XBI · Expected Move
State Street SPDR S&P Biotech ETF · ETF
The expected move for XBI 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).
XBI straddle price & implied vol
60 sessionsBars: 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 XBI Expected Move
30-Day Straddle
$11.45
7-Day Straddle
$5.72
30-Day ATM IV
34.8%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to XBI'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.
XBI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $11.45 | $5.72 | 34.8% | 90% |
| 20261015 | $11.57 | $5.46 | 33.6% | 77% |
| 20261014 | $11.75 | $6.49 | 34.8% | 91% |
| 20261013 | $11.50 | $5.98 | 33.5% | 75% |
| 20261012 | $11.57 | $4.04 | 32.7% | 65% |
| 20261009 | $10.20 | $4.54 | 31.2% | 47% |
| 20261008 | $11.70 | $6.26 | 35.5% | 100% |
| 20261007 | $11.32 | $5.87 | 32.9% | 70% |
| 20261006 | $11.47 | $6.85 | 32.8% | 69% |
| 20261005 | $12.02 | $4.63 | 32.8% | 69% |
| 20261002 | $10.75 | $4.98 | 31.6% | 53% |
| 20261001 | $10.65 | $6.11 | 31.4% | 51% |
| 20260930 | $11.28 | $6.55 | 31.4% | 51% |
| 20260929 | $11.45 | $6.50 | 31.4% | 51% |
| 20260928 | $11.78 | $5.23 | 32.7% | 67% |
| 20260925 | $10.32 | $5.55 | 30.8% | 44% |
| 20260924 | $11.38 | $6.06 | 32.5% | 64% |
| 20260923 | $11.35 | $6.40 | 31.7% | 55% |
| 20260922 | $11.40 | $6.42 | 30.1% | 35% |
| 20260921 | $11.73 | $4.41 | 31.2% | 49% |
| 20260918 | $10.10 | $5.11 | 29.5% | 27% |
| 20260917 | $11.45 | $5.68 | 31.7% | 55% |
| 20260916 | $11.20 | $6.09 | 31.5% | 52% |
| 20260915 | $10.82 | $6.42 | 30.2% | 36% |
| 20260914 | $11.05 | $3.92 | 29.6% | 28% |
| 20260911 | $10.07 | $4.76 | 28.9% | 19% |
| 20260910 | $10.72 | $5.91 | 30.4% | 38% |
| 20260909 | $11.43 | $6.53 | 30.7% | 41% |
| 20260908 | $10.82 | $6.71 | 29.1% | 21% |
| 20260904 | $10.60 | $4.80 | 29.6% | 28% |
| 20260903 | $12.02 | $5.50 | 32.3% | 62% |
| 20260902 | $11.95 | $5.65 | 31.4% | 51% |
| 20260901 | $11.47 | $6.00 | 30.1% | 34% |
| 20260831 | $11.75 | $4.04 | 30.8% | 44% |
| 20260828 | $10.98 | $5.21 | 30.6% | 41% |
| 20260827 | $11.90 | $6.24 | 31.8% | 56% |
| 20260826 | $12.55 | $7.50 | 32.4% | 63% |
| 20260825 | $12.95 | $8.25 | 32.9% | 70% |
| 20260824 | $12.68 | $5.04 | 32.5% | 65% |
| 20260821 | $11.60 | $5.85 | 31.8% | 56% |
| 20260820 | $12.47 | $6.45 | 33.3% | 75% |
| 20260819 | $12.00 | $7.19 | 30.8% | 43% |
| 20260818 | $10.82 | $6.70 | 29.1% | 21% |
| 20260817 | $10.72 | $4.44 | 27.4% | 0% |
| 20260814 | $9.50 | $4.19 | 27.4% | 0% |
| 20260813 | $10.15 | $4.72 | 28.5% | 12% |
| 20260812 | $10.40 | $5.28 | 28.4% | 10% |
| 20260811 | $11.38 | $5.77 | 31.1% | 38% |
| 20260810 | $12.02 | $4.49 | 32.3% | 40% |
| 20260807 | — | — | 32.4% | 36% |
| 20260806 | $11.88 | $6.48 | 33.5% | 39% |
| 20260805 | $11.75 | $6.81 | 33.7% | 41% |
| 20260804 | $12.47 | $7.57 | 35.3% | 51% |
| 20260803 | $11.53 | $4.67 | 33.1% | 36% |
| 20260731 | $10.55 | $5.16 | 32.7% | 34% |
| 20260730 | $11.43 | $5.69 | 33.3% | 38% |
| 20260729 | $10.68 | $6.66 | 31.8% | 28% |
| 20260728 | $12.03 | $7.53 | 34.1% | 44% |
| 20260727 | $11.53 | $4.62 | 33.1% | 36% |
| 20260724 | $10.70 | $5.01 | 31.6% | 26% |
More on XBI
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.