XYLD · Expected Move

Global X S&P 500 Covered Call ETF · ETF

The expected move for XYLD 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).

XYLD 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 XYLD Expected Move
30-Day Straddle
$0.90
7-Day Straddle
$0.90
30-Day ATM IV
16.6%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to XYLD'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.
XYLD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261021 $0.90 $0.90 16.6% 29%
20261020 $1.10 $1.10 42.8% 100%
20261019 $3.62 $3.62 11.5% 16%
20261016 $10.18 $10.53 12.8% 20%
20261015 $0.68 $5.05 39.6% 100%
20261014 $5.38 $0.62 15.5% 36%
20261013 $10.68 $20.00 — —
20261012 $2.70 $2.58 — —
20261009 $2.77 $5.00 13.5% 28%
20261008 $12.50 $20.00 13.1% 27%
20261007 $10.30 $3.50 31.5% 96%
20261006 $1.27 $20.00 32.6% 100%
20261005 $1.32 $20.00 14.7% 41%
20261002 $5.00 $5.00 27.0% 100%
20261001 $10.78 $10.78 — —
20260930 $0.82 $0.82 27.1% 100%
20260929 $0.85 $0.85 19.6% 83%
20260928 $0.85 $0.85 20.0% 86%
20260925 $12.50 $12.50 19.7% 84%
20260924 $10.82 $10.82 19.8% 85%
20260923 $10.75 $10.75 19.6% 84%
20260922 $10.75 $10.75 19.8% 66%
20260921 $1.12 $1.12 20.0% 68%
20260918 $1.12 $2.25 19.2% 64%
20260917 $1.10 $1.40 15.8% 47%
20260916 $1.20 $0.97 15.1% 44%
20260915 $10.80 $10.60 10.8% 23%
20260914 $1.27 $0.88 10.9% 24%
20260911 $2.65 $0.83 15.4% 45%
20260910 $1.20 $0.95 14.6% 41%
20260909 $11.00 $3.38 — —
20260908 $1.25 $10.80 15.8% 47%
20260904 $3.60 $0.40 16.1% 49%
20260903 $2.55 $20.00 11.1% 25%
20260902 $1.00 $1.00 12.7% 32%
20260901 $10.10 $10.10 9.8% 18%
20260831 $5.00 $5.00 13.0% 34%
20260828 $0.90 $0.90 15.3% 45%
20260827 $0.97 $0.97 14.8% 31%
20260826 $0.97 $0.97 13.7% 27%
20260825 $0.55 $0.55 21.3% 54%
20260824 $0.60 $0.60 13.0% 25%
20260821 $1.12 $2.62 17.3% 40%
20260820 $10.10 $10.75 12.2% 22%
20260819 $2.48 $0.85 15.6% 34%
20260818 $15.00 $8.22 15.4% 33%
20260817 $1.18 $3.27 21.9% 56%
20260814 $3.17 $20.00 11.5% 20%
20260813 $1.57 $7.78 15.4% 33%
20260812 $4.90 $0.75 13.9% 28%
20260811 $3.75 $2.62 13.7% 27%
20260810 $15.00 $1.12 15.3% 33%
20260807 — — 14.1% 29%
20260806 $3.30 $3.12 21.7% 55%
20260805 $1.18 $1.18 18.2% 43%
20260804 $1.10 $1.10 16.7% 38%
20260803 $1.23 $1.23 17.2% 40%
20260731 $0.93 $0.93 12.0% 21%
20260730 $10.30 $10.30 12.1% 22%
20260729 $0.85 $0.85 18.0% 43%

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.