XLE · Expected Move
State Street Energy Select Sector SPDR ETF · ETF
The expected move for XLE 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).
XLE 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 XLE Expected Move
30-Day Straddle
$3.79
7-Day Straddle
$1.95
30-Day ATM IV
25.6%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to XLE'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.
XLE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $3.79 | $1.95 | 25.6% | 30% |
| 20261007 | $3.66 | $1.27 | 25.2% | 26% |
| 20261006 | $3.89 | $1.39 | 26.0% | 34% |
| 20261005 | $3.85 | $1.80 | 25.9% | 34% |
| 20261002 | $3.60 | $1.67 | 26.1% | 36% |
| 20261001 | $3.75 | $1.50 | 26.5% | 40% |
| 20260930 | $3.61 | $1.83 | 25.8% | 33% |
| 20260929 | $3.66 | $1.55 | 26.1% | 36% |
| 20260928 | $4.05 | $1.92 | 27.4% | 51% |
| 20260925 | $3.62 | $1.85 | 27.2% | 48% |
| 20260924 | $3.76 | $1.67 | 26.9% | 44% |
| 20260923 | $3.77 | $1.84 | 26.5% | 40% |
| 20260922 | $4.19 | $1.64 | 25.9% | 34% |
| 20260921 | $3.92 | $1.81 | 26.7% | 42% |
| 20260918 | $3.73 | $1.82 | 25.4% | 28% |
| 20260917 | $3.91 | $1.69 | 26.3% | 38% |
| 20260916 | $4.03 | $1.88 | 27.7% | 53% |
| 20260915 | $4.14 | $1.83 | 27.2% | 48% |
| 20260914 | $4.14 | $2.13 | 26.4% | 40% |
| 20260911 | $3.72 | $1.83 | 25.8% | 32% |
| 20260910 | $3.91 | $1.81 | 26.8% | 44% |
| 20260909 | $3.94 | $1.87 | 26.3% | 38% |
| 20260908 | $3.88 | $1.48 | 26.8% | 43% |
| 20260904 | $3.37 | $1.51 | 24.2% | 14% |
| 20260903 | $3.65 | $1.39 | 25.0% | 24% |
| 20260902 | $3.69 | $1.51 | 24.8% | 22% |
| 20260901 | $3.75 | $1.75 | 25.7% | 32% |
| 20260831 | $3.63 | $1.79 | 24.0% | 13% |
| 20260828 | $3.30 | $1.51 | 23.9% | 11% |
| 20260827 | $3.45 | $1.42 | 24.5% | 18% |
| 20260826 | $3.54 | $1.69 | 24.9% | 23% |
| 20260825 | $3.62 | $1.43 | 25.5% | 29% |
| 20260824 | $3.66 | $1.59 | 24.4% | 17% |
| 20260821 | $3.67 | $1.67 | 24.6% | 19% |
| 20260820 | $3.72 | $1.48 | 25.2% | 26% |
| 20260819 | $3.66 | $1.62 | 24.2% | 11% |
| 20260818 | $3.84 | $1.48 | 25.3% | 21% |
| 20260817 | $3.55 | $1.60 | 24.1% | 11% |
| 20260814 | $3.20 | $1.45 | 23.5% | 5% |
| 20260813 | $3.25 | $1.60 | 23.8% | 8% |
| 20260812 | $3.29 | $1.71 | 23.7% | 8% |
| 20260811 | $3.58 | $2.07 | 25.4% | 22% |
| 20260810 | $3.69 | $1.47 | 26.2% | 29% |
| 20260807 | — | — | 26.3% | 29% |
| 20260806 | $3.32 | $1.84 | 25.6% | 23% |
| 20260805 | $3.31 | $1.88 | 25.2% | 20% |
| 20260804 | $3.63 | $2.04 | 26.7% | 33% |
| 20260803 | $3.59 | $1.40 | 25.9% | 26% |
| 20260731 | $3.40 | $1.60 | 25.8% | 25% |
| 20260730 | $3.47 | $1.94 | 26.4% | 31% |
| 20260729 | $3.69 | $2.21 | 27.7% | 42% |
| 20260728 | $3.55 | $2.17 | 26.7% | 33% |
| 20260727 | $3.75 | $1.52 | 27.4% | 39% |
| 20260724 | $3.67 | $1.92 | 27.9% | 43% |
| 20260723 | $3.67 | $2.00 | 27.7% | 41% |
| 20260722 | $3.63 | $2.04 | 26.8% | 34% |
| 20260721 | $3.65 | $2.08 | 27.1% | 34% |
| 20260720 | $3.80 | $1.37 | 28.1% | 42% |
| 20260716 | $3.20 | $1.56 | 25.1% | 18% |
| 20260715 | $3.21 | $1.73 | 25.1% | 18% |
More on XLE
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.