What is HYG's IV rank?

At the last close, HYG's IV rank was 10 with 30-day implied volatility of 5.9%. IV sits 10% of the way from its one-year low to its one-year high. Its IV percentile was 46: IV is higher than 46% of the past year's readings.

What is the expected move for HYG?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.35 (1.8%), a range of $75.59 to $78.29. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on HYG?

At the last close, these OptionClaws preset screens had passing trades on HYG: Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is HYG option volume above average?

At the last close, HYG option volume was 0.7x its average, quieter than usual.

HYG options: IV rank, expected move and trade screens

ETFETF

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

HYG last closed at $76.94 with 30-day implied volatility of 5.9%. That is near the bottom of its one-year range (IV rank 10), so options on HYG are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 46% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $1.35, or 1.8%.

The price is below both its 50-day (-0.8%) and 200-day (-3.0%) moving averages. It is trading within 0.2% of its 52-week low. The 14-day RSI of 42.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.32, about 0.4% of the price, a measure of a typical day's range.

Option volume at the close (232K contracts) was 0.7x its average, quieter than usual. A beta of 0.21 means HYG has tended to move about 0.2 times as much as the broad market. 1 of our preset screen found trades on HYG at the close, led by Married Put Protection with 2 trades.

HYG stats at the close

Price: $76.94
Implied volatility: 5.9%; 30-day, at the money
IV rank: 10; IV sits 10% of the way from its one-year low to its one-year high.
IV percentile: 46; IV is higher than 46% of the past year's readings.
ATR (14-day): $0.32; 0.4% of the price on a typical day
RSI (14-day): 42.8; Between 30 and 70, neutral
52-week range: -5.2% from high; +0.2% from the 52-week low
Moving averages: -0.8% vs 50-day; -3.0% vs the 200-day
Beta: 0.21; Sensitivity to the broad market
Option volume: 0.7x avg; 232K contracts vs 321K average

HYG 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	4.1%	±$0.43 (0.6%)	$76.51 to $77.37	$0.35
Dec 11, 202628 days	6.4%	±$1.35 (1.8%)	$75.59 to $78.29	$1.10
Jan 15, 202763 days	9.2%	±$2.93 (3.8%)	$74.01 to $79.87	n/a
Feb 19, 202798 days	10.3%	±$4.11 (5.3%)	$72.83 to $81.05	n/a

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 HYG 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.

Married Put Protection

Married Put

2 trades pass on HYG

Probability of profit: 45.6% to 49.9%

Married put screener

HYG options FAQ

What is HYG's IV rank?: At the last close, HYG's IV rank was 10 with 30-day implied volatility of 5.9%. IV sits 10% of the way from its one-year low to its one-year high. Its IV percentile was 46: IV is higher than 46% of the past year's readings.
What is the expected move for HYG?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.35 (1.8%), a range of $75.59 to $78.29. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on HYG?: At the last close, these OptionClaws preset screens had passing trades on HYG: Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is HYG option volume above average?: At the last close, HYG option volume was 0.7x its average, quieter than usual.

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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.