XLP · Expected Move
State Street Consumer Staples Select Sector SPDR ETF · ETF
The expected move for XLP 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).
XLP 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 XLP Expected Move
30-Day Straddle
$3.28
7-Day Straddle
$1.55
30-Day ATM IV
16.2%
IV Rank
30%
Implied one-standard-deviation move through the next 30 days. Compare to XLP'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.
XLP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $3.28 | $1.55 | 16.2% | 30% |
| 20261015 | $3.06 | $1.52 | 15.3% | 21% |
| 20261014 | $3.37 | $1.47 | 16.8% | 36% |
| 20261013 | $2.79 | $1.96 | 14.5% | 14% |
| 20261012 | $3.55 | $1.00 | 17.9% | 46% |
| 20261009 | $2.69 | $1.32 | 14.9% | 18% |
| 20261008 | $2.89 | $1.22 | 15.3% | 21% |
| 20261007 | $3.14 | $1.59 | 16.4% | 31% |
| 20261006 | $2.83 | $1.63 | 14.8% | 17% |
| 20261005 | $2.75 | $1.73 | 14.1% | 10% |
| 20261002 | $2.63 | $1.40 | 14.9% | 17% |
| 20261001 | $2.69 | $1.63 | 15.2% | 20% |
| 20260930 | $3.00 | $1.49 | 15.5% | 24% |
| 20260929 | $2.94 | $1.49 | 15.3% | 21% |
| 20260928 | $2.99 | $1.18 | 15.0% | 18% |
| 20260925 | $2.58 | $1.25 | 14.8% | 17% |
| 20260924 | $2.71 | $1.45 | 14.1% | 10% |
| 20260923 | $2.46 | $1.52 | 13.0% | 0% |
| 20260922 | $3.73 | $1.69 | 23.7% | 100% |
| 20260921 | $2.83 | $1.04 | 15.7% | 20% |
| 20260918 | $2.58 | $1.33 | 13.8% | 0% |
| 20260917 | $4.46 | $1.42 | 19.3% | 58% |
| 20260916 | $2.98 | $1.73 | 15.5% | 16% |
| 20260915 | $2.97 | $1.88 | 15.3% | 13% |
| 20260914 | $2.96 | $1.29 | 15.8% | 19% |
| 20260911 | $2.80 | $1.44 | 15.0% | 11% |
| 20260910 | $2.96 | $1.64 | 16.0% | 20% |
| 20260909 | $5.13 | $3.42 | 20.3% | 65% |
| 20260908 | $3.02 | $1.67 | 15.5% | 16% |
| 20260904 | $2.65 | $1.15 | 14.2% | 2% |
| 20260903 | $2.62 | $1.69 | 16.9% | 30% |
| 20260902 | $2.93 | $1.40 | 15.0% | 9% |
| 20260901 | $4.45 | $1.65 | 19.2% | 46% |
| 20260831 | $2.94 | $1.10 | 14.7% | 7% |
| 20260828 | $2.82 | $1.29 | 15.0% | 9% |
| 20260827 | $5.00 | $1.46 | 23.1% | 80% |
| 20260826 | $3.40 | $1.71 | 16.9% | 26% |
| 20260825 | $3.26 | $1.77 | 16.1% | 19% |
| 20260824 | $3.47 | $1.26 | 16.8% | 25% |
| 20260821 | $2.88 | $2.02 | 15.4% | 10% |
| 20260820 | $3.10 | $1.71 | 16.2% | 16% |
| 20260819 | $3.09 | $1.73 | 15.3% | 9% |
| 20260818 | $3.21 | $1.86 | 15.9% | 13% |
| 20260817 | $3.00 | $1.21 | 14.9% | 7% |
| 20260814 | $2.83 | $1.50 | 14.9% | 7% |
| 20260813 | $3.00 | $1.60 | 15.7% | 12% |
| 20260812 | $2.93 | $1.73 | 15.1% | 8% |
| 20260811 | $3.23 | $1.88 | 16.0% | 14% |
| 20260810 | $3.24 | $1.30 | 16.2% | 15% |
| 20260807 | — | — | 15.9% | 14% |
| 20260806 | $3.17 | $1.81 | 16.5% | 17% |
| 20260805 | $3.21 | $1.74 | 16.4% | 17% |
| 20260804 | $3.36 | $1.92 | 17.1% | 22% |
| 20260803 | $3.36 | $1.33 | 16.6% | 18% |
| 20260731 | $3.07 | $1.48 | 16.4% | 17% |
| 20260730 | $3.25 | $1.94 | 16.9% | 20% |
| 20260729 | $3.57 | $2.11 | 17.9% | 28% |
| 20260728 | $3.91 | $2.21 | 19.2% | 36% |
| 20260727 | $3.42 | $1.30 | 16.7% | 19% |
| 20260724 | $3.00 | $1.51 | 16.0% | 14% |
More on XLP
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.