XTN · Expected Move

State Street SPDR S&P Transportation ETF · ETF

The expected move for XTN 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).

XTN 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 XTN Expected Move
30-Day Straddle
$5.20
7-Day Straddle
$5.20
30-Day ATM IV
23.0%
IV Rank
2%
Implied one-standard-deviation move through the next 30 days. Compare to XTN'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.
XTN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.20 $5.20 23.0% 2%
20261021 $5.17 $5.17 23.1% 4%
20261020 $5.62 $5.62 24.3% 16%
20261019 $2.42 $2.42 24.5% 17%
20261016 $6.15 $1.75 25.0% 22%
20261015 $5.75 $2.15 22.8% 0%
20261014 $6.22 $2.27 25.0% 15%
20261013 $6.03 $2.27 24.3% 8%
20261012 $6.42 $2.55 24.9% 15%
20261009 $6.53 $2.97 24.3% 8%
20261008 $6.43 $3.10 23.8% 2%
20261007 $6.53 $3.75 24.7% 12%
20261006 $7.20 $3.62 25.4% 20%
20261005 $7.58 $4.10 27.2% 40%
20261002 $4.03 $4.03 24.8% 13%
20261001 $4.12 $4.12 27.1% 39%
20260930 $4.53 $4.53 28.2% 51%
20260929 $4.93 $4.93 28.2% 51%
20260928 $5.08 $5.08 28.3% 51%
20260925 $4.80 $4.80 26.9% 33%
20260924 $5.60 $5.60 28.1% 40%
20260923 $5.70 $5.70 27.8% 37%
20260922 $5.62 $5.62 27.3% 31%
20260921 $5.78 $5.78 27.6% 34%
20260918 $5.90 $1.70 26.6% 25%
20260917 $5.95 $3.00 26.3% 23%
20260916 $6.67 $2.92 28.9% 36%
20260915 $7.30 $3.65 30.6% 47%
20260914 $7.17 $3.60 29.5% 39%
20260911 $7.55 $4.08 29.8% 42%
20260910 $7.75 $3.95 30.5% 46%
20260909 $7.58 $4.20 29.6% 40%
20260908 $7.60 $4.58 28.8% 35%
20260904 $7.97 $4.53 27.2% 24%
20260903 $7.58 $4.45 26.4% 19%
20260902 $5.12 $5.12 27.4% 26%
20260901 $4.97 $4.97 27.2% 24%
20260831 $5.30 $5.30 28.2% 31%
20260828 $5.22 $5.22 25.8% 15%
20260827 $5.32 $5.32 26.2% 17%
20260826 $5.45 $5.45 26.0% 16%
20260825 $5.15 $5.15 24.3% 5%
20260824 $6.43 $6.43 27.3% 24%
20260821 $5.70 $2.90 24.4% 4%
20260820 $6.90 $2.53 28.4% 23%
20260819 $5.88 $1.95 24.5% 4%
20260818 $6.35 $2.90 25.4% 9%
20260817 $6.25 $3.23 24.9% 6%
20260814 $6.80 $2.90 24.9% 6%
20260813 $6.40 $3.52 23.6% 0%
20260812 $7.03 $3.35 24.8% 0%
20260811 $7.43 $4.03 26.4% 5%
20260810 $7.90 $3.50 26.8% 7%
20260807 — — 26.5% 6%
20260806 $8.35 $4.68 26.9% 8%
20260805 $4.72 $4.72 26.7% 6%
20260804 $5.40 $5.40 26.4% 5%
20260803 $4.70 $4.70 25.4% 0%
20260731 $6.03 $6.03 28.5% 14%
20260730 $6.12 $6.12 28.2% 12%

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.