XLP options: IV rank, expected move and trade screens
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As of the close on . In the app, data is refreshed intraday.
XLP closed at $82.28 on Sep 28, 2026 with 30-day implied volatility of 15.9%. That is near the bottom of its one-year range (IV rank 25), so options on XLP are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 34% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $3.42, or 4.2%.
The price is below both its 50-day (-2.8%) and 200-day (-1.7%) moving averages. It is 8.6% below its 52-week high and 8.8% above its 52-week low. The 14-day RSI of 40.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.98, about 1.2% of the price, a measure of a typical day's range.
Option volume at the close (7.05K contracts) was 0.4x its average, much quieter than usual. A negative beta of -0.06 means XLP has tended to move against the broad market. None of our preset screens found trades on XLP at the close.
XLP stats at the close
- Price
- $82.28
- Implied volatility
- 15.9%
- 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
- 34
- IV is higher than 34% of the past year's readings.
- ATR (14-day)
- $0.98
- 1.2% of the price on a typical day
- RSI (14-day)
- 40.8
- Between 30 and 70, neutral
- 52-week range
- -8.6% from high
- +8.8% from the 52-week low
- Moving averages
- -2.8% vs 50-day
- -1.7% vs the 200-day
- Beta
- -0.06
- Sensitivity to the broad market
- Option volume
- 0.4x avg
- 7.05K contracts vs 19K average
XLP 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 | 46.5% | ±$4.00 (4.9%) | $78.28 to $86.28 | $3.20 |
| Oct 30, 202632 days | 14.0% | ±$3.42 (4.2%) | $78.86 to $85.70 | $2.72 |
| Nov 20, 202653 days | 17.0% | ±$5.33 (6.5%) | $76.95 to $87.61 | $4.28 |
| Dec 18, 202681 days | 16.3% | ±$6.31 (7.7%) | $75.97 to $88.59 | $5.08 |
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
XLP options FAQ
- What is XLP's IV rank?
- At the close on Sep 28, 2026, XLP's IV rank was 25 with 30-day implied volatility of 15.9%. IV sits 25% of the way from its one-year low to its one-year high. Its IV percentile was 34: IV is higher than 34% of the past year's readings.
- What is the expected move for XLP?
- Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $3.42 (4.2%), a range of $78.86 to $85.70. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is XLP option volume above average?
- On Sep 28, 2026, XLP option volume was 0.4x its average, much quieter than usual.
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