XSP Expected Move
XSP $767.68 · Updated Oct 26, 4:00 PM ET
The options market prices XSP to move about $3.79 (0.5%) by Oct 27, 2026, a range of $763.90 to $771.46. For Nov 25, 2026 (30 days out) the expected move is $24.99 (3.3%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 27, 2026 | 1 | $3.79 | $4.06 | $763.90 | $771.46 |
| Oct 28, 2026 | 2 | $6.60 | $7.70 | $761.08 | $774.28 |
| Oct 29, 2026 | 3 | $8.87 | $10.64 | $758.81 | $776.55 |
| Oct 30, 2026 | 4 | $10.49 | $12.76 | $757.19 | $778.17 |
| Nov 2, 2026 | 7 | $11.70 | $14.32 | $755.98 | $779.38 |
| Nov 3, 2026 | 8 | $12.72 | $15.65 | $754.96 | $780.40 |
| Nov 4, 2026 | 9 | $14.24 | $17.53 | $753.44 | $781.92 |
| Nov 5, 2026 | 10 | $15.00 | $18.51 | $752.69 | $782.68 |
| Nov 6, 2026 | 11 | $16.06 | $19.84 | $751.62 | $783.74 |
| Nov 9, 2026 | 14 | $16.97 | $21.02 | $750.71 | $784.65 |
| Nov 10, 2026 | 15 | $17.96 | $22.27 | $749.71 | $785.65 |
| Nov 11, 2026 | 16 | $18.64 | $23.10 | $749.04 | $786.32 |
How this is calculated: Expected Move methodology · Expected move calculator