XLSR · Expected Move
State Street US Sector Rotation ETF · ETF
The expected move for XLSR 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).
XLSR 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 XLSR Expected Move
30-Day Straddle
$2.05
7-Day Straddle
$2.05
30-Day ATM IV
13.4%
IV Rank
6%
Implied one-standard-deviation move through the next 30 days. Compare to XLSR'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.
XLSR Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.05 | $2.05 | 13.4% | 6% |
| 20261020 | $2.17 | $2.17 | 14.1% | 8% |
| 20261019 | $2.17 | $2.17 | 41.4% | 100% |
| 20261016 | $2.62 | $5.00 | 15.2% | 13% |
| 20261015 | $2.27 | $0.97 | 13.4% | 6% |
| 20261014 | $2.33 | $1.02 | 14.1% | 9% |
| 20261013 | $2.20 | $3.23 | 36.5% | 92% |
| 20261012 | $2.25 | $1.18 | 13.4% | 6% |
| 20261009 | $2.33 | $1.25 | 13.7% | 7% |
| 20261008 | $2.58 | $1.27 | 33.6% | 81% |
| 20261007 | $2.48 | $1.38 | 13.5% | 7% |
| 20261006 | $2.45 | $1.43 | 14.1% | 9% |
| 20261005 | $2.70 | $1.38 | 13.3% | 6% |
| 20261002 | $1.30 | $1.30 | 13.5% | 6% |
| 20261001 | $1.68 | $1.68 | 14.5% | 10% |
| 20260930 | $1.90 | $1.90 | 14.7% | 11% |
| 20260929 | $1.78 | $1.78 | 18.8% | 26% |
| 20260928 | $1.55 | $1.55 | 14.4% | 10% |
| 20260925 | $1.70 | $1.70 | 14.1% | 9% |
| 20260924 | $1.67 | $1.67 | 13.8% | 8% |
| 20260923 | $1.73 | $1.73 | 13.5% | 7% |
| 20260922 | $1.77 | $1.77 | 12.8% | 4% |
| 20260921 | $1.62 | $1.62 | 11.7% | 0% |
| 20260918 | $1.82 | $5.00 | 12.9% | 2% |
| 20260917 | $1.85 | $1.05 | 12.3% | 0% |
| 20260916 | $2.20 | $1.10 | 14.4% | 5% |
| 20260915 | $2.30 | $1.42 | 14.9% | 7% |
| 20260914 | $2.05 | $5.70 | 13.9% | 3% |
| 20260911 | $2.12 | $1.33 | 14.2% | 4% |
| 20260910 | $2.42 | $1.52 | 16.0% | 11% |
| 20260909 | $2.25 | $5.80 | 16.8% | 14% |
| 20260908 | $2.22 | $1.38 | 14.2% | 4% |
| 20260904 | $2.25 | $1.45 | 17.1% | 15% |
| 20260903 | $6.38 | $1.48 | 13.3% | 0% |
| 20260902 | $1.50 | $1.50 | 14.7% | 5% |
| 20260901 | $1.78 | $1.78 | 15.9% | 9% |
| 20260831 | $1.62 | $1.62 | 14.3% | 4% |
| 20260828 | $1.65 | $1.65 | 13.8% | 2% |
| 20260827 | $1.77 | $1.77 | 13.6% | 1% |
| 20260826 | $5.85 | $5.85 | 13.7% | 2% |
| 20260825 | $1.82 | $1.82 | 13.7% | 2% |
| 20260824 | $5.92 | $5.92 | 29.8% | 58% |
| 20260821 | $1.93 | $5.00 | 13.2% | 0% |
| 20260820 | $1.90 | $1.00 | 15.0% | 0% |
| 20260819 | $2.10 | $1.10 | 20.6% | 15% |
| 20260818 | $2.10 | $1.25 | 22.7% | 24% |
| 20260817 | $1.98 | $1.15 | 16.7% | 0% |
| 20260814 | $2.08 | $1.25 | 18.3% | 1% |
| 20260813 | $2.05 | $1.30 | 18.1% | 0% |
| 20260812 | $2.17 | $1.38 | 21.2% | 0% |
| 20260811 | $2.45 | $1.43 | 22.9% | 0% |
| 20260810 | $10.00 | $6.22 | 33.0% | 50% |
| 20260807 | — | — | 31.3% | 41% |
| 20260806 | $3.35 | $2.55 | 31.5% | 42% |
| 20260805 | $2.45 | $2.45 | 30.3% | 36% |
| 20260804 | $2.12 | $2.12 | 28.7% | 27% |
| 20260803 | $2.35 | $2.35 | 28.4% | 25% |
| 20260731 | $2.52 | $2.52 | 32.3% | 47% |
| 20260730 | $2.62 | $2.62 | 33.5% | 54% |
| 20260729 | $2.70 | $2.70 | 32.1% | 46% |
More on XLSR
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.