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
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 XP Expected Move
30-Day Straddle
$1.80
7-Day Straddle
$1.27
30-Day ATM IV
53.3%
IV Rank
27%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $1.80 | $1.27 | 53.3% | 27% |
| 20261112 | $2.33 | $1.27 | 64.0% | 41% |
| 20261111 | $2.10 | $1.30 | 58.1% | 33% |
| 20261110 | $1.80 | $1.30 | 51.9% | 25% |
| 20261109 | $2.80 | $0.80 | 71.9% | 51% |
| 20261106 | $1.62 | $0.90 | 51.2% | 24% |
| 20261105 | $1.92 | $1.05 | 57.0% | 32% |
| 20261104 | $2.02 | $1.07 | 57.9% | 33% |
| 20261103 | $1.90 | $1.05 | 54.0% | 28% |
| 20261102 | $1.80 | $0.75 | 56.0% | 30% |
| 20261030 | $1.88 | $0.97 | 57.0% | 31% |
| 20261029 | $1.88 | $1.00 | 55.7% | 30% |
| 20261028 | $2.10 | $1.20 | 57.4% | 32% |
| 20261027 | $2.20 | $1.38 | 60.2% | 36% |
| 20261026 | $4.65 | $1.33 | 68.5% | 47% |
| 20261023 | $7.30 | $6.85 | 105.2% | 95% |
| 20261022 | $7.12 | $6.62 | 109.2% | 100% |
| 20261021 | $6.80 | $6.15 | 98.8% | 100% |
| 20261020 | $6.72 | $6.12 | 94.6% | 96% |
| 20261019 | $6.15 | $2.15 | 93.9% | 95% |
| 20261016 | $6.40 | $2.10 | 97.4% | 100% |
| 20261015 | $5.85 | $2.45 | 86.1% | 91% |
| 20261014 | $5.40 | $2.85 | 76.0% | 73% |
| 20261013 | $6.25 | $2.62 | 91.5% | 100% |
| 20261012 | $5.40 | $1.55 | 72.6% | 71% |
| 20261009 | $5.35 | $1.72 | 73.0% | 72% |
| 20261008 | $4.78 | $1.88 | 71.0% | 69% |
| 20261007 | $4.82 | $1.90 | 71.3% | 69% |
| 20261006 | $4.47 | $2.25 | 66.0% | 60% |
| 20261005 | $4.35 | $1.73 | 69.6% | 66% |
| 20261002 | $4.15 | $2.30 | 88.4% | 100% |
| 20261001 | $3.27 | $2.25 | 68.7% | 71% |
| 20260930 | $2.80 | $1.93 | 58.9% | 52% |
| 20260929 | $3.10 | $2.20 | 64.2% | 62% |
| 20260928 | $3.10 | $1.57 | 64.3% | 63% |
| 20260925 | $2.47 | $1.12 | 60.1% | 54% |
| 20260924 | $2.53 | $1.38 | 56.4% | 47% |
| 20260923 | $2.58 | $2.05 | 52.9% | 40% |
| 20260922 | $2.65 | $1.35 | 52.9% | 40% |
| 20260921 | $2.75 | $0.65 | 55.6% | 45% |
| 20260918 | $2.38 | $1.05 | 58.4% | 51% |
| 20260917 | $2.38 | $1.05 | 54.5% | 43% |
| 20260916 | $2.05 | $1.18 | 47.8% | 30% |
| 20260915 | $2.45 | $1.62 | 54.6% | 43% |
| 20260914 | $2.33 | $1.02 | 49.6% | 33% |
| 20260911 | $2.17 | $1.00 | 50.6% | 35% |
| 20260910 | $2.17 | $1.08 | 48.8% | 32% |
| 20260909 | $2.20 | $1.05 | 46.6% | 27% |
| 20260908 | $2.67 | $1.10 | 56.1% | 46% |
| 20260904 | $2.12 | $0.93 | 46.4% | 27% |
| 20260903 | $1.60 | $1.25 | 37.5% | 9% |
| 20260902 | $2.62 | $1.23 | 42.7% | 19% |
| 20260901 | $1.75 | $1.25 | 40.2% | 14% |
| 20260831 | $2.52 | $1.47 | 59.2% | 52% |
| 20260828 | $1.52 | $0.90 | 46.6% | 27% |
| 20260827 | $2.42 | $1.07 | 56.9% | 48% |
| 20260826 | $2.00 | $1.40 | 47.6% | 29% |
| 20260825 | $2.25 | $1.15 | 41.4% | 17% |
| 20260824 | $1.20 | $0.70 | 33.6% | 1% |
| 20260821 | $1.02 | $0.65 | 33.0% | 0% |
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.