XLF Expected Move
XLF $56.02 · Updated Oct 26, 4:00 PM ET
The options market prices XLF to move about $0.66 (1.2%) by Oct 28, 2026, a range of $55.37 to $56.68. For Nov 27, 2026 (32 days out) the expected move is $2.17 (3.9%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 28, 2026 | 2 | $0.66 | $0.92 | $55.37 | $56.68 |
| Oct 30, 2026 | 4 | $0.89 | $1.27 | $55.14 | $56.91 |
| Nov 2, 2026 | 7 | $0.97 | $1.52 | $55.06 | $56.99 |
| Nov 4, 2026 | 9 | $1.21 | $1.83 | $54.82 | $57.23 |
| Nov 6, 2026 | 11 | $1.39 | $1.94 | $54.64 | $57.41 |
| Nov 13, 2026 | 18 | $1.76 | $2.42 | $54.27 | $57.78 |
| Nov 20, 2026 | 25 | $2.01 | $2.67 | $54.02 | $58.03 |
| Nov 27, 2026 | 32 | $2.17 | $2.92 | $53.85 | $58.19 |
| Dec 4, 2026 | 39 | $2.34 | $3.61 | $53.69 | $58.36 |
| Dec 18, 2026 | 53 | $2.89 | $4.08 | $53.14 | $58.91 |
| Dec 31, 2026 | 66 | $3.16 | $4.37 | $52.87 | $59.18 |
| Jan 15, 2027 | 81 | $3.45 | $4.50 | $52.58 | $59.47 |
How this is calculated: Expected Move methodology · Expected move calculator