XENE · Expected Move
Xenon Pharmaceuticals Inc
The expected move for XENE 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).
XENE 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 XENE Expected Move
30-Day Straddle
$5.08
7-Day Straddle
$2.83
30-Day ATM IV
50.5%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to XENE'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.
XENE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $5.08 | $2.83 | 50.5% | 30% |
| 20261007 | $5.58 | $2.08 | 51.0% | 32% |
| 20261006 | $4.92 | $3.15 | 51.4% | 33% |
| 20261005 | $4.90 | $2.53 | 46.6% | 19% |
| 20261002 | $2.88 | $2.88 | 53.3% | 39% |
| 20261001 | $3.33 | $3.33 | 53.4% | 40% |
| 20260930 | $3.05 | $3.05 | 49.1% | 26% |
| 20260929 | $3.40 | $3.40 | 55.3% | 45% |
| 20260928 | $3.72 | $3.72 | 53.0% | 38% |
| 20260925 | $3.58 | $3.58 | 50.7% | 35% |
| 20260924 | $4.08 | $4.08 | 49.1% | 30% |
| 20260923 | $4.55 | $4.55 | 56.0% | 50% |
| 20260922 | $4.38 | $4.38 | 50.5% | 34% |
| 20260921 | $4.30 | $4.30 | 52.6% | 40% |
| 20260918 | $4.97 | $3.10 | 56.4% | 51% |
| 20260917 | $5.72 | $2.42 | 44.6% | 17% |
| 20260916 | $6.28 | $2.78 | 46.8% | 24% |
| 20260915 | $6.38 | $3.02 | 50.9% | 35% |
| 20260914 | $6.47 | $3.33 | 47.1% | 25% |
| 20260911 | $6.82 | $3.95 | 45.5% | 20% |
| 20260910 | $7.48 | $3.95 | 49.2% | 30% |
| 20260909 | $6.92 | $3.50 | 47.0% | 24% |
| 20260908 | $6.88 | $3.03 | 44.7% | 18% |
| 20260904 | $6.78 | $4.40 | 43.3% | 14% |
| 20260903 | $7.80 | $4.00 | 45.4% | 20% |
| 20260902 | $3.88 | $3.88 | 43.4% | 14% |
| 20260901 | $4.35 | $4.35 | 44.6% | 18% |
| 20260831 | $5.00 | $5.00 | 45.2% | 19% |
| 20260828 | $3.93 | $3.93 | 40.9% | 7% |
| 20260827 | $5.03 | $5.03 | 44.2% | 16% |
| 20260826 | $6.22 | $6.22 | 43.5% | 14% |
| 20260825 | $5.15 | $5.15 | 44.1% | 16% |
| 20260824 | $5.10 | $5.10 | 43.7% | 15% |
| 20260821 | $6.90 | $2.23 | 49.7% | 32% |
| 20260820 | $6.85 | $2.95 | 50.9% | 35% |
| 20260819 | $6.60 | $1.75 | 46.3% | 22% |
| 20260818 | $7.07 | $2.85 | 47.7% | 26% |
| 20260817 | $6.82 | $3.03 | 46.5% | 23% |
| 20260814 | $7.12 | $2.70 | 46.1% | 22% |
| 20260813 | $8.30 | $3.33 | 51.3% | 37% |
| 20260812 | $8.88 | $3.90 | 52.8% | 41% |
| 20260811 | $8.30 | $3.40 | 48.9% | 30% |
| 20260810 | $8.10 | $5.33 | 49.2% | 31% |
| 20260807 | — | — | 46.9% | 24% |
| 20260806 | $10.85 | $6.83 | 61.9% | 67% |
| 20260805 | $7.55 | $7.55 | 60.3% | 62% |
| 20260804 | $7.58 | $7.58 | 59.0% | 59% |
| 20260803 | $6.22 | $6.22 | 55.1% | 48% |
| 20260731 | $5.82 | $5.82 | 49.1% | 30% |
| 20260730 | $7.90 | $7.90 | 58.2% | 56% |
| 20260729 | $5.88 | $5.88 | 52.1% | 39% |
| 20260728 | $8.52 | $8.52 | 61.1% | 65% |
| 20260727 | $8.57 | $8.57 | 60.1% | 62% |
| 20260724 | $9.07 | $9.07 | 61.4% | 65% |
| 20260723 | $9.45 | $9.45 | 63.7% | 72% |
| 20260722 | $9.25 | $9.25 | 62.4% | 68% |
| 20260721 | $9.60 | $9.60 | 59.9% | 61% |
| 20260720 | $9.38 | $9.38 | 55.9% | 50% |
| 20260716 | $10.15 | $4.00 | 59.5% | 60% |
| 20260715 | $10.05 | $4.38 | 58.5% | 15% |
More on XENE
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.