XHS · Expected Move

State Street SPDR S&P Health Care Services ETF · ETF

The expected move for XHS 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).

XHS 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 XHS Expected Move
30-Day Straddle
$8.27
7-Day Straddle
$5.00
30-Day ATM IV
24.2%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to XHS'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.
XHS Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $8.27 $5.00 24.2% 100%
20261015 $7.40 $3.10 20.9% 64%
20261014 $7.40 $3.23 21.1% 66%
20261013 $7.70 $3.25 21.9% 75%
20261012 $7.80 $3.40 21.9% 75%
20261009 $7.80 $3.35 22.4% 81%
20261008 $8.00 $3.75 22.4% 81%
20261007 $8.20 $3.92 23.1% 89%
20261006 $8.80 $3.75 23.9% 100%
20261005 $7.40 $3.80 20.7% 69%
20261002 $4.20 $4.20 20.7% 68%
20261001 $3.90 $3.90 21.0% 72%
20260930 $4.70 $4.70 21.8% 83%
20260929 $3.65 $3.65 21.0% 72%
20260928 $4.70 $4.70 21.0% 72%
20260925 $5.35 $5.35 20.1% 61%
20260924 $5.40 $5.40 20.9% 71%
20260923 $5.65 $5.65 22.3% 90%
20260922 $5.35 $5.35 19.3% 50%
20260921 $6.05 $6.05 20.1% 60%
20260918 $5.75 $4.00 19.1% 47%
20260917 $6.15 $2.73 20.1% 60%
20260916 $5.88 $3.20 18.6% 35%
20260915 $6.10 $3.85 19.0% 38%
20260914 $6.42 $2.95 19.0% 38%
20260911 $6.05 $3.50 19.0% 38%
20260910 $6.15 $4.08 19.1% 39%
20260909 $5.93 $3.47 18.3% 31%
20260908 $6.60 $3.85 19.7% 45%
20260904 $7.00 $4.15 19.3% 41%
20260903 $7.20 $3.50 18.9% 36%
20260902 $3.38 $3.38 18.7% 35%
20260901 $4.35 $4.35 19.6% 45%
20260831 $4.35 $4.35 19.9% 48%
20260828 $4.45 $4.45 19.6% 44%
20260827 $4.60 $4.60 19.3% 42%
20260826 $4.70 $4.70 17.9% 26%
20260825 $5.10 $5.10 18.3% 30%
20260824 $5.40 $5.40 19.5% 44%
20260821 $5.70 $4.45 18.0% 27%
20260820 $5.20 $3.15 17.8% 25%
20260819 $5.50 $3.00 18.4% 32%
20260818 $5.30 $3.00 17.6% 23%
20260817 $5.50 $3.30 17.8% 25%
20260814 $5.60 $3.45 18.1% 27%
20260813 $6.00 $3.40 19.2% 38%
20260812 $5.70 $3.15 18.0% 25%
20260811 $6.10 $3.15 18.6% 33%
20260810 $5.75 $3.08 16.7% 11%
20260807 — — 17.3% 13%
20260806 $6.22 $3.95 17.7% 16%
20260805 $3.75 $3.75 17.4% 13%
20260804 $3.62 $3.62 16.7% 8%
20260803 $3.97 $3.97 17.1% 11%
20260731 $4.20 $4.20 16.8% 9%
20260730 $4.50 $4.50 16.9% 9%
20260729 $5.22 $5.22 18.8% 23%
20260728 $4.82 $4.82 17.2% 12%
20260727 $5.15 $5.15 18.0% 18%
20260724 $5.30 $5.30 18.2% 19%

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.