What is XBI's IV rank?

At the last close, XBI's IV rank was 38 with 30-day implied volatility of 31.9%. IV sits 38% of the way from its one-year low to its one-year high. Its IV percentile was 59: IV is higher than 59% of the past year's readings.

What is the expected move for XBI?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $13.20 (8.8%), a range of $137.35 to $163.75. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on XBI?

At the last close, these OptionClaws preset screens had passing trades on XBI: Long Call Butterflies for Pinning (6), Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is XBI option volume above average?

At the last close, XBI option volume was 1.0x its average, close to normal.

XBI options: IV rank, expected move and trade screens

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In the app, stock prices are live and options data is refreshed intraday.

XBI last closed at $150.55 with 30-day implied volatility of 31.9%. That is in the lower half of its one-year range (IV rank 38), so premiums are on the modest side for XBI. Measured by IV percentile, IV is higher than 59% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $13.20, or 8.8%.

The price is above its 200-day moving average (+5.3%) but below its 50-day (-2.4%), a pullback inside a longer uptrend. It is 11.2% below its 52-week high and 34.5% above its 52-week low. The 14-day RSI of 46.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $4.93, about 3.3% of the price, a measure of a typical day's range.

Option volume at the close (30.4K contracts) was 1.0x its average, close to normal. A beta of 1.16 means XBI has tended to move about 1.2 times as much as the broad market. 2 of our preset screens found trades on XBI at the close, led by Long Call Butterflies for Pinning with 6 trades.

XBI stats at the close

Price: $150.55
Implied volatility: 31.9%; 30-day, at the money
IV rank: 38; IV sits 38% of the way from its one-year low to its one-year high.
IV percentile: 59; IV is higher than 59% of the past year's readings.
ATR (14-day): $4.93; 3.3% of the price on a typical day
RSI (14-day): 46.2; Between 30 and 70, neutral
52-week range: -11.2% from high; +34.5% from the 52-week low
Moving averages: -2.4% vs 50-day; +5.3% vs the 200-day
Beta: 1.16; Sensitivity to the broad market
Option volume: 1.0x avg; 30.4K contracts vs 31.2K average

XBI 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
Nov 20, 20267 days	33.0%	±$6.89 (4.6%)	$143.66 to $157.44	$5.51
Dec 11, 202628 days	31.7%	±$13.20 (8.8%)	$137.35 to $163.75	$10.52
Jan 15, 202763 days	32.4%	±$20.24 (13.4%)	$130.31 to $170.79	$16.10

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

Counts and ranges for XBI from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Long Call Butterflies for Pinning

Call Butterfly

6 trades pass on XBI

Return on risk: 100.0% to 1,000%+
Probability of profit: 9.8% to 58.9%

Butterfly spread screener

Married Put Protection

Married Put

2 trades pass on XBI

Probability of profit: 43.8% to 44.4%

Married put screener

XBI options FAQ

What is XBI's IV rank?: At the last close, XBI's IV rank was 38 with 30-day implied volatility of 31.9%. IV sits 38% of the way from its one-year low to its one-year high. Its IV percentile was 59: IV is higher than 59% of the past year's readings.
What is the expected move for XBI?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $13.20 (8.8%), a range of $137.35 to $163.75. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on XBI?: At the last close, these OptionClaws preset screens had passing trades on XBI: Long Call Butterflies for Pinning (6), Married Put Protection (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is XBI option volume above average?: At the last close, XBI option volume was 1.0x its average, close to normal.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.