XPH · Expected Move
State Street SPDR S&P Pharmaceuticals ETF · ETF
The expected move for XPH 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).
XPH 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 XPH Expected Move
30-Day Straddle
$4.03
7-Day Straddle
$4.03
30-Day ATM IV
27.1%
IV Rank
62%
Implied one-standard-deviation move through the next 30 days. Compare to XPH'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.
XPH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $4.03 | $4.03 | 27.1% | 62% |
| 20261021 | $4.35 | $4.35 | 27.3% | 63% |
| 20261020 | $3.75 | $3.75 | 26.7% | 58% |
| 20261019 | $4.05 | $4.05 | 28.6% | 74% |
| 20261016 | $4.10 | $2.27 | 27.4% | 64% |
| 20261015 | $4.20 | $2.62 | 26.7% | 58% |
| 20261014 | $4.40 | $2.67 | 27.8% | 67% |
| 20261013 | $4.55 | $2.92 | 29.8% | 84% |
| 20261012 | $4.55 | $2.88 | 27.6% | 66% |
| 20261009 | $4.70 | $2.45 | 28.4% | 72% |
| 20261008 | $4.57 | $3.05 | 28.9% | 76% |
| 20261007 | $4.60 | $3.00 | 29.4% | 80% |
| 20261006 | $4.55 | $2.90 | 29.0% | 77% |
| 20261005 | $4.65 | $3.05 | 28.3% | 25% |
| 20261002 | $3.10 | $3.10 | 27.3% | 22% |
| 20261001 | $3.20 | $3.20 | 28.6% | 26% |
| 20260930 | $3.45 | $3.45 | 25.7% | 18% |
| 20260929 | $3.45 | $3.45 | 28.5% | 26% |
| 20260928 | $2.92 | $2.92 | 29.1% | 28% |
| 20260925 | $3.50 | $3.50 | 30.2% | 31% |
| 20260924 | $3.45 | $3.45 | 28.5% | 26% |
| 20260923 | $3.40 | $3.40 | 29.8% | 30% |
| 20260922 | $3.85 | $3.85 | 28.0% | 25% |
| 20260921 | $3.65 | $3.65 | 25.6% | 17% |
| 20260918 | $4.47 | $1.77 | 26.0% | 19% |
| 20260917 | $4.55 | $3.20 | 27.9% | 24% |
| 20260916 | $4.58 | $2.22 | 31.2% | 34% |
| 20260915 | $4.60 | $3.30 | 27.1% | 22% |
| 20260914 | $4.62 | $2.90 | 28.8% | 27% |
| 20260911 | $4.92 | $3.40 | 29.4% | 28% |
| 20260910 | $5.12 | $3.27 | 30.9% | 33% |
| 20260909 | $5.32 | $3.75 | 30.0% | 30% |
| 20260908 | $5.15 | $2.23 | 28.0% | 24% |
| 20260904 | $5.35 | $3.95 | 29.7% | 34% |
| 20260903 | $5.10 | $4.20 | 28.9% | 31% |
| 20260902 | $3.83 | $3.83 | 28.1% | 29% |
| 20260901 | $2.12 | $2.12 | 24.8% | 20% |
| 20260831 | $4.08 | $4.08 | 26.5% | 25% |
| 20260828 | $4.50 | $4.50 | 25.2% | 21% |
| 20260827 | $4.60 | $4.60 | 27.3% | 27% |
| 20260826 | $4.75 | $4.75 | 29.4% | 33% |
| 20260825 | $5.25 | $5.25 | 29.6% | 33% |
| 20260824 | $4.05 | $4.05 | 26.8% | 26% |
| 20260821 | $5.15 | $2.83 | 31.3% | 38% |
| 20260820 | $4.75 | $3.15 | 28.9% | 31% |
| 20260819 | $4.15 | $3.03 | 24.5% | 19% |
| 20260818 | $4.05 | $2.85 | 20.1% | 8% |
| 20260817 | $3.80 | $2.75 | 23.2% | 16% |
| 20260814 | $3.85 | $2.70 | 22.5% | 14% |
| 20260813 | $3.85 | $2.75 | 22.3% | 13% |
| 20260812 | $3.78 | $3.10 | 21.6% | 11% |
| 20260811 | $4.18 | $2.15 | 22.9% | 15% |
| 20260810 | $4.22 | $2.38 | 23.1% | 16% |
| 20260807 | — | — | 22.1% | 13% |
| 20260806 | $4.28 | $2.55 | 22.0% | 12% |
| 20260805 | $3.15 | $3.15 | 24.1% | 18% |
| 20260804 | $2.75 | $2.75 | 22.3% | 13% |
| 20260803 | $2.90 | $2.90 | 23.2% | 16% |
| 20260731 | $3.10 | $3.10 | 23.8% | 17% |
| 20260730 | $3.17 | $3.17 | 23.2% | 16% |
More on XPH
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.