What is XLP's IV rank?

At the last close, XLP's IV rank was 29 with 30-day implied volatility of 16.8%. IV sits 29% of the way from its one-year low to its one-year high. Its IV percentile was 36: IV is higher than 36% of the past year's readings.

What is the expected move for XLP?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $4.13 (4.5%), a range of $88.22 to $96.48. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on XLP?

At the last close, these OptionClaws preset screens had passing trades on XLP: Bull Put Spreads at 52-Week Highs (10), Married Put Protection (6), Long Call Butterflies for Pinning (4). Open a screen in the app to see the individual trades, refreshed intraday.

Is XLP option volume above average?

At the last close, XLP option volume was 0.7x its average, quieter than usual.

XLP 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.

XLP last closed at $92.35 with 30-day implied volatility of 16.8%. That is in the lower half of its one-year range (IV rank 29), so premiums are on the modest side for XLP. Measured by IV percentile, IV is higher than 36% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $4.13, or 4.5%.

The price is above both its 50-day (+7.8%) and 200-day (+8.8%) moving averages. It is trading within 0.0% of its 52-week high. The 14-day RSI of 65.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.50, about 1.6% of the price, a measure of a typical day's range.

Option volume at the close (70.2K contracts) was 0.7x its average, quieter than usual. A negative beta of -0.05 means XLP has tended to move against the broad market. 3 of our preset screens found trades on XLP at the close, led by Bull Put Spreads at 52-Week Highs with 10 trades.

XLP stats at the close

Price: $92.35
Implied volatility: 16.8%; 30-day, at the money
IV rank: 29; IV sits 29% of the way from its one-year low to its one-year high.
IV percentile: 36; IV is higher than 36% of the past year's readings.
ATR (14-day): $1.50; 1.6% of the price on a typical day
RSI (14-day): 65.0; Between 30 and 70, neutral
52-week range: +0.0% from high; +20.7% from the 52-week low
Moving averages: +7.8% vs 50-day; +8.8% vs the 200-day
Beta: -0.05; Sensitivity to the broad market
Option volume: 0.7x avg; 70.2K contracts vs 95.1K 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
Nov 20, 20267 days	18.0%	±$2.30 (2.5%)	$90.05 to $94.65	$1.84
Dec 11, 202628 days	16.1%	±$4.13 (4.5%)	$88.22 to $96.48	$3.30
Jan 15, 202763 days	17.7%	±$6.78 (7.3%)	$85.57 to $99.13	$5.45

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 XLP 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.

Bull Put Spreads at 52-Week Highs

Bull Put Spread

10 trades pass on XLP

Return on risk: 20.5% to 78.6%
Probability of profit: 65.7% to 93.9%

Bull put spread screener

Married Put Protection

Married Put

6 trades pass on XLP

Probability of profit: 37.9% to 45.4%

Married put screener

Long Call Butterflies for Pinning

Call Butterfly

4 trades pass on XLP

Return on risk: 90.5% to 226.1%
Probability of profit: 32.8% to 64.8%

Butterfly spread screener

XLP options FAQ

What is XLP's IV rank?: At the last close, XLP's IV rank was 29 with 30-day implied volatility of 16.8%. IV sits 29% of the way from its one-year low to its one-year high. Its IV percentile was 36: IV is higher than 36% of the past year's readings.
What is the expected move for XLP?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $4.13 (4.5%), a range of $88.22 to $96.48. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on XLP?: At the last close, these OptionClaws preset screens had passing trades on XLP: Bull Put Spreads at 52-Week Highs (10), Married Put Protection (6), Long Call Butterflies for Pinning (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is XLP option volume above average?: At the last close, XLP option volume was 0.7x its average, quieter than usual.

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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.