XP · Expected Move
XP Inc. Class A Common Stock
The expected move for XP 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).
XP straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current XP Expected Move
30-Day Straddle
$3.10
7-Day Straddle
$2.20
Avg IV
88.3%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to XP'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.
XP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $3.10 | $2.20 | 88.3% | 41% |
| 20260928 | $3.10 | $1.57 | 83.3% | 33% |
| 20260925 | $2.47 | $1.12 | 80.0% | 28% |
| 20260924 | $2.53 | $1.38 | 89.2% | 43% |
| 20260923 | $2.58 | $2.05 | 87.5% | 40% |
| 20260922 | $2.65 | $1.35 | 62.3% | 1% |
| 20260921 | $2.75 | $0.65 | 73.6% | 18% |
| 20260918 | $2.38 | $1.05 | 98.8% | 58% |
| 20260917 | $2.38 | $1.05 | 93.5% | 49% |
| 20260916 | $2.05 | $1.18 | 74.3% | 19% |
| 20260915 | $2.45 | $1.62 | 97.9% | 56% |
| 20260914 | $2.33 | $1.02 | 79.2% | 27% |
| 20260911 | $2.17 | $1.00 | 84.0% | 34% |
| 20260910 | $2.17 | $1.08 | 70.1% | 13% |
| 20260909 | $2.20 | $1.05 | 95.9% | 53% |
| 20260908 | $2.67 | $1.10 | 92.6% | 48% |
| 20260904 | $2.12 | $0.93 | 95.5% | 52% |
| 20260903 | $1.60 | $1.25 | 97.2% | 55% |
| 20260902 | $2.62 | $1.23 | 74.6% | 20% |
| 20260901 | $1.75 | $1.25 | 87.8% | 40% |
| 20260831 | $2.52 | $1.47 | 80.9% | 30% |
| 20260828 | $1.52 | $0.90 | 76.7% | 23% |
| 20260827 | $2.42 | $1.07 | 76.8% | 23% |
| 20260826 | $2.00 | $1.40 | 76.0% | 22% |
| 20260825 | $2.25 | $1.15 | 68.6% | 10% |
| 20260824 | $1.20 | $0.70 | 80.1% | 28% |
| 20260821 | $1.02 | $0.65 | 77.5% | 24% |
| 20260820 | $1.38 | $0.68 | 62.3% | 0% |
| 20260819 | $1.40 | $0.95 | 62.0% | 0% |
| 20260818 | $1.40 | $0.77 | 65.7% | 4% |
| 20260817 | $1.65 | $1.00 | 69.7% | 11% |
| 20260814 | $1.65 | $0.98 | 81.6% | 30% |
| 20260813 | $2.35 | $1.05 | 82.8% | 32% |
| 20260812 | $1.93 | $1.05 | 83.4% | 32% |
| 20260811 | $2.55 | $1.15 | 93.5% | 48% |
| 20260810 | $2.12 | $0.62 | 63.0% | 0% |
| 20260806 | $2.00 | $0.95 | 76.2% | 20% |
| 20260805 | $2.00 | $0.93 | 87.5% | 38% |
| 20260804 | $2.25 | $1.00 | 91.2% | 44% |
| 20260803 | $2.08 | $0.65 | 87.3% | 38% |
| 20260731 | $1.90 | $0.80 | 94.3% | 49% |
| 20260730 | $1.45 | $0.93 | 84.4% | 33% |
| 20260729 | $1.95 | $1.07 | 98.4% | 56% |
| 20260728 | $2.05 | $1.00 | 91.2% | 44% |
| 20260727 | $1.98 | $0.65 | 99.2% | 57% |
| 20260724 | $1.85 | $0.65 | 87.2% | 38% |
| 20260723 | $1.85 | $0.90 | 83.5% | 32% |
| 20260722 | $1.95 | $0.92 | 84.5% | 33% |
| 20260721 | $1.93 | $1.00 | 81.3% | 28% |
| 20260720 | $1.90 | $0.73 | 84.4% | 33% |
| 20260716 | $1.75 | $0.88 | 84.9% | 34% |
| 20260715 | $1.65 | $0.93 | 84.5% | 33% |
| 20260714 | $1.88 | $0.80 | 79.6% | 25% |
| 20260713 | $1.95 | $0.72 | 89.4% | 41% |
| 20260710 | $1.68 | $0.80 | 121.4% | 93% |
| 20260709 | $1.75 | $0.90 | 109.3% | 73% |
| 20260708 | $1.67 | $0.90 | 115.9% | 84% |
| 20260707 | $3.17 | $0.95 | 120.7% | 92% |
| 20260706 | $1.80 | $0.62 | 114.1% | 81% |
More on XP
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.