XENE (Xenon Pharmaceuticals Inc)

Expected Move & Straddle Price History

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).

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.

Current XENE Expected Move
30-Day Straddle
$9.45
7-Day Straddle
$9.45
Avg IV
0.8%
IV Rank
49%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $9.45 $9.45 0.8% 49%
20260723 $9.45 $9.45 0.7% 32%
20260722 $9.25 $9.25 0.8% 44%
20260721 $9.60 $9.60 0.8% 41%
20260720 $9.38 $9.38 0.8% 42%
20260716 $10.15 $4.00 0.7% 34%
20260715 $10.05 $4.38 0.7% 26%
20260714 $10.90 $6.12 0.7% 37%
20260713 $12.45 $6.33 0.7% 23%
20260710 $11.60 $6.85 0.7% 16%
20260709 $13.25 $7.80 0.8% 27%
20260708 $13.75 $7.78 0.7% 9%
20260707 $8.25 $4.93 0.5% 0%
20260706 $8.18 $4.80 0.5% 0%
20260702 $5.47 $5.47 1.1% 35%
20260701 $5.03 $5.03 1.0% 28%
20260630 $4.80 $4.80 1.0% 27%
20260629 $5.20 $5.20 1.0% 26%
20260626 $4.90 $4.90 0.8% 19%
20260625 $5.40 $5.40 0.9% 21%
20260624 $5.38 $5.38 0.9% 21%
20260623 $4.50 $4.50 0.9% 23%
20260622 $5.50 $5.50 0.9% 24%
20260618 $5.88 $1.75 0.9% 22%
20260617 $5.62 $1.88 0.8% 16%
20260616 $5.70 $2.80 0.8% 19%
20260615 $5.45 $3.17 0.7% 11%
20260613 $6.07 $2.55 0.8% 15%
20260612 $6.07 $2.55 0.8% 17%
20260611 $5.82 $3.65 0.8% 17%
20260610 $5.40 $3.60 0.8% 17%
20260609 $5.32 $2.77 0.7% 12%
20260608 $5.95 $2.67 0.8% 15%
20260605 $6.60 $4.58 0.8% 16%
20260604 $6.90 $3.50 0.8% 17%
20260603 $7.05 $4.60 0.7% 8%
20260602 $4.65 $4.65 0.7% 14%
20260601 $4.30 $4.30 0.7% 10%
20260529 $5.57 $5.57 0.6% 7%
20260528 $5.53 $5.53 0.6% 7%
20260527 $5.12 $5.12 0.6% 5%
20260526 $5.10 $5.10 0.7% 8%
20260522 $5.15 $5.15 0.6% 6%
20260521 $5.22 $5.22 0.6% 5%
20260520 $5.25 $5.25 0.6% 6%
20260519 $5.85 $5.85 0.6% 5%
20260518 $5.35 $5.35 0.6% 4%
20260515 $5.80 $0.68 0.6% 3%
20260514 $6.47 $2.02 0.6% 2%
20260513 $6.10 $2.30 0.5% 0%
20260512 $5.92 $1.67 0.6% 2%
20260511 $7.07 $3.92 0.6% 3%
20260510 $7.65 $4.95 0.6% 4%
20260508 $7.65 $4.95 0.6% 3%
20260507 $8.75 $5.00 0.6% 6%
20260506 $7.67 $5.45 0.6% 1%
20260505 $8.45 $6.10 0.5% 0%
20260504 $8.48 $6.95 0.6% 0%
20260502 $5.25 $5.25 0.8% 18%
20260501 $6.70 $6.70 0.9% 21%