EXE options: IV rank, expected move and trade screens
EXPAND ENERGY Corp · Energy
As of the close on . In the app, data is refreshed intraday.
EXE closed at $85.52 on Oct 2, 2026 with 30-day implied volatility of 30.8%. That is in the lower half of its one-year range (IV rank 41), so premiums are on the modest side for EXE. Measured by IV percentile, IV is higher than 36% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $7.23, or 8.5%.
The price is below both its 50-day (-7.9%) and 200-day (-13.2%) moving averages. It is trading within 1.7% of its 52-week low. The 14-day RSI of 34.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.23, about 2.6% of the price, a measure of a typical day's range.
Option volume at the close (2.79K contracts) was 0.4x its average, much quieter than usual. A beta of 0.05 means EXE has tended to move about 0.1 times as much as the broad market. None of our preset screens found trades on EXE at the close.
EXE stats at the close
- Price
- $85.52
- Market cap $19.8B
- Implied volatility
- 30.8%
- 30-day, at the money
- IV rank
- 41
- IV sits 41% of the way from its one-year low to its one-year high.
- IV percentile
- 36
- IV is higher than 36% of the past year's readings.
- ATR (14-day)
- $2.23
- 2.6% of the price on a typical day
- RSI (14-day)
- 34.4
- Between 30 and 70, neutral
- 52-week range
- -30.4% from high
- +1.7% from the 52-week low
- Moving averages
- -7.9% vs 50-day
- -13.2% vs the 200-day
- Beta
- 0.05
- Sensitivity to the broad market
- Option volume
- 0.4x avg
- 2.79K contracts vs 7.06K average
EXE expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20267 days | 30.7% | ±$3.63 (4.3%) | $81.89 to $89.15 | $2.93 |
| Oct 30, 202628 days | 30.5% | ±$7.23 (8.5%) | $78.29 to $92.75 | $5.78 |
| Nov 20, 202649 days | 31.2% | ±$9.79 (11.4%) | $75.73 to $95.31 | $7.80 |
| Jan 15, 2027105 days | 31.3% | ±$14.35 (16.8%) | $71.17 to $99.87 | $11.40 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
EXE options FAQ
- What is EXE's IV rank?
- At the close on Oct 2, 2026, EXE's IV rank was 41 with 30-day implied volatility of 30.8%. IV sits 41% of the way from its one-year low to its one-year high. Its IV percentile was 36: IV is higher than 36% of the past year's readings.
- What is the expected move for EXE?
- Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $7.23 (8.5%), a range of $78.29 to $92.75. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is EXE option volume above average?
- On Oct 2, 2026, EXE option volume was 0.4x its average, much quieter than usual.
More market data
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