XDTE · Expected Move
Roundhill S&P 500 0DTE Covered Call Strategy ETF · ETF
The expected move for XDTE 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).
XDTE 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 XDTE Expected Move
30-Day Straddle
$1.95
7-Day Straddle
$1.95
30-Day ATM IV
11.8%
IV Rank
23%
Implied one-standard-deviation move through the next 30 days. Compare to XDTE'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.
XDTE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.95 | $1.95 | 11.8% | 23% |
| 20261021 | $2.33 | $2.33 | 16.9% | 50% |
| 20261020 | $2.22 | $2.22 | 24.0% | 86% |
| 20261019 | $2.25 | $2.25 | 25.3% | 93% |
| 20261016 | $1.32 | $2.92 | 9.8% | 13% |
| 20261015 | $1.95 | $1.65 | 12.1% | 25% |
| 20261014 | $1.62 | $3.35 | 9.8% | 13% |
| 20261013 | $1.90 | $2.77 | 9.5% | 12% |
| 20261012 | $1.40 | $1.77 | 9.3% | 8% |
| 20261009 | $1.88 | $1.77 | 9.8% | 10% |
| 20261008 | $1.88 | $1.77 | 13.7% | 25% |
| 20261007 | $2.45 | $1.80 | 13.8% | 26% |
| 20261006 | $2.98 | $1.88 | 16.9% | 38% |
| 20261005 | $1.98 | $6.15 | 7.5% | 1% |
| 20261002 | $1.92 | $1.92 | 11.1% | 15% |
| 20261001 | $1.57 | $1.57 | 9.5% | 9% |
| 20260930 | $1.75 | $1.75 | 10.1% | 11% |
| 20260929 | $2.00 | $2.00 | 10.0% | 11% |
| 20260928 | $1.48 | $1.48 | 14.4% | 28% |
| 20260925 | $1.33 | $1.33 | 9.9% | 11% |
| 20260924 | $1.75 | $1.75 | 10.7% | 14% |
| 20260923 | $1.43 | $1.43 | 16.6% | 39% |
| 20260922 | $2.62 | $2.62 | 15.9% | 36% |
| 20260921 | $1.10 | $1.10 | 15.7% | 35% |
| 20260918 | $1.50 | $3.00 | 10.5% | 16% |
| 20260917 | $1.50 | $1.70 | 10.6% | 16% |
| 20260916 | $2.05 | $1.67 | 9.1% | 10% |
| 20260915 | $3.50 | $1.15 | 20.6% | 54% |
| 20260914 | $3.52 | $1.35 | 10.7% | 16% |
| 20260911 | $2.00 | $1.85 | 12.8% | 24% |
| 20260910 | $2.50 | $1.42 | 10.2% | 14% |
| 20260909 | $2.00 | $1.88 | 13.6% | 27% |
| 20260908 | $1.25 | $2.45 | 14.9% | 32% |
| 20260904 | $2.50 | $1.40 | 12.7% | 24% |
| 20260903 | $2.85 | $1.53 | 12.8% | 24% |
| 20260902 | $3.75 | $3.75 | 20.9% | 55% |
| 20260901 | $2.42 | $2.42 | 14.0% | 29% |
| 20260831 | $2.25 | $2.25 | 13.7% | 28% |
| 20260828 | $2.20 | $2.20 | 13.8% | 28% |
| 20260827 | $2.92 | $2.92 | 26.7% | 77% |
| 20260826 | $1.62 | $1.62 | 22.7% | 62% |
| 20260825 | $1.58 | $1.58 | 23.0% | 63% |
| 20260824 | $2.70 | $2.70 | 15.1% | 33% |
| 20260821 | $1.60 | $1.65 | 17.3% | 41% |
| 20260820 | $2.08 | $1.70 | 16.5% | 38% |
| 20260819 | $2.45 | $1.70 | 11.2% | 18% |
| 20260818 | $2.15 | $1.88 | 10.6% | 16% |
| 20260817 | $2.15 | $1.80 | 8.6% | 8% |
| 20260814 | $2.00 | $1.80 | 10.0% | 13% |
| 20260813 | $2.35 | $1.02 | 10.5% | 16% |
| 20260812 | $2.00 | $1.85 | 10.3% | 15% |
| 20260811 | $2.25 | $1.82 | 10.6% | 16% |
| 20260810 | $2.00 | $2.00 | 10.8% | 17% |
| 20260806 | $2.00 | $2.60 | 9.5% | 12% |
| 20260805 | $2.60 | $2.60 | 10.3% | 15% |
| 20260804 | $2.60 | $2.60 | 22.1% | 60% |
| 20260803 | $3.20 | $3.20 | 21.8% | 58% |
| 20260731 | $2.88 | $2.88 | 15.6% | 35% |
| 20260730 | $2.77 | $2.77 | 15.6% | 35% |
| 20260729 | $3.30 | $3.30 | 16.0% | 36% |
More on XDTE
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.