XP options: IV rank, expected move and trade screens
XP Inc. · Financials
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XP last closed at $15.49 with 30-day implied volatility of 52.7%. That is in the lower half of its one-year range (IV rank 28), so premiums are on the modest side for XP. Measured by IV percentile, IV is higher than 49% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $2.26, or 14.6%.
The price is below both its 50-day (-28.8%) and 200-day (-18.5%) moving averages. It is 52.5% below its 52-week high and 10.3% above its 52-week low. The 14-day RSI of 36.2 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.35, about 8.7% of the price, a measure of a typical day's range.
Option volume at the close (3.35K contracts) was 0.1x its average, much quieter than usual. A beta of 1.68 means XP has tended to move about 1.7 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
- $15.49
- Market cap $8.39B
- Implied volatility
- 52.7%
- 30-day, at the money
- IV rank
- 28
- IV sits 28% of the way from its one-year low to its one-year high.
- IV percentile
- 49
- IV is higher than 49% of the past year's readings.
- ATR (14-day)
- $1.35
- 8.7% of the price on a typical day
- RSI (14-day)
- 36.2
- Between 30 and 70, neutral
- 52-week range
- -52.5% from high
- +10.3% from the 52-week low
- Moving averages
- -28.8% vs 50-day
- -18.5% vs the 200-day
- Beta
- 1.68
- Sensitivity to the broad market
- Option volume
- 0.1x avg
- 3.35K contracts vs 45.4K 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 |
|---|---|---|---|---|
| Nov 20, 20267 days | 73.1% | ±$1.57 (10.1%) | $13.92 to $17.06 | $1.25 |
| Dec 11, 202628 days | 52.7% | ±$2.26 (14.6%) | $13.23 to $17.75 | $1.80 |
| Jan 15, 202763 days | 49.8% | ±$3.21 (20.7%) | $12.28 to $18.70 | $2.55 |
| Feb 19, 202798 days | 51.3% | ±$4.12 (26.6%) | $11.37 to $19.61 | $3.25 |
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 last close, XP's IV rank was 28 with 30-day implied volatility of 52.7%. IV sits 28% of the way from its one-year low to its one-year high. Its IV percentile was 49: IV is higher than 49% of the past year's readings.
- What is the expected move for XP?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $2.26 (14.6%), a range of $13.23 to $17.75. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is XP option volume above average?
- At the last close, XP option volume was 0.1x 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.