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XLE options: IV rank, expected move and trade screens

ETFETF

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

XLE last closed at $64.96 with 30-day implied volatility of 24.7%. That is near the bottom of its one-year range (IV rank 25), so options on XLE are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 32% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $4.46, or 6.9%.

The price is above both its 50-day (+0.0%) and 200-day (+9.2%) moving averages. It is 7.2% below its 52-week high and 48.3% above its 52-week low. The 14-day RSI of 49.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.58, about 2.4% of the price, a measure of a typical day's range.

Option volume at the close (102K contracts) was 0.6x its average, quieter than usual. A negative beta of -0.34 means XLE has tended to move against the broad market. 3 of our preset screens found trades on XLE at the close, led by Married Put Protection with 11 trades.

XLE stats at the close

Price
$64.96
Implied volatility
24.7%
30-day, at the money
IV rank
25
IV sits 25% of the way from its one-year low to its one-year high.
IV percentile
32
IV is higher than 32% of the past year's readings.
ATR (14-day)
$1.58
2.4% of the price on a typical day
RSI (14-day)
49.5
Between 30 and 70, neutral
52-week range
-7.2% from high
+48.3% from the 52-week low
Moving averages
+0.0% vs 50-day
+9.2% vs the 200-day
Beta
-0.34
Sensitivity to the broad market
Option volume
0.6x avg
102K contracts vs 172K average

XLE 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
Nov 16, 20263 days15.7%±$0.93 (1.4%)$64.03 to $65.89$0.74
Dec 11, 202628 days24.8%±$4.46 (6.9%)$60.50 to $69.42$3.56
Jan 15, 202763 days24.3%±$6.55 (10.1%)$58.41 to $71.51$5.22

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 XLE 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.

XLE options FAQ

What is XLE's IV rank?
At the last close, XLE's IV rank was 25 with 30-day implied volatility of 24.7%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 32: IV is higher than 32% of the past year's readings.
What is the expected move for XLE?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $4.46 (6.9%), a range of $60.50 to $69.42. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on XLE?
At the last close, these OptionClaws preset screens had passing trades on XLE: Married Put Protection (11), Long Call Butterflies for Pinning (10), Iron Condor, 2-ATR Profit Zone (1). Open a screen in the app to see the individual trades, refreshed intraday.
Is XLE option volume above average?
At the last close, XLE option volume was 0.6x 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.