XLF · Expected Move
State Street Financial Select Sector SPDR ETF · ETF
The expected move for XLF 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).
XLF 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 XLF Expected Move
30-Day Straddle
$1.98
7-Day Straddle
$0.97
30-Day ATM IV
16.1%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to XLF'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.
XLF Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.98 | $0.97 | 16.1% | 52% |
| 20261015 | $2.05 | $0.86 | 15.9% | 49% |
| 20261014 | $2.12 | $1.00 | 17.0% | 65% |
| 20261013 | $2.01 | $0.86 | 16.1% | 52% |
| 20261012 | $2.17 | $1.02 | 16.5% | 58% |
| 20261009 | $2.15 | $1.08 | 17.3% | 69% |
| 20261008 | $2.11 | $1.16 | 17.2% | 68% |
| 20261007 | $2.09 | $0.94 | 16.2% | 53% |
| 20261006 | $2.19 | $0.93 | 17.3% | 58% |
| 20261005 | $1.96 | $0.85 | 15.7% | 39% |
| 20261002 | $1.92 | $0.92 | 16.7% | 51% |
| 20261001 | $2.11 | $0.97 | 17.5% | 61% |
| 20260930 | $2.00 | $0.92 | 16.6% | 50% |
| 20260929 | $2.24 | $0.84 | 17.8% | 64% |
| 20260928 | $2.27 | $1.08 | 17.5% | 61% |
| 20260925 | $1.90 | $0.86 | 15.6% | 38% |
| 20260924 | $1.94 | $0.82 | 15.9% | 42% |
| 20260923 | $2.10 | $0.96 | 16.4% | 48% |
| 20260922 | $1.96 | $0.84 | 16.0% | 43% |
| 20260921 | $1.98 | $0.73 | 15.1% | 32% |
| 20260918 | $1.80 | $0.86 | 14.6% | 26% |
| 20260917 | $2.08 | $0.89 | 16.2% | 46% |
| 20260916 | $2.13 | $1.10 | 16.7% | 51% |
| 20260915 | $2.12 | $0.96 | 16.0% | 43% |
| 20260914 | $2.09 | $0.90 | 15.3% | 35% |
| 20260911 | $1.76 | $0.95 | 14.3% | 23% |
| 20260910 | $2.04 | $1.02 | 16.2% | 45% |
| 20260909 | $2.06 | $1.02 | 15.7% | 39% |
| 20260908 | $2.04 | $0.95 | 15.2% | 33% |
| 20260904 | $1.83 | $0.80 | 14.0% | 20% |
| 20260903 | $2.02 | $0.82 | 15.1% | 33% |
| 20260902 | $1.84 | $0.83 | 14.0% | 19% |
| 20260901 | $2.00 | $0.97 | 15.4% | 36% |
| 20260831 | $1.77 | $0.75 | 13.2% | 10% |
| 20260828 | $1.86 | $0.79 | 13.6% | 14% |
| 20260827 | $1.77 | $0.81 | 13.5% | 10% |
| 20260826 | $1.92 | $0.87 | 14.5% | 18% |
| 20260825 | $1.91 | $0.84 | 14.0% | 14% |
| 20260824 | $2.04 | $0.84 | 14.5% | 18% |
| 20260821 | $1.83 | $0.90 | 14.2% | 15% |
| 20260820 | $1.83 | $0.84 | 14.3% | 15% |
| 20260819 | $1.88 | $0.77 | 13.2% | 6% |
| 20260818 | $1.86 | $0.69 | 13.8% | 9% |
| 20260817 | $1.82 | $0.74 | 13.4% | 6% |
| 20260814 | $1.59 | $0.73 | 12.4% | 0% |
| 20260813 | $1.68 | $0.69 | 12.7% | 0% |
| 20260812 | $1.71 | $0.72 | 12.8% | 0% |
| 20260811 | $1.84 | $0.74 | 13.7% | 0% |
| 20260810 | $1.98 | $0.85 | 14.2% | 2% |
| 20260807 | — | — | 14.2% | 1% |
| 20260806 | $1.96 | $0.86 | 14.9% | 6% |
| 20260805 | $1.91 | $0.92 | 14.4% | 3% |
| 20260804 | $1.99 | $0.79 | 14.7% | 5% |
| 20260803 | $1.91 | $0.79 | 14.0% | 0% |
| 20260731 | $1.75 | $0.76 | 14.0% | 0% |
| 20260730 | $1.90 | $0.82 | 14.9% | 0% |
| 20260729 | $2.19 | $1.17 | 16.6% | 11% |
| 20260728 | $2.12 | $0.94 | 15.6% | 4% |
| 20260727 | $2.12 | $1.04 | 15.7% | 5% |
| 20260724 | $1.88 | $1.00 | 15.3% | 2% |
More on XLF
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.