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XYZ options: IV rank, expected move and trade screens

Block, Inc. · Technology

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

XYZ last closed at $84.58 with 30-day implied volatility of 37.2%. That is near the bottom of its one-year range (IV rank 7), so options on XYZ are cheap compared with its own recent history. Measured by IV percentile, IV is higher than 4% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $8.71, or 10.3%.

The price is above both its 50-day (+8.1%) and 200-day (+17.3%) moving averages. It is 4.5% below its 52-week high and 72.3% above its 52-week low. The 14-day RSI of 57.4 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.33, about 3.9% of the price, a measure of a typical day's range.

Option volume at the close (16.4K contracts) was 0.8x its average, close to normal. A beta of 1.73 means XYZ has tended to move about 1.7 times as much as the broad market. 4 of our preset screens found trades on XYZ at the close, led by Bull Call Spreads on High-Beta Names with 66 trades.

XYZ stats at the close

Price
$84.58
Market cap $50.7B
Implied volatility
37.2%
30-day, at the money
IV rank
7
IV sits 7% of the way from its one-year low to its one-year high.
IV percentile
4
IV is higher than 4% of the past year's readings.
ATR (14-day)
$3.33
3.9% of the price on a typical day
RSI (14-day)
57.4
Between 30 and 70, neutral
52-week range
-4.5% from high
+72.3% from the 52-week low
Moving averages
+8.1% vs 50-day
+17.3% vs the 200-day
Beta
1.73
Sensitivity to the broad market
Option volume
0.8x avg
16.4K contracts vs 19.6K average

XYZ 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 days38.1%±$4.46 (5.3%)$80.12 to $89.04$3.58
Dec 11, 202628 days37.2%±$8.71 (10.3%)$75.87 to $93.29$6.95
Jan 15, 202763 days36.3%±$12.75 (15.1%)$71.83 to $97.33$10.15
Feb 19, 202798 days37.3%±$16.37 (19.3%)$68.21 to $100.95$13.00

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 XYZ 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.

XYZ options FAQ

What is XYZ's IV rank?
At the last close, XYZ's IV rank was 7 with 30-day implied volatility of 37.2%. IV sits 7% of the way from its one-year low to its one-year high. Its IV percentile was 4: IV is higher than 4% of the past year's readings.
What is the expected move for XYZ?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $8.71 (10.3%), a range of $75.87 to $93.29. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on XYZ?
At the last close, these OptionClaws preset screens had passing trades on XYZ: Bull Call Spreads on High-Beta Names (66), Long Call Butterflies for Pinning (29), Married Put Protection (5), Iron Condor, 2-ATR Profit Zone (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is XYZ option volume above average?
At the last close, XYZ option volume was 0.8x its average, close to normal.

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.