XSW · Expected Move

State Street SPDR S&P Software & Services ETF · ETF

The expected move for XSW 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).

XSW straddle price & implied vol

60 sessions

Bars: 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 XSW Expected Move
30-Day Straddle
$0.00
7-Day Straddle
$0.00
30-Day ATM IV
30.4%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to XSW'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.
XSW Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.00 $0.00 30.4% 51%
20261020 $0.00 $0.00 27.5% 27%
20261019 $0.00 $0.00 28.4% 30%
20261016 $13.55 $2.67 27.8% 27%
20261015 $13.40 $2.75 26.0% 17%
20261014 $13.70 $3.72 27.2% 24%
20261013 $13.60 $4.22 25.9% 16%
20261012 $14.85 $4.78 26.8% 21%
20261009 $14.05 $5.45 25.2% 12%
20261008 $15.05 $6.45 26.3% 18%
20261007 $14.55 $6.88 26.4% 19%
20261006 $15.70 $7.55 27.5% 25%
20261005 $14.95 $8.07 26.2% 18%
20261002 $8.40 $8.40 26.3% 19%
20261001 $8.50 $8.50 26.4% 19%
20260930 $9.15 $9.15 27.9% 27%
20260929 $9.15 $9.15 27.2% 23%
20260928 $9.55 $9.55 27.9% 28%
20260925 $10.00 $10.00 26.6% 20%
20260924 $10.30 $10.30 26.9% 22%
20260923 $11.15 $11.15 26.6% 20%
20260922 $11.05 $11.05 26.2% 18%
20260921 $11.07 $11.07 25.6% 14%
20260918 $11.38 $4.92 25.2% 12%
20260917 $12.40 $3.83 27.5% 25%
20260916 $12.65 $4.62 27.1% 23%
20260915 $13.15 $5.15 27.0% 22%
20260914 $13.10 $4.67 27.3% 24%
20260911 $12.35 $6.57 25.7% 15%
20260910 $12.80 $7.57 26.5% 19%
20260909 $13.05 $7.53 26.7% 21%
20260908 $15.15 $7.35 28.0% 28%
20260904 $13.60 $7.97 24.8% 10%
20260903 $14.55 $8.80 24.7% 10%
20260902 $8.80 $8.80 25.3% 13%
20260901 $10.05 $10.05 26.4% 19%
20260831 $8.88 $8.88 25.3% 13%
20260828 $8.70 $8.70 23.0% 0%
20260827 $9.50 $9.50 24.1% 0%
20260826 $9.55 $9.55 24.7% 2%
20260825 $10.00 $10.00 24.4% 0%
20260824 $10.88 $10.88 25.9% 8%
20260821 $11.00 $4.28 24.6% 0%
20260820 $11.20 $3.65 25.2% 0%
20260819 $11.75 $2.98 25.6% 2%
20260818 $12.02 $5.32 25.2% 0%
20260817 $12.10 $4.60 25.7% 2%
20260814 $12.60 $4.80 25.2% 0%
20260813 $13.75 $5.47 26.8% 3%
20260812 $13.75 $6.20 27.2% 5%
20260811 $14.25 $6.53 26.5% 2%
20260810 $13.80 $7.88 27.1% 4%
20260807 — — 26.2% 0%
20260806 $14.60 $9.10 28.4% 3%
20260805 $8.82 $8.82 27.9% 0%
20260804 $9.45 $9.45 28.0% 0%
20260803 $9.60 $9.60 28.7% 4%
20260731 $9.85 $9.85 28.2% 1%
20260730 $10.45 $10.45 30.3% 13%
20260729 $13.50 $13.50 35.4% 42%

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.