XAR · Expected Move

State Street SPDR S&P Aerospace & Defense ETF · ETF

The expected move for XAR is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

XAR straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current XAR Expected Move
30-Day Straddle
$9.05
7-Day Straddle
$9.05
30-Day ATM IV
31.3%
IV Rank
43%
Implied one-standard-deviation move through the next 30 days. Compare to XAR's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
XAR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $9.05 $9.05 31.3% 43%
20261020 $0.00 $0.00 31.1% 40%
20261019 $0.00 $0.00 30.4% 33%
20261016 $16.75 $2.40 30.2% 31%
20261015 $16.75 $4.55 29.8% 27%
20261014 $17.45 $5.25 31.1% 40%
20261013 $17.80 $6.17 30.9% 39%
20261012 $18.85 $6.38 31.7% 47%
20261009 $18.40 $7.17 29.5% 24%
20261008 $19.05 $10.07 31.1% 40%
20261007 $19.85 $10.23 31.1% 40%
20261006 $20.40 $10.32 30.6% 35%
20261005 $22.45 $12.10 33.7% 67%
20261002 $9.45 $9.45 27.4% 2%
20261001 $11.10 $11.10 30.2% 31%
20260930 $13.40 $13.40 32.5% 55%
20260929 $13.30 $13.30 33.6% 67%
20260928 $13.65 $13.65 33.8% 69%
20260925 $14.30 $14.30 31.6% 46%
20260924 $15.55 $15.55 32.9% 60%
20260923 $15.15 $15.15 32.5% 55%
20260922 $15.45 $15.45 31.8% 49%
20260921 $15.55 $15.55 30.9% 40%
20260918 $17.10 $2.65 32.3% 54%
20260917 $18.18 $7.52 33.2% 63%
20260916 $18.35 $7.18 32.7% 57%
20260915 $18.60 $8.32 33.1% 62%
20260914 $19.05 $10.43 32.6% 57%
20260911 $20.05 $10.68 32.9% 60%
20260910 $20.65 $9.00 33.5% 66%
20260909 $21.10 $11.77 33.7% 68%
20260908 $20.50 $12.45 32.0% 51%
20260904 $19.20 $12.10 28.8% 18%
20260903 $19.50 $12.62 28.8% 17%
20260902 $12.55 $12.55 30.5% 35%
20260901 $16.90 $16.90 33.0% 61%
20260831 $14.85 $14.85 31.4% 44%
20260828 $14.00 $14.00 29.7% 27%
20260827 $15.25 $15.25 29.8% 28%
20260826 $16.35 $16.35 30.3% 33%
20260825 $17.30 $17.30 32.0% 51%
20260824 $17.25 $17.25 31.4% 44%
20260821 $18.90 $7.43 30.5% 35%
20260820 $18.50 $8.20 30.8% 39%
20260819 $17.40 $6.80 27.2% 1%
20260818 $20.50 $9.97 30.3% 33%
20260817 $20.25 $10.95 29.1% 21%
20260814 $21.50 $8.55 29.2% 22%
20260813 $21.10 $9.68 28.5% 14%
20260812 $23.65 $11.10 30.7% 37%
20260811 $22.20 $13.00 30.0% 30%
20260810 $23.25 $12.40 30.8% 38%
20260807 — — 30.1% 24%
20260806 $25.20 $14.75 31.3% 35%
20260805 $15.50 $15.50 32.0% 41%
20260804 $17.30 $17.30 33.3% 51%
20260803 $16.95 $16.95 34.8% 64%
20260731 $18.05 $18.05 35.0% 65%
20260730 $18.75 $18.75 34.8% 63%
20260729 $19.50 $19.50 36.0% 74%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.