XLI options: IV rank, expected move and trade screens
ETFETF
As of the close on . In the app, data is refreshed intraday.
XLI closed at $168.78 on Sep 28, 2026 with 30-day implied volatility of 16.5%. That is in the lower half of its one-year range (IV rank 27), so premiums are on the modest side for XLI. Measured by IV percentile, IV is higher than 23% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $8.06, or 4.8%.
The price is below both its 50-day (-5.0%) and 200-day (-1.9%) moving averages. It is 9.5% below its 52-week high and 14.2% above its 52-week low. The 14-day RSI of 35.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.30, about 1.4% of the price, a measure of a typical day's range.
Option volume at the close (12.4K contracts) was 0.5x its average, much quieter than usual. A beta of 0.93 means XLI has tended to move about 0.9 times as much as the broad market. None of our preset screens found trades on XLI at the close.
XLI stats at the close
- Price
- $168.78
- Implied volatility
- 16.5%
- 30-day, at the money
- IV rank
- 27
- IV sits 27% of the way from its one-year low to its one-year high.
- IV percentile
- 23
- IV is higher than 23% of the past year's readings.
- ATR (14-day)
- $2.30
- 1.4% of the price on a typical day
- RSI (14-day)
- 35.8
- Between 30 and 70, neutral
- 52-week range
- -9.5% from high
- +14.2% from the 52-week low
- Moving averages
- -5.0% vs 50-day
- -1.9% vs the 200-day
- Beta
- 0.93
- Sensitivity to the broad market
- Option volume
- 0.5x avg
- 12.4K contracts vs 27.8K average
XLI 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 2, 20264 days | 34.0% | ±$6.01 (3.6%) | $162.77 to $174.79 | $4.80 |
| Oct 30, 202632 days | 16.1% | ±$8.06 (4.8%) | $160.72 to $176.84 | $6.44 |
| Nov 20, 202653 days | 18.6% | ±$11.95 (7.1%) | $156.83 to $180.73 | $9.53 |
| Dec 18, 202681 days | 22.0% | ±$17.47 (10.4%) | $151.31 to $186.25 | $13.93 |
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
XLI options FAQ
- What is XLI's IV rank?
- At the close on Sep 28, 2026, XLI's IV rank was 27 with 30-day implied volatility of 16.5%. IV sits 27% of the way from its one-year low to its one-year high. Its IV percentile was 23: IV is higher than 23% of the past year's readings.
- What is the expected move for XLI?
- Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $8.06 (4.8%), a range of $160.72 to $176.84. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is XLI option volume above average?
- On Sep 28, 2026, XLI option volume was 0.5x its average, much quieter than usual.
More market data
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.