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Current options analysis: weak signal for selling premium on HII.
No strategies meet current entry criteria.
Huntington Ingalls Industries (HII) is a Industrials stock with actively traded listed options. IV Rank 43% is 6pp above the Industrials sector median of 37%. HII put/call walls.
HII Edge Score: 76/100 — data coverage is strong, but current trading conditions are unfavorable.
Multiple signals are unfavorable. The best trade today might be no trade.
HII See full analysis →HII conditions are unfavorable — but other tickers may have edge today
When conditions are weak for one stock, others in the S&P 500 often show strong setups. Check today's top-ranked candidates instead of forcing a trade here.
Why two RV values? Yang-Zhang RV (78.8%, OHLC-based) captures intraday volatility, while ORATS RV (32.1%, close-to-close) uses only closing prices. For HII, YZ is higher — suggesting significant intraday movement not captured in closing prices. VRP is computed using ORATS RV to match the IV source. Gap: 46.7pp. HII IV analysis →
Earnings impact: Raw VRP (+13.9pp) includes an IV premium from upcoming earnings (22d). Excluding this premium, VRP is +0.4pp. The 14pp gap is earnings-driven — not a structural edge.
Weak — Unfavorable for premium selling
EM = Price × RV₂₀d × √(t/252). Uses Yang-Zhang 20d realized volatility (not implied). ±1σ (68% confidence).
Conditions are weak — explore alternatives or wait for a better setup.
Volatility
IV Rank, IV vs RV comparison
Volatility Risk Premium edge
Volatility smile & skew shifts
IV curve across expirations
Strategy
P&L calculator for any strategy
Ranked strategies & selling conditions
Best CC strikes, premiums & scores
CSP → assignment → CC calculator
Early assignment probability & alerts
Flow & Events
Support & resistance from OI
IV crush & historical earnings
Price range & strike placement
Historical expected move hit rates
Quantitative screening, not investment advice. Verify with your broker. Disclaimer
Edge Score = weighted composite of VRP, IV Rank, RV Regime, Earnings Proximity, Term Structure, and Liquidity. Ranges: Defensive (0–39), Selective (40–64), Favorable (65–100).IV Rank, VRP, RV Ratio, days to earnings, backwardation/contango, bid-ask spread quality
ORATS institutional options data, updated daily after market close (~6:00 PM ET)
The score reflects current market conditions and changes daily. A high score indicates favorable conditions for premium selling, not guaranteed profit. Always verify execution quality with your broker.
Huntington Ingalls Industries is currently one of the calmest stocks in the S&P 500 by our RV ratio measure. Yang-Zhang realized volatility shows 78.8% over 20 days versus a 55.1% 60-day baseline. The RV Ratio (HV 20d / IV 30d) is 0.70, placing it in the "sweet spot" for premium sellers. As a relatively predictable large-cap with moderate volatility, HII at this ratio suggests a period of consolidation where options may be significantly overpriced.
HII has maintained a consistent volatility profile over the past 18 trading days. The RV ratio has held in a range of 0.73 to 0.86, with 100% of days in seller-favorable territory. Stable regimes can persist for weeks in industrials stocks, making HII a relatively predictable candidate for premium selling strategies during this period.
Based on current realized volatility, traders can expect HII to move approximately ±$19.57 (5.0%) per day and ±$43.75 (11.1%) over five trading days. At a stock price of $394.19, these ranges are derived from the Yang-Zhang volatility model which accounts for overnight gaps and intraday range — more accurate than simple close-to-close calculations. Premium sellers typically place short strikes outside these 1-standard-deviation ranges to achieve approximately 68%+ probability of profit.
Current conditions on HII favor a short strangle approach. Very calm stock (ratio 0.70) with strong VRP edge (+13.9%). Ideal for selling premium on both sides — stock unlikely to move beyond expected range. This neutral strategy profits from time decay as long as HII stays within the breakeven range. The current RV Ratio suggests options are overpricing movement, which benefits premium sellers on both sides of the trade.
Industrial stocks reflect economic cycle expectations, with volatility rising during recession fears. HII specifically an Industrials sector component tracked by VolRadar. Understanding sector-level volatility dynamics helps premium sellers diversify their positions across different correlation regimes.
VolRadar tracks HII daily as part of the S&P 500 universe, providing Yang-Zhang (OHLC-based) realized volatility across 10, 20, and 60-day windows, RV ratio analysis, expected move calculations, and premium selling condition assessments. Note: RV values on this page use the Yang-Zhang estimator (captures overnight gaps); VRP and RV Ratio use ORATS close-to-close RV to match the IV data source. Data is updated daily after market close (~6:00 PM ET). All analysis is for educational purposes only and does not constitute financial advice. Options trading involves significant risk of loss.
More about HII
Huntington Ingalls Industries currently shows a weak premium selling signal. Consider waiting for conditions to improve. The VRP Analysis page tracks historical premium edge trends that may signal when conditions are turning.
Huntington Ingalls Industries's 5-day expected move is ±11.1% (±$43.75 from $394.19). A wide expected range reflects elevated realized volatility. See the Expected Move page for strike placement guidance and probability analysis.
VolRadar tracks Huntington Ingalls Industries across 10 analysis dimensions updated daily after market close. The premium selling signal combines VRP edge, volatility regime, IV Rank, earnings proximity, and market-wide conditions into a single actionable verdict. Each sub-page goes deeper: VRP Analysis for the implied-vs-realized spread, IV Analysis for peer comparisons, Expected Move for strike placement, Earnings Crush for event history, and the Strategy Builder for modeling specific trades.
Huntington Ingalls Industries currently shows a weak premium selling signal because multiple factors are unfavorable. Consider waiting for conditions to improve.
Huntington Ingalls Industries's volatility is measured using two key metrics. The RV Ratio compares realized volatility (ORATS HV 20d) to implied volatility (IV 30d). When the RV Ratio drops below 0.85, realized movement is well below what options are pricing — the sweet spot for premium sellers. VRP (Volatility Risk Premium) measures the gap between IV and HV in percentage points — positive VRP means options are overpriced relative to actual movement. Current RV Ratio: 0.70.
Huntington Ingalls Industries's snapshot: IV Rank 43% (average premiums), VRP +13.9pp (options overpriced), RV Ratio 0.70 (calming volatility). These three metrics work together — IV Rank shows historical context, VRP shows current overpricing, and RV Ratio shows the volatility trend. See the IV Analysis page for peer comparisons and deeper breakdown.
VolRadar provides 10 analysis pages for Huntington Ingalls Industries: Overview (this page), Premium Selling (signal and strategy verdict), VRP Analysis (volatility risk premium history), Expected Move (range and probabilities), IV Analysis (implied volatility breakdown and peer comparison), Earnings Crush (historical post-earnings IV patterns), Options Strategy Builder (18 presets + custom calculator), Covered Call Analysis (ranked by CC Score), Wheel Strategy (CSP calculator and viability), and Support & Resistance Walls (options-derived price levels).
Every options trade carries risk: undefined-risk strategies (naked puts/calls) expose you to large losses on gap moves, while defined-risk strategies cap losses but reduce premium. For Huntington Ingalls Industries, current conditions require careful selection — check the signal strength before entering positions — always size positions so no single trade risks more than 1-3% of your account. Use the Strategy Builder to model worst-case scenarios before entering.
Huntington Ingalls Industries's Volatility Risk Premium (VRP) is +13.9pp, meaning implied volatility exceeds realized volatility by that amount. A positive VRP indicates options are overpriced relative to actual stock movement — this is the statistical edge premium sellers seek.
Based on Yang-Zhang realized volatility, Huntington Ingalls Industries has a 1-day expected move of ±$19.57 (±5.0%) and a 5-day expected move of ±$43.75 (±11.1%). This means the stock is expected to trade between $350 and $438 over the next week with approximately 68% probability.
Higher RV Ratio (closer to 1.0) means IV barely exceeds RV, resulting in slimmer VRP edge. Lower RV Ratio = wider gap between IV and actual movement = stronger seller edge.
View all Industrials tickers →More analysis sections planned — Dark Pool Flow, Unusual Activity, Sector Comparison, and more.