XHE · Expected Move
State Street SPDR S&P Health Care Equipment ETF · ETF
The expected move for XHE 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).
XHE 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 XHE Expected Move
30-Day Straddle
$5.45
7-Day Straddle
$5.45
30-Day ATM IV
26.1%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to XHE'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.
XHE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $5.45 | $5.45 | 26.1% | 14% |
| 20261023 | $5.55 | $5.55 | 26.6% | 18% |
| 20261022 | $7.20 | $7.20 | 33.2% | 68% |
| 20261021 | $5.70 | $5.70 | 27.5% | 25% |
| 20261020 | $5.67 | $5.67 | 28.1% | 30% |
| 20261019 | $5.00 | $5.00 | 31.4% | 52% |
| 20261016 | $6.35 | $5.05 | 29.9% | 41% |
| 20261015 | $5.88 | $4.90 | 27.2% | 22% |
| 20261014 | $6.50 | $4.90 | 28.8% | 33% |
| 20261013 | $6.85 | $4.90 | 29.3% | 37% |
| 20261012 | $4.90 | $4.90 | 28.9% | 34% |
| 20261009 | $6.90 | $4.90 | 30.9% | 49% |
| 20261008 | $7.10 | $4.90 | 31.5% | 53% |
| 20261007 | $7.35 | $4.97 | 31.5% | 53% |
| 20261006 | $6.95 | $5.30 | 30.8% | 48% |
| 20261005 | $6.15 | $5.05 | 27.2% | 22% |
| 20261002 | $5.25 | $5.25 | 29.8% | 41% |
| 20261001 | $5.12 | $5.12 | 27.5% | 24% |
| 20260930 | $5.10 | $5.10 | 29.2% | 36% |
| 20260929 | $5.17 | $5.17 | 29.1% | 36% |
| 20260928 | $5.30 | $5.30 | 28.1% | 28% |
| 20260925 | $5.05 | $5.05 | 26.6% | 17% |
| 20260924 | $4.90 | $4.90 | 28.0% | 27% |
| 20260923 | $5.65 | $5.65 | 29.1% | 35% |
| 20260922 | $5.65 | $5.65 | 28.3% | 30% |
| 20260921 | $6.35 | $6.35 | 31.3% | 52% |
| 20260918 | $5.90 | $4.80 | 29.4% | 38% |
| 20260917 | $6.30 | $4.80 | 31.0% | 49% |
| 20260916 | $5.85 | $4.80 | 27.9% | 27% |
| 20260915 | $5.55 | $4.80 | 26.1% | 13% |
| 20260914 | $5.97 | $4.80 | 27.7% | 25% |
| 20260911 | $6.50 | $4.80 | 30.4% | 45% |
| 20260910 | $6.70 | $4.80 | 31.5% | 54% |
| 20260909 | $6.35 | $4.90 | 27.6% | 24% |
| 20260908 | $6.50 | $5.15 | 28.4% | 31% |
| 20260904 | $6.60 | $4.95 | 27.6% | 24% |
| 20260903 | $6.95 | $5.05 | 27.6% | 25% |
| 20260902 | $3.75 | $3.75 | 24.2% | 0% |
| 20260901 | $5.25 | $5.25 | 29.0% | 32% |
| 20260831 | $3.98 | $3.98 | 25.3% | 4% |
| 20260828 | $4.65 | $4.65 | 26.0% | 10% |
| 20260827 | $5.80 | $5.80 | 28.2% | 26% |
| 20260826 | $5.70 | $5.70 | 27.0% | 17% |
| 20260825 | $5.30 | $5.30 | 25.1% | 4% |
| 20260824 | $6.10 | $6.10 | 29.0% | 33% |
| 20260821 | $6.15 | $4.80 | 27.6% | 22% |
| 20260820 | $6.10 | $4.92 | 28.3% | 27% |
| 20260819 | $5.75 | $4.80 | 26.0% | 10% |
| 20260818 | $6.80 | $4.80 | 30.7% | 46% |
| 20260817 | $6.20 | $4.92 | 28.2% | 26% |
| 20260814 | $6.55 | $5.00 | 28.8% | 28% |
| 20260813 | $6.45 | $5.05 | 27.8% | 21% |
| 20260812 | $5.80 | $4.82 | 25.7% | 7% |
| 20260811 | $7.15 | $5.50 | 30.9% | 43% |
| 20260810 | $7.25 | $4.20 | 30.1% | 37% |
| 20260807 | — | — | 30.5% | 30% |
| 20260806 | $7.85 | $5.65 | 32.1% | 38% |
| 20260805 | $6.25 | $6.25 | 32.5% | 40% |
| 20260804 | $6.05 | $6.05 | 30.9% | 32% |
| 20260803 | $6.00 | $6.00 | 30.5% | 30% |
More on XHE
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.