XLV · Expected Move

State Street Health Care Select Sector SPDR ETF · ETF

The expected move for XLV 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).

XLV 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 XLV Expected Move
30-Day Straddle
$7.70
7-Day Straddle
$3.30
30-Day ATM IV
19.1%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to XLV'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.
XLV Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $7.70 $3.30 19.1% 87%
20261015 $7.75 $3.94 19.5% 94%
20261014 $7.18 $4.14 18.1% 70%
20261013 $7.71 $4.70 18.9% 83%
20261012 $7.72 $2.73 18.3% 74%
20261009 $6.73 $3.14 17.7% 64%
20261008 $7.32 $3.65 19.0% 86%
20261007 $6.47 $3.96 16.8% 48%
20261006 $7.36 $3.96 19.0% 86%
20261005 $7.28 $2.41 17.9% 68%
20261002 $6.50 $2.84 17.4% 58%
20261001 $6.56 $3.58 17.4% 59%
20260930 $7.02 $4.10 18.5% 78%
20260929 $7.18 $4.04 18.1% 70%
20260928 $7.51 $4.12 18.1% 70%
20260925 $6.25 $3.16 16.8% 49%
20260924 $5.68 $3.24 15.2% 22%
20260923 $6.71 $2.37 17.2% 55%
20260922 $5.88 $2.96 15.3% 22%
20260921 $6.19 $2.26 15.4% 25%
20260918 $5.77 $2.75 16.4% 42%
20260917 $6.36 $3.48 16.6% 46%
20260916 $6.25 $3.66 16.3% 39%
20260915 $6.63 $3.80 17.1% 53%
20260914 $7.10 $2.79 18.1% 55%
20260911 $6.93 $2.15 16.8% 39%
20260910 $6.45 $3.49 16.9% 40%
20260909 $6.88 $3.83 17.5% 48%
20260908 $6.73 $4.72 16.8% 39%
20260904 $5.83 $2.61 15.4% 19%
20260903 $6.70 $4.17 16.8% 38%
20260902 $6.38 $3.33 16.1% 28%
20260901 $6.11 $3.16 16.0% 28%
20260831 $7.17 $4.95 18.3% 58%
20260828 $6.56 $3.17 17.4% 47%
20260827 $6.43 $2.94 16.5% 16%
20260826 $6.90 $3.80 17.1% 19%
20260825 $6.52 $5.44 15.8% 11%
20260824 $6.97 $2.72 16.8% 18%
20260821 $7.28 $3.18 18.4% 27%
20260820 $6.93 $3.99 17.9% 25%
20260819 $7.30 $4.02 17.9% 24%
20260818 $6.24 $3.40 15.7% 11%
20260817 $6.26 $2.25 15.7% 11%
20260814 $5.48 $1.95 15.0% 6%
20260813 $6.15 $2.71 15.7% 11%
20260812 $6.67 $3.38 17.2% 20%
20260811 $6.30 $3.21 16.1% 13%
20260810 $6.48 $2.42 16.3% 15%
20260807 — — 18.0% 25%
20260806 $6.47 $3.71 17.2% 20%
20260805 $6.92 $4.86 18.2% 26%
20260804 $6.75 $5.39 17.9% 24%
20260803 $6.66 $3.52 17.4% 21%
20260731 $6.04 $4.21 16.8% 18%
20260730 $6.42 $3.61 17.4% 21%
20260729 $7.74 $3.54 19.8% 37%
20260728 $6.90 $4.03 17.3% 21%
20260727 $6.83 $3.51 16.6% 16%
20260724 $5.71 $4.16 16.2% 14%

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.