XBIL · Expected Move

US Treasury 6 Month Bill ETF · ETF

The expected move for XBIL 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).

XBIL 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 XBIL Expected Move
30-Day Straddle
$0.50
7-Day Straddle
$0.50
30-Day ATM IV
5.9%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to XBIL'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.
XBIL Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $0.50 $0.50 5.9% 14%
20261021 $0.20 $0.20 7.7% 26%
20261020 $0.17 $0.17 6.8% 20%
20261019 $1.50 $1.50 4.1% 3%
20261016 $0.17 $2.55 3.9% 2%
20261015 $2.27 $0.15 12.9% 58%
20261014 $0.95 $0.12 4.0% 2%
20261013 $0.42 $2.65 3.7% 0%
20261012 $0.50 $1.73 3.6% 0%
20261009 $0.20 $1.38 4.2% 2%
20261008 $0.17 $0.62 4.0% 1%
20261007 $0.50 $2.67 4.0% 1%
20261006 $0.17 $1.43 4.0% 1%
20261005 $0.17 $0.15 4.2% 2%
20261002 $1.43 $1.43 4.0% 1%
20261001 $0.15 $0.15 4.0% 1%
20260930 $1.40 $1.40 3.8% 0%
20260929 $0.12 $0.12 9.5% 29%
20260928 $1.45 $1.45 10.2% 34%
20260925 $2.72 $2.72 8.4% 21%
20260924 $2.72 $2.72 7.7% 17%
20260923 $2.72 $2.72 6.3% 10%
20260922 $0.65 $0.65 6.0% 9%
20260921 $1.60 $1.60 6.0% 11%
20260918 $1.77 $2.38 10.8% 42%
20260917 $0.75 $0.75 10.9% 42%
20260916 $0.75 $0.75 10.7% 41%
20260915 $0.75 $0.75 10.5% 40%
20260914 $1.80 $0.75 8.5% 27%
20260911 $1.25 $0.75 10.7% 42%
20260910 $0.75 $0.75 10.8% 42%
20260909 $1.88 $1.25 12.4% 52%
20260908 $1.88 $5.38 11.5% 46%
20260904 $1.93 $0.75 16.4% 79%
20260903 $1.93 $0.75 16.3% 78%
20260902 $0.75 $0.75 15.4% 72%
20260901 $0.75 $0.75 11.0% 43%
20260831 $0.75 $0.75 16.6% 80%
20260828 $0.75 $0.75 9.5% 34%
20260827 $0.75 $0.75 10.9% 43%
20260826 $1.38 $1.38 16.5% 79%
20260825 $1.38 $1.38 16.8% 81%
20260824 $1.38 $1.38 9.1% 31%
20260821 $1.38 $2.88 5.5% 7%
20260820 $1.38 $1.25 8.6% 28%
20260819 $1.38 $0.75 8.7% 28%
20260818 $1.82 $0.75 14.4% 66%
20260817 $0.75 $0.75 8.4% 24%
20260814 $1.85 $0.75 10.7% 37%
20260813 $1.88 $0.75 10.0% 33%
20260812 $1.85 $0.75 9.1% 28%
20260811 $1.85 $1.02 8.9% 26%
20260810 $0.75 $0.38 12.6% 48%
20260807 — — 13.2% 52%
20260806 $0.75 $0.75 12.1% 45%
20260805 $5.38 $5.38 10.4% 35%
20260804 $0.75 $0.75 6.6% 13%
20260803 $0.75 $0.75 8.3% 23%
20260731 $0.75 $0.75 9.3% 29%
20260730 $0.75 $0.75 13.0% 51%

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.