XLB · Expected Move
State Street Materials Select Sector SPDR ETF · ETF
The expected move for XLB 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).
XLB 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 XLB Expected Move
30-Day Straddle
$2.50
7-Day Straddle
$1.11
30-Day ATM IV
20.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to XLB'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.
XLB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.50 | $1.11 | 20.8% | 27% |
| 20261015 | $2.37 | $1.25 | 20.4% | 25% |
| 20261014 | $2.46 | $1.57 | 21.3% | 29% |
| 20261013 | $2.17 | $1.29 | 18.6% | 16% |
| 20261012 | $2.17 | $0.75 | 18.9% | 18% |
| 20261009 | $2.45 | $1.02 | 20.8% | 27% |
| 20261008 | $2.18 | $0.94 | 19.7% | 22% |
| 20261007 | $2.25 | $1.15 | 20.1% | 24% |
| 20261006 | $2.15 | $1.33 | 19.8% | 22% |
| 20261005 | $3.27 | $1.76 | 28.1% | 62% |
| 20261002 | $2.28 | $1.14 | 21.7% | 30% |
| 20261001 | $2.44 | $1.18 | 22.0% | 31% |
| 20260930 | $2.22 | $1.21 | 19.7% | 20% |
| 20260929 | $2.40 | $1.51 | 22.3% | 33% |
| 20260928 | $2.08 | $1.03 | 18.4% | 15% |
| 20260925 | $3.50 | $3.42 | 17.9% | 12% |
| 20260924 | $2.12 | $1.04 | 18.4% | 15% |
| 20260923 | $2.38 | $1.01 | 20.7% | 25% |
| 20260922 | $3.02 | $1.07 | 24.5% | 43% |
| 20260921 | $2.12 | $0.88 | 18.1% | 14% |
| 20260918 | $1.99 | $0.81 | 18.0% | 13% |
| 20260917 | $2.05 | $1.07 | 18.2% | 14% |
| 20260916 | $2.04 | $1.35 | 18.0% | 13% |
| 20260915 | $1.96 | $1.25 | 17.2% | 9% |
| 20260914 | $2.25 | $3.05 | 18.4% | 15% |
| 20260911 | $1.94 | $1.00 | 17.8% | 12% |
| 20260910 | $2.25 | $1.16 | 19.5% | 20% |
| 20260909 | $3.31 | $1.42 | 28.3% | 60% |
| 20260908 | $2.36 | $1.26 | 19.6% | 20% |
| 20260904 | $2.09 | $2.66 | 20.8% | 26% |
| 20260903 | $1.83 | $0.99 | 16.0% | 4% |
| 20260902 | $1.99 | $0.96 | 16.7% | 7% |
| 20260901 | $2.51 | $1.18 | 20.1% | 22% |
| 20260831 | $2.25 | $0.80 | 18.8% | 17% |
| 20260828 | $1.67 | $0.85 | 15.2% | 0% |
| 20260827 | $2.26 | $1.10 | 17.7% | 4% |
| 20260826 | $2.29 | $5.11 | 20.5% | 13% |
| 20260825 | $2.63 | $1.31 | 20.6% | 14% |
| 20260824 | $2.37 | $0.91 | 18.6% | 6% |
| 20260821 | $2.12 | $1.06 | 18.3% | 5% |
| 20260820 | $3.02 | $1.27 | 24.5% | 27% |
| 20260819 | $2.11 | $3.05 | 17.6% | 3% |
| 20260818 | $1.88 | $1.11 | 16.8% | 0% |
| 20260817 | $2.20 | $0.69 | 19.0% | 6% |
| 20260814 | $2.45 | $1.96 | 20.3% | 10% |
| 20260813 | $1.94 | $3.07 | 23.5% | 22% |
| 20260812 | $3.46 | $1.07 | 27.9% | 32% |
| 20260811 | $2.37 | $1.37 | 19.5% | 6% |
| 20260810 | $2.46 | $1.09 | 19.4% | 6% |
| 20260807 | — | — | 17.5% | 0% |
| 20260806 | $2.36 | $1.08 | 20.1% | 6% |
| 20260805 | $2.25 | $3.25 | 18.1% | 0% |
| 20260804 | $2.71 | $1.52 | 35.9% | 56% |
| 20260803 | $2.31 | $0.88 | 19.0% | 1% |
| 20260731 | $1.91 | $1.43 | 32.7% | 45% |
| 20260730 | $2.37 | $1.48 | 20.2% | 5% |
| 20260729 | $2.54 | $1.56 | 20.9% | 7% |
| 20260728 | $2.25 | $1.70 | 19.0% | 1% |
| 20260727 | $2.20 | $1.04 | 21.3% | 9% |
| 20260724 | $2.33 | $1.31 | 23.6% | 16% |
More on XLB
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.