XLI · Expected Move
State Street Industrial Select Sector SPDR ETF · ETF
The expected move for XLI 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).
XLI 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 XLI Expected Move
30-Day Straddle
$7.93
7-Day Straddle
$4.12
30-Day ATM IV
21.1%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to XLI'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.
XLI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $7.93 | $4.12 | 21.1% | 62% |
| 20261015 | $7.42 | $3.77 | 19.8% | 48% |
| 20261014 | $7.36 | $4.29 | 19.3% | 42% |
| 20261013 | $7.41 | $4.07 | 18.8% | 36% |
| 20261012 | $7.90 | $2.66 | 19.8% | 47% |
| 20261009 | $7.42 | $3.34 | 19.5% | 44% |
| 20261008 | $7.33 | $3.41 | 20.0% | 49% |
| 20261007 | $8.00 | $3.87 | 20.6% | 56% |
| 20261006 | $7.22 | $3.75 | 18.5% | 33% |
| 20261005 | $7.71 | $3.34 | 19.0% | 38% |
| 20261002 | $7.74 | $3.41 | 20.6% | 57% |
| 20261001 | $7.28 | $4.32 | 19.2% | 41% |
| 20260930 | $7.50 | $4.15 | 19.7% | 46% |
| 20260929 | $7.41 | $4.05 | 19.1% | 39% |
| 20260928 | $6.38 | $2.21 | 16.4% | 9% |
| 20260925 | $5.76 | $2.14 | 16.7% | 13% |
| 20260924 | $7.71 | $4.12 | 20.0% | 50% |
| 20260923 | $6.37 | $4.12 | 16.6% | 11% |
| 20260922 | $7.00 | $3.73 | 17.4% | 20% |
| 20260921 | $8.10 | $2.58 | 19.2% | 40% |
| 20260918 | $6.10 | $3.21 | 17.3% | 19% |
| 20260917 | $7.00 | $2.96 | 18.9% | 37% |
| 20260916 | $7.90 | $3.98 | 19.7% | 46% |
| 20260915 | $7.08 | $3.73 | 18.2% | 27% |
| 20260914 | $7.55 | $3.00 | 18.7% | 32% |
| 20260911 | $7.16 | $4.15 | 18.1% | 26% |
| 20260910 | $7.03 | $4.06 | 18.5% | 30% |
| 20260909 | $7.55 | $4.56 | 19.6% | 41% |
| 20260908 | $8.07 | $4.95 | 20.5% | 50% |
| 20260904 | $7.45 | $3.68 | 18.9% | 34% |
| 20260903 | $6.72 | $3.73 | 17.4% | 18% |
| 20260902 | $6.79 | $3.38 | 16.3% | 7% |
| 20260901 | $7.07 | $2.92 | 17.2% | 16% |
| 20260831 | $6.97 | $2.49 | 16.8% | 12% |
| 20260828 | $6.38 | $5.30 | 16.7% | 11% |
| 20260827 | $6.47 | $2.99 | 16.3% | 7% |
| 20260826 | $6.70 | $3.59 | 16.7% | 11% |
| 20260825 | $8.34 | $4.55 | 18.8% | 33% |
| 20260824 | $7.35 | $2.63 | 17.2% | 17% |
| 20260821 | $6.86 | $4.63 | 16.7% | 11% |
| 20260820 | $6.17 | $3.58 | 16.1% | 4% |
| 20260819 | $6.52 | $3.52 | 15.6% | 0% |
| 20260818 | $7.22 | $3.98 | 16.9% | 0% |
| 20260817 | $8.72 | $2.01 | 17.8% | 1% |
| 20260814 | $8.00 | $5.50 | 17.8% | 0% |
| 20260813 | $7.53 | $3.73 | 17.8% | 0% |
| 20260812 | $7.72 | $4.04 | 18.2% | 3% |
| 20260811 | $8.12 | $5.81 | 18.9% | 9% |
| 20260810 | $8.20 | $3.04 | 18.8% | 8% |
| 20260807 | — | — | 18.7% | 6% |
| 20260806 | $8.52 | $4.60 | 20.0% | 18% |
| 20260805 | $8.62 | $4.81 | 19.9% | 17% |
| 20260804 | $9.30 | $5.47 | 21.2% | 27% |
| 20260803 | $8.75 | $3.02 | 19.4% | 13% |
| 20260731 | $7.88 | $4.30 | 20.6% | 22% |
| 20260730 | $8.60 | $4.58 | 21.6% | 30% |
| 20260729 | $8.88 | $5.48 | 21.9% | 33% |
| 20260728 | $9.35 | $5.41 | 22.1% | 34% |
| 20260727 | $9.68 | $3.04 | 22.1% | 34% |
| 20260724 | $8.38 | $3.79 | 21.0% | 25% |
More on XLI
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.