XRT · Expected Move
State Street SPDR S&P Retail ETF · ETF
The expected move for XRT 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).
XRT 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 XRT Expected Move
30-Day Straddle
$5.39
7-Day Straddle
$2.92
30-Day ATM IV
26.4%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to XRT'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.
XRT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.39 | $2.92 | 26.4% | 58% |
| 20261021 | $5.10 | $2.27 | 25.5% | 51% |
| 20261020 | $4.91 | $2.89 | 24.1% | 39% |
| 20261019 | $5.03 | $2.10 | 26.1% | 56% |
| 20261016 | $4.93 | $2.31 | 25.7% | 46% |
| 20261015 | $4.50 | $2.41 | 22.8% | 24% |
| 20261014 | $4.29 | $2.35 | 21.9% | 18% |
| 20261013 | $4.21 | $2.51 | 21.3% | 13% |
| 20261012 | $4.43 | $2.46 | 22.3% | 21% |
| 20261009 | $4.55 | $2.29 | 23.1% | 27% |
| 20261008 | $5.00 | $2.66 | 25.4% | 39% |
| 20261007 | $5.35 | $2.74 | 27.8% | 55% |
| 20261006 | $5.03 | $2.41 | 25.3% | 38% |
| 20261005 | $4.33 | $2.96 | 22.8% | 20% |
| 20261002 | $4.67 | $2.21 | 25.4% | 37% |
| 20261001 | $4.42 | $2.60 | 23.6% | 25% |
| 20260930 | $4.33 | $3.25 | 23.3% | 23% |
| 20260929 | $5.05 | $2.71 | 26.2% | 41% |
| 20260928 | $5.12 | $2.26 | 25.8% | 39% |
| 20260925 | $5.11 | $1.71 | 26.8% | 45% |
| 20260924 | $4.83 | $4.07 | 25.8% | 39% |
| 20260923 | $4.08 | $3.94 | 22.3% | 18% |
| 20260922 | $4.62 | $2.10 | 22.8% | 21% |
| 20260921 | $4.97 | $3.95 | 24.7% | 32% |
| 20260918 | $3.67 | $1.97 | 19.6% | 1% |
| 20260917 | $4.95 | $2.14 | 26.5% | 44% |
| 20260916 | $4.79 | $2.49 | 24.1% | 29% |
| 20260915 | $3.53 | $2.67 | 19.5% | 0% |
| 20260914 | $4.30 | $1.59 | 21.0% | 2% |
| 20260911 | $4.75 | $2.37 | 24.0% | 22% |
| 20260910 | $4.62 | $2.52 | 23.4% | 18% |
| 20260909 | $4.24 | $2.92 | 23.3% | 17% |
| 20260908 | $4.65 | $2.46 | 23.4% | 18% |
| 20260904 | $5.12 | $2.48 | 24.7% | 27% |
| 20260903 | $4.94 | $1.85 | 24.2% | 24% |
| 20260902 | $4.35 | $2.06 | 22.0% | 9% |
| 20260901 | $4.13 | $2.37 | 20.9% | 1% |
| 20260831 | $4.12 | $1.99 | 20.7% | 0% |
| 20260828 | $4.99 | $3.31 | 24.8% | 27% |
| 20260827 | $4.72 | $4.12 | 22.6% | 4% |
| 20260826 | $4.50 | $2.69 | 22.9% | 5% |
| 20260825 | $4.29 | $2.77 | 21.4% | 1% |
| 20260824 | $4.61 | $1.92 | 22.1% | 3% |
| 20260821 | $5.55 | $5.70 | 31.4% | 23% |
| 20260820 | $4.38 | $2.30 | 22.7% | 4% |
| 20260819 | $4.92 | $3.75 | 23.9% | 7% |
| 20260818 | $4.56 | $2.62 | 22.6% | 4% |
| 20260817 | $4.45 | $1.74 | 21.2% | 1% |
| 20260814 | $3.91 | $2.12 | 20.8% | 0% |
| 20260813 | $4.98 | $2.75 | 23.1% | 5% |
| 20260812 | $4.56 | $2.88 | 22.4% | 4% |
| 20260811 | $5.50 | $3.34 | 26.1% | 12% |
| 20260810 | $5.26 | $1.88 | 23.9% | 7% |
| 20260807 | — | — | 23.4% | 6% |
| 20260806 | $4.51 | $2.61 | 23.2% | 5% |
| 20260805 | $4.86 | $2.80 | 23.1% | 5% |
| 20260804 | $5.29 | $3.89 | 23.9% | 7% |
| 20260803 | $5.15 | $1.80 | 25.1% | 9% |
| 20260731 | $4.23 | $2.21 | 23.6% | 6% |
| 20260730 | $5.15 | $2.54 | 25.4% | 10% |
More on XRT
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.