XLU · Expected Move

State Street Utilities Select Sector SPDR ETF · ETF

The expected move for XLU 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).

XLU straddle price & implied vol

60 sessions

Bars: 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 XLU Expected Move
30-Day Straddle
$1.60
7-Day Straddle
$0.86
30-Day ATM IV
16.7%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to XLU'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.
XLU Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $1.60 $0.86 16.7% 14%
20261020 $1.67 $0.95 17.1% 15%
20261019 $1.77 $0.68 17.8% 18%
20261016 $1.69 $0.84 17.6% 18%
20261015 $1.60 $0.90 17.3% 16%
20261014 $1.61 $0.92 17.1% 15%
20261013 $1.84 $1.19 18.7% 22%
20261012 $1.84 $0.66 18.5% 21%
20261009 $1.61 $0.74 17.8% 18%
20261008 $1.75 $0.91 18.5% 21%
20261007 $1.67 $0.92 17.6% 17%
20261006 $1.70 $1.01 17.9% 19%
20261005 $1.79 $0.62 19.0% 24%
20261002 $1.60 $0.83 19.3% 25%
20261001 $1.78 $1.02 19.8% 27%
20260930 $1.75 $0.96 19.6% 26%
20260929 $1.68 $1.07 18.4% 21%
20260928 $1.82 $0.79 19.5% 26%
20260925 $1.75 $0.92 18.6% 22%
20260924 $1.44 $0.81 16.6% 13%
20260923 $1.54 $0.90 16.6% 13%
20260922 $1.39 $0.81 15.0% 6%
20260921 $1.45 $0.59 15.0% 6%
20260918 $1.48 $0.67 16.5% 13%
20260917 $1.46 $0.67 15.1% 7%
20260916 $1.61 $0.97 16.8% 14%
20260915 $2.58 $1.05 20.1% 28%
20260914 $1.55 $0.57 15.9% 10%
20260911 $1.47 $0.76 15.6% 9%
20260910 $1.39 $0.89 15.1% 6%
20260909 $1.31 $0.92 13.6% 0%
20260908 $1.71 $0.97 17.0% 10%
20260904 $3.33 $0.55 29.8% 70%
20260903 $1.45 $0.71 15.2% 2%
20260902 $1.38 $0.79 14.9% 1%
20260901 $1.60 $1.05 16.6% 9%
20260831 $1.55 $0.62 15.9% 4%
20260828 $1.50 $1.77 22.8% 30%
20260827 $1.65 $0.91 16.3% 6%
20260826 $1.53 $0.89 15.5% 3%
20260825 $1.71 $0.77 16.6% 7%
20260824 $1.83 $0.63 17.5% 11%
20260821 $1.54 $0.73 15.2% 2%
20260820 $1.65 $0.76 16.1% 5%
20260819 $1.56 $0.91 15.5% 3%
20260818 $1.58 $0.96 15.7% 3%
20260817 $1.64 $0.60 15.4% 2%
20260814 $1.42 $0.68 14.7% 0%
20260813 $1.55 $0.82 15.7% 3%
20260812 $1.62 $0.89 16.0% 5%
20260811 $1.65 $0.97 16.4% 6%
20260810 $1.77 $0.72 17.5% 10%
20260807 — — 16.4% 6%
20260806 $1.66 $1.09 16.5% 7%
20260805 $1.61 $0.95 36.5% 81%
20260804 $1.75 $1.01 16.7% 7%
20260803 $1.59 $0.60 15.1% 1%
20260731 $1.48 $0.73 15.2% 2%
20260730 $1.83 $0.83 17.8% 11%
20260729 $1.62 $0.92 15.8% 4%

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.