XBI options: IV rank, expected move and trade screens

ETFETF

As of the close on . In the app, data is refreshed intraday.

XBI closed at $156.61 on Sep 28, 2026 with 30-day implied volatility of 32.1%. That is in the lower half of its one-year range (IV rank 39), so premiums are on the modest side for XBI. Measured by IV percentile, IV is higher than 71% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $14.77, or 9.4%.

The price is above its 200-day moving average (+13.3%) but below its 50-day (-0.7%), a pullback inside a longer uptrend. It is 7.6% below its 52-week high and 59.9% above its 52-week low. The 14-day RSI of 47.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $4.21, about 2.7% of the price, a measure of a typical day's range.

Option volume at the close (24.9K contracts) was 0.7x its average, quieter than usual. A beta of 1.04 means XBI has tended to move about 1.0 times as much as the broad market. 2 of our preset screens found trades on XBI at the close, led by Married Put Protection with 1 trade.

XBI stats at the close

Price
$156.61
Implied volatility
32.1%
30-day, at the money
IV rank
39
IV sits 39% of the way from its one-year low to its one-year high.
IV percentile
71
IV is higher than 71% of the past year's readings.
ATR (14-day)
$4.21
2.7% of the price on a typical day
RSI (14-day)
47.0
Between 30 and 70, neutral
52-week range
-7.6% from high
+59.9% from the 52-week low
Moving averages
-0.7% vs 50-day
+13.3% vs the 200-day
Beta
1.04
Sensitivity to the broad market
Option volume
0.7x avg
24.9K contracts vs 37.1K 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.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days39.9%±$6.55 (4.2%)$150.06 to $163.16$5.24
Oct 30, 202632 days31.9%±$14.77 (9.4%)$141.84 to $171.38$11.77
Nov 20, 202653 days33.3%±$19.85 (12.7%)$136.76 to $176.46$15.80
Dec 18, 202681 days31.8%±$23.45 (15.0%)$133.16 to $180.06$18.68

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.

XBI options FAQ

What is XBI's IV rank?
At the close on Sep 28, 2026, XBI's IV rank was 39 with 30-day implied volatility of 32.1%. IV sits 39% of the way from its one-year low to its one-year high. Its IV percentile was 71: IV is higher than 71% of the past year's readings.
What is the expected move for XBI?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $14.77 (9.4%), a range of $141.84 to $171.38. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on XBI: Married Put Protection (1), Long Call Butterflies for Pinning (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is XBI option volume above average?
On Sep 28, 2026, XBI option volume was 0.7x its average, quieter than usual.

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.