Hut 8 Corp. (HUT) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Hut 8 Corp. (HUT) operates in the Financial Services sector, specifically the Financial - Capital Markets industry, with a market capitalization near $12.20B, listed on NASDAQ, employing roughly 222 people, carrying a beta of 5.72 to the broader market. Hut 8 Corp Hut 8 Corp. Led by Asher Kevin Genoot, public since 2018-03-08.
Snapshot as of May 15, 2026.
- Spot Price
- $102.77
- Expected Move
- 25.8%
- Implied High
- $129.25
- Implied Low
- $76.29
- Front DTE
- 28 days
As of May 15, 2026, Hut 8 Corp. (HUT) has an expected move of 25.77%, a one-standard-deviation implied price range of roughly $76.29 to $129.25 from the current $102.77. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
HUT Strategy Sizing to the Expected Move
With Hut 8 Corp. pricing an expected move of 25.77% from $102.77, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for HUT derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $102.77 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 22, 2026 | 7 | 87.9% | 12.2% | $115.28 | $90.26 |
| May 29, 2026 | 14 | 86.7% | 17.0% | $120.22 | $85.32 |
| Jun 5, 2026 | 21 | 83.9% | 20.1% | $123.45 | $82.09 |
| Jun 12, 2026 | 28 | 89.8% | 24.9% | $128.33 | $77.21 |
| Jun 18, 2026 | 34 | 90.0% | 27.5% | $131.00 | $74.54 |
| Jun 26, 2026 | 42 | 90.5% | 30.7% | $134.32 | $71.22 |
| Jul 17, 2026 | 63 | 88.4% | 36.7% | $140.51 | $65.03 |
| Sep 18, 2026 | 126 | 93.2% | 54.8% | $159.05 | $46.49 |
| Oct 16, 2026 | 154 | 94.9% | 61.6% | $166.12 | $39.42 |
| Nov 20, 2026 | 189 | 96.1% | 69.2% | $173.84 | $31.70 |
| Jan 15, 2027 | 245 | 94.2% | 77.2% | $182.08 | $23.46 |
| Jun 17, 2027 | 398 | 92.9% | 97.0% | $202.47 | $3.07 |
| Sep 17, 2027 | 490 | 91.1% | 105.6% | $211.25 | $-5.71 |
| Dec 17, 2027 | 581 | 90.3% | 113.9% | $219.85 | $-14.31 |
| Jan 21, 2028 | 616 | 89.9% | 116.8% | $222.79 | $-17.25 |
| Jun 16, 2028 | 763 | 88.2% | 127.5% | $233.82 | $-28.28 |
Frequently asked HUT expected move questions
- What is the current HUT expected move?
- As of May 15, 2026, Hut 8 Corp. (HUT) has an expected move of 25.77% over the next 28 days, implying a one-standard-deviation price range of $76.29 to $129.25 from the current $102.77. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the HUT expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is HUT expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.