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XLU options: IV rank, expected move and trade screens

ETFETF

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

XLU last closed at $44.04 with 30-day implied volatility of 16.0%. That is near the bottom of its one-year range (IV rank 16), so options on XLU are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 26% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $1.94, or 4.4%.

The price is above its 50-day moving average (+5.1%) but still below its 200-day (-0.7%). It is 7.7% below its 52-week high and 12.2% above its 52-week low. The 14-day RSI of 65.8 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.60, about 1.4% of the price, a measure of a typical day's range.

Option volume at the close (31.8K contracts) was 0.8x its average, quieter than usual. A beta of 0.11 means XLU has tended to move about 0.1 times as much as the broad market. 3 of our preset screens found trades on XLU at the close, led by Bear Put Spreads Below the 200-Day with 43 trades.

XLU stats at the close

Price
$44.04
Implied volatility
16.0%
30-day, at the money
IV rank
16
IV sits 16% of the way from its one-year low to its one-year high.
IV percentile
26
IV is higher than 26% of the past year's readings.
ATR (14-day)
$0.60
1.4% of the price on a typical day
RSI (14-day)
65.8
Between 30 and 70, neutral
52-week range
-7.7% from high
+12.2% from the 52-week low
Moving averages
+5.1% vs 50-day
-0.7% vs the 200-day
Beta
0.11
Sensitivity to the broad market
Option volume
0.8x avg
31.8K contracts vs 41.6K average

XLU 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 20, 20267 days15.1%±$0.92 (2.1%)$43.12 to $44.96$0.74
Dec 11, 202628 days15.9%±$1.94 (4.4%)$42.10 to $45.98$1.55
Jan 15, 202763 days15.6%±$2.86 (6.5%)$41.18 to $46.90$2.30

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 XLU 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.

XLU options FAQ

What is XLU's IV rank?
At the last close, XLU's IV rank was 16 with 30-day implied volatility of 16.0%. IV sits 16% of the way from its one-year low to its one-year high. Its IV percentile was 26: IV is higher than 26% of the past year's readings.
What is the expected move for XLU?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $1.94 (4.4%), a range of $42.10 to $45.98. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on XLU?
At the last close, these OptionClaws preset screens had passing trades on XLU: Bear Put Spreads Below the 200-Day (43), Long Call Butterflies for Pinning (14), Married Put Protection (11). Open a screen in the app to see the individual trades, refreshed intraday.
Is XLU option volume above average?
At the last close, XLU option volume was 0.8x 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.