XSD · Expected Move
State Street SPDR S&P Semiconductor ETF · ETF
The expected move for XSD 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).
XSD 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 XSD Expected Move
30-Day Straddle
$45.20
7-Day Straddle
$45.20
30-Day ATM IV
40.8%
IV Rank
24%
Implied one-standard-deviation move through the next 30 days. Compare to XSD'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.
XSD Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $45.20 | $45.20 | 40.8% | 24% |
| 20261016 | $47.95 | $4.53 | 41.7% | 27% |
| 20261015 | $48.70 | $10.55 | 40.2% | 22% |
| 20261014 | $48.45 | $15.60 | 39.6% | 20% |
| 20261013 | $48.80 | $16.60 | 37.3% | 13% |
| 20261012 | $47.80 | $16.75 | 36.1% | 9% |
| 20261009 | $51.35 | $18.85 | 35.6% | 7% |
| 20261008 | $54.45 | $21.85 | 37.5% | 13% |
| 20261007 | $54.95 | $21.75 | 35.6% | 7% |
| 20261006 | $55.60 | $21.95 | 34.7% | 4% |
| 20261005 | $58.15 | $23.60 | 36.0% | 8% |
| 20261002 | $27.30 | $27.30 | 36.9% | 11% |
| 20261001 | $29.70 | $29.70 | 38.4% | 16% |
| 20260930 | $31.25 | $31.25 | 38.6% | 17% |
| 20260929 | $32.25 | $32.25 | 38.3% | 16% |
| 20260928 | $32.00 | $32.00 | 37.2% | 12% |
| 20260925 | $35.50 | $35.50 | 36.4% | 10% |
| 20260924 | $36.55 | $36.55 | 36.9% | 11% |
| 20260923 | $38.20 | $38.20 | 37.2% | 12% |
| 20260922 | $38.70 | $38.70 | 36.8% | 11% |
| 20260921 | $40.00 | $40.00 | 37.5% | 13% |
| 20260918 | $37.50 | $4.28 | 33.4% | 0% |
| 20260917 | $39.15 | $7.82 | 34.9% | 2% |
| 20260916 | $40.20 | $13.00 | 36.7% | 8% |
| 20260915 | $39.40 | $14.45 | 35.4% | 3% |
| 20260914 | $40.05 | $15.35 | 35.8% | 5% |
| 20260911 | $43.30 | $17.75 | 34.6% | 1% |
| 20260910 | $45.95 | $21.40 | 37.4% | 10% |
| 20260909 | $48.60 | $23.60 | 38.6% | 14% |
| 20260908 | $50.70 | $25.30 | 39.7% | 18% |
| 20260904 | $48.70 | $26.60 | 36.2% | 6% |
| 20260903 | $45.80 | $25.20 | 34.4% | 0% |
| 20260902 | $26.90 | $26.90 | 34.8% | 0% |
| 20260901 | $28.40 | $28.40 | 35.7% | 2% |
| 20260831 | $28.55 | $28.55 | 35.1% | 0% |
| 20260828 | $32.60 | $32.60 | 36.4% | 0% |
| 20260827 | $35.40 | $35.40 | 37.5% | 0% |
| 20260826 | $38.55 | $38.55 | 39.8% | 1% |
| 20260825 | $39.20 | $39.20 | 39.6% | 1% |
| 20260824 | $40.35 | $40.35 | 40.3% | 4% |
| 20260821 | $43.35 | $3.98 | 39.9% | 2% |
| 20260820 | $45.90 | $9.28 | 41.1% | 7% |
| 20260819 | $47.20 | $13.10 | 41.0% | 6% |
| 20260818 | $50.60 | $17.35 | 42.0% | 10% |
| 20260817 | $52.65 | $19.25 | 40.6% | 5% |
| 20260814 | $53.15 | $21.00 | 39.4% | 0% |
| 20260813 | $56.20 | $25.00 | 42.0% | 5% |
| 20260812 | $59.75 | $28.75 | 43.6% | 12% |
| 20260811 | $60.40 | $30.00 | 44.3% | 15% |
| 20260810 | $65.35 | $34.35 | 47.3% | 27% |
| 20260807 | — | — | 47.6% | 29% |
| 20260806 | $75.55 | $44.45 | 53.1% | 52% |
| 20260805 | $45.30 | $45.30 | 52.9% | 51% |
| 20260804 | $53.55 | $53.55 | 58.0% | 73% |
| 20260803 | $49.60 | $49.60 | 55.8% | 64% |
| 20260731 | $51.90 | $51.90 | 55.1% | 61% |
| 20260730 | $54.90 | $54.90 | 56.9% | 68% |
| 20260729 | $59.55 | $59.55 | 64.3% | 100% |
| 20260728 | $58.90 | $58.90 | 60.3% | 83% |
| 20260727 | $63.90 | $63.90 | 61.4% | 88% |
More on XSD
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.