XLRE · Expected Move
State Street Real Estate Select Sector SPDR ETF · ETF
The expected move for XLRE 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).
XLRE 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 XLRE Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$0.15
30-Day ATM IV
14.6%
IV Rank
67%
Implied one-standard-deviation move through the next 30 days. Compare to XLRE'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.
XLRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.57 | $0.15 | 14.6% | 67% |
| 20261015 | $1.48 | $0.30 | 14.1% | 60% |
| 20261014 | $1.70 | $1.02 | 14.9% | 71% |
| 20261013 | $1.62 | $0.65 | 15.2% | 47% |
| 20261012 | $1.65 | $0.57 | 15.2% | 46% |
| 20261009 | $1.70 | $1.08 | 15.5% | 50% |
| 20261008 | $1.67 | $0.78 | 15.5% | 50% |
| 20261007 | $1.73 | $0.95 | 15.3% | 48% |
| 20261006 | $1.90 | $0.88 | 16.3% | 57% |
| 20261005 | $1.77 | $0.90 | 15.6% | 50% |
| 20261002 | $0.95 | $0.95 | 15.6% | 50% |
| 20261001 | $1.10 | $1.10 | 15.8% | 53% |
| 20260930 | $0.93 | $0.93 | 15.0% | 45% |
| 20260929 | $1.18 | $1.18 | 15.3% | 47% |
| 20260928 | $1.17 | $1.17 | 14.5% | 40% |
| 20260925 | $1.10 | $1.10 | 14.4% | 39% |
| 20260924 | $1.15 | $1.15 | 14.3% | 38% |
| 20260923 | $1.30 | $1.30 | 15.5% | 50% |
| 20260922 | $1.30 | $1.30 | 13.2% | 28% |
| 20260921 | $1.12 | $1.12 | 13.3% | 18% |
| 20260918 | $1.10 | $0.38 | 10.9% | 4% |
| 20260917 | $1.50 | $0.93 | 15.5% | 31% |
| 20260916 | $1.62 | $0.42 | 16.6% | 38% |
| 20260915 | $1.32 | $0.50 | 13.3% | 18% |
| 20260914 | $1.32 | $0.52 | 12.9% | 16% |
| 20260911 | $1.38 | $0.68 | 11.5% | 7% |
| 20260910 | $1.48 | $0.72 | 13.8% | 21% |
| 20260909 | $1.50 | $0.88 | 13.5% | 19% |
| 20260908 | $1.50 | $0.72 | 13.2% | 17% |
| 20260904 | $1.60 | $0.85 | 13.3% | 18% |
| 20260903 | $1.68 | $0.90 | 13.0% | 17% |
| 20260902 | $0.85 | $0.85 | 13.3% | 18% |
| 20260901 | $0.95 | $0.95 | 15.2% | 29% |
| 20260831 | $1.02 | $1.02 | 13.0% | 16% |
| 20260828 | $1.27 | $1.27 | 13.3% | 18% |
| 20260827 | $1.02 | $1.02 | 13.2% | 18% |
| 20260826 | $1.15 | $1.15 | 12.7% | 15% |
| 20260825 | $1.20 | $1.20 | 12.4% | 13% |
| 20260824 | $1.12 | $1.12 | 12.4% | 13% |
| 20260821 | $1.12 | $0.60 | 11.6% | 8% |
| 20260820 | $1.23 | $0.33 | 12.3% | 12% |
| 20260819 | $1.27 | $0.32 | 12.5% | 13% |
| 20260818 | $1.20 | $0.50 | 10.2% | 0% |
| 20260817 | $1.33 | $0.45 | 12.5% | 3% |
| 20260814 | $1.40 | $0.60 | 12.4% | 2% |
| 20260813 | $1.45 | $0.68 | 12.8% | 5% |
| 20260812 | $1.70 | $0.85 | 13.6% | 10% |
| 20260811 | $1.70 | $0.88 | 14.7% | 18% |
| 20260810 | $1.73 | $0.90 | 14.1% | 14% |
| 20260807 | — | — | 12.0% | 0% |
| 20260806 | $1.90 | $0.98 | 15.1% | 15% |
| 20260805 | $1.02 | $1.02 | 12.7% | 0% |
| 20260804 | $1.10 | $1.10 | 14.7% | 8% |
| 20260803 | $1.25 | $1.25 | 14.7% | 8% |
| 20260731 | $1.20 | $1.20 | 14.2% | 5% |
| 20260730 | $1.33 | $1.33 | 15.2% | 11% |
| 20260729 | $1.30 | $1.30 | 14.9% | 9% |
| 20260728 | $1.50 | $1.50 | 16.8% | 20% |
| 20260727 | $1.27 | $1.27 | 14.0% | 4% |
| 20260724 | $1.43 | $1.43 | 14.4% | 6% |
More on XLRE
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.