XP options: IV rank, expected move and trade screens
XP Inc. · Financials
As of the close on . In the app, data is refreshed intraday.
XP closed at $20.23 on Sep 28, 2026 with 30-day implied volatility of 64.0%. That is in the upper half of its one-year range (IV rank 51), so premiums are somewhat richer than usual for XP. Measured by IV percentile, IV is higher than 81% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $3.91, or 19.3%.
The price is above both its 50-day (+12.5%) and 200-day (+11.5%) moving averages. It is 11.9% below its 52-week high and 35.4% above its 52-week low. The 14-day RSI of 59.6 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.75, about 3.7% of the price, a measure of a typical day's range.
Option volume at the close (2.99K contracts) was 0.1x its average, much quieter than usual. A beta of 1.82 means XP has tended to move about 1.8 times as much as the broad market. None of our preset screens found trades on XP at the close.
XP stats at the close
- Price
- $20.23
- Implied volatility
- 64.0%
- 30-day, at the money
- IV rank
- 51
- IV sits 51% of the way from its one-year low to its one-year high.
- IV percentile
- 81
- IV is higher than 81% of the past year's readings.
- ATR (14-day)
- $0.75
- 3.7% of the price on a typical day
- RSI (14-day)
- 59.6
- Between 30 and 70, neutral
- 52-week range
- -11.9% from high
- +35.4% from the 52-week low
- Moving averages
- +12.5% vs 50-day
- +11.5% vs the 200-day
- Beta
- 1.82
- Sensitivity to the broad market
- Option volume
- 0.1x avg
- 2.99K contracts vs 27.4K average
XP 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 | 93.1% | ±$1.97 (9.7%) | $18.26 to $22.20 | $1.58 |
| Oct 30, 202632 days | 65.3% | ±$3.91 (19.3%) | $16.32 to $24.14 | $3.10 |
| Nov 20, 202653 days | 61.9% | ±$4.77 (23.6%) | $15.46 to $25.00 | $3.78 |
| Jan 15, 2027109 days | 52.2% | ±$5.77 (28.5%) | $14.46 to $26.00 | $4.55 |
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
XP options FAQ
- What is XP's IV rank?
- At the close on Sep 28, 2026, XP's IV rank was 51 with 30-day implied volatility of 64.0%. IV sits 51% of the way from its one-year low to its one-year high. Its IV percentile was 81: IV is higher than 81% of the past year's readings.
- What is the expected move for XP?
- Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $3.91 (19.3%), a range of $16.32 to $24.14. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is XP option volume above average?
- On Sep 28, 2026, XP option volume was 0.1x its average, much quieter than usual.
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