 0.9x avg; 26.8K contracts vs 30.1K average

HPE 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.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	73.0%	±$4.88 (10.1%)	$43.41 to $53.17	$3.91
Dec 11, 202628 days	84.4%	±$11.29 (23.4%)	$37.00 to $59.58	$8.95
Jan 15, 202763 days	72.1%	±$14.46 (29.9%)	$33.83 to $62.75	$11.43
Feb 19, 202798 days	68.6%	±$17.17 (35.6%)	$31.12 to $65.46	$13.53

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 HPE 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.

Bull Call Spreads on High-Beta Names

Bull Call Spread

49 trades pass on HPE

Return on risk: 102.0% to 365.1%
Probability of profit: 25.9% to 52.6%

Bull call spread screener

Long Call Butterflies for Pinning

Call Butterfly

12 trades pass on HPE

Return on risk: 80.2% to 1,000%+
Probability of profit: 3.9% to 64.1%

Butterfly spread screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

1 trade passes on HPE

Return on risk: 32.7%
Probability of profit: 75.0%

Iron condor scanner

HPE options FAQ

What is HPE's IV rank?: At the last close, HPE's IV rank was 56 with 30-day implied volatility of 82.1%. IV sits 56% of the way from its one-year low to its one-year high. Its IV percentile was 95: IV is higher than 95% of the past year's readings.
What is the expected move for HPE?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $11.29 (23.4%), a range of $37.00 to $59.58. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on HPE?: At the last close, these OptionClaws preset screens had passing trades on HPE: Bull Call Spreads on High-Beta Names (49), Long Call Butterflies for Pinning (12), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is HPE option volume above average?: At the last close, HPE option volume was 0.9x its average, close to normal.

Stocks by IV rank Expected move by stock All options screeners Options guides

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.