XLY · Expected Move
State Street Consumer Discretionary Select Sector SPDR ETF · ETF
The expected move for XLY 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).
XLY 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 XLY Expected Move
30-Day Straddle
$5.38
7-Day Straddle
$3.25
30-Day ATM IV
21.2%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to XLY'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.
XLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.38 | $3.25 | 21.2% | 52% |
| 20261021 | $4.97 | $3.40 | 19.0% | 27% |
| 20261020 | $6.12 | $4.22 | 22.6% | 69% |
| 20261019 | $5.97 | $2.65 | 21.5% | 56% |
| 20261016 | $5.50 | $2.77 | 21.5% | 57% |
| 20261015 | $5.62 | $2.85 | 20.9% | 50% |
| 20261014 | $4.92 | $2.72 | 19.3% | 31% |
| 20261013 | $5.00 | $3.10 | 19.3% | 31% |
| 20261012 | $5.38 | $1.92 | 20.5% | 45% |
| 20261009 | $4.22 | $2.23 | 17.9% | 15% |
| 20261008 | $5.05 | $2.42 | 20.1% | 40% |
| 20261007 | $5.20 | $2.00 | 20.8% | 48% |
| 20261006 | $4.82 | $2.65 | 18.9% | 26% |
| 20261005 | $5.12 | $2.23 | 19.6% | 35% |
| 20261002 | $4.90 | $2.47 | 20.4% | 43% |
| 20261001 | $4.88 | $2.67 | 20.1% | 40% |
| 20260930 | $5.28 | $2.65 | 21.0% | 51% |
| 20260929 | $5.12 | $2.90 | 20.2% | 41% |
| 20260928 | $5.35 | $2.25 | 20.4% | 43% |
| 20260925 | $4.55 | $2.20 | 19.4% | 32% |
| 20260924 | $4.75 | $2.77 | 20.1% | 40% |
| 20260923 | $5.10 | $2.83 | 20.2% | 42% |
| 20260922 | $5.07 | $3.80 | 19.8% | 36% |
| 20260921 | $5.12 | $2.27 | 19.2% | 29% |
| 20260918 | $4.22 | $2.35 | 17.8% | 14% |
| 20260917 | $4.55 | $2.72 | 17.9% | 15% |
| 20260916 | $5.00 | $2.92 | 19.9% | 38% |
| 20260915 | $4.40 | $3.12 | 18.2% | 18% |
| 20260914 | $5.20 | $2.10 | 20.0% | 32% |
| 20260911 | $5.10 | $3.60 | 20.5% | 37% |
| 20260910 | $5.72 | $3.28 | 22.7% | 58% |
| 20260909 | $5.47 | $2.83 | 19.7% | 30% |
| 20260908 | $4.90 | $2.98 | 18.6% | 19% |
| 20260904 | $5.25 | $3.40 | 18.9% | 21% |
| 20260903 | $4.82 | $2.38 | 18.4% | 17% |
| 20260902 | $4.55 | $1.95 | 18.0% | 13% |
| 20260901 | $5.03 | $3.12 | 18.7% | 20% |
| 20260831 | $5.10 | $2.58 | 18.3% | 16% |
| 20260828 | $5.57 | $3.85 | 20.0% | 32% |
| 20260827 | $4.00 | $3.58 | 17.0% | 4% |
| 20260826 | $5.38 | $2.80 | 19.9% | 19% |
| 20260825 | $5.12 | $4.30 | 18.1% | 9% |
| 20260824 | $5.25 | $2.17 | 18.5% | 11% |
| 20260821 | $5.03 | $2.42 | 19.1% | 15% |
| 20260820 | $5.43 | $4.15 | 20.1% | 20% |
| 20260819 | $4.60 | $3.17 | 17.0% | 2% |
| 20260818 | $5.97 | $3.33 | 20.6% | 20% |
| 20260817 | $4.80 | $3.85 | 18.2% | 8% |
| 20260814 | $4.72 | $2.05 | 18.6% | 10% |
| 20260813 | $5.43 | $2.60 | 18.5% | 10% |
| 20260812 | $4.92 | $2.88 | 18.4% | 9% |
| 20260811 | $5.30 | $3.47 | 18.9% | 12% |
| 20260810 | $6.55 | $2.17 | 21.2% | 23% |
| 20260807 | — | — | 18.7% | 10% |
| 20260806 | $5.30 | $2.80 | 20.4% | 19% |
| 20260805 | $4.95 | $3.58 | 19.0% | 12% |
| 20260804 | $5.42 | $3.45 | 20.1% | 17% |
| 20260803 | $4.12 | $2.20 | 16.6% | 0% |
| 20260731 | $5.95 | $2.77 | 22.2% | 19% |
| 20260730 | $5.67 | $3.10 | 22.6% | 21% |
More on XLY
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.