XLP
State Street Consumer Staples SClosed84.41+0.98 +1.17%USD
NYSEArca · as of Oct 12, 16:00 ETAfter hours 84.40 −0.01%
Open
83.58
Prev close
83.43
Day range
83.3984.41
52-week range
75.1690.14
Volume
7.27M0.71×
P/E ttm
25.05
EPS ttm
3.37
Div yield
2.73%
From 52w high
−6.36%
XLP market-implied price distribution
XLP Price at Expiry
23 OTM quotes · ATM IV 17.7%
Days to expiry
32
Fri, Nov 13, 2026
P(finish above spot)
40%
spot 84.41
Expected price
83.65
forward 83.82
68% range
80–88
−5.3% / +4.3%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 75.07 | −11.1% |
| 16% | 79.96 | −5.3% |
| 25% | 81.25 | −3.7% |
| 50% (median) | 83.51 | −1.1% |
| 75% | 86.11 | +2.0% |
| 84% | 88.07 | +4.3% |
| 95% | 91.51 | +8.4% |
Move Odds
| Up 5% or more (88.63) | 14% |
|---|---|
| Up 10% or more (92.85) | 2.9% |
| Down 5% or more (80.19) | 17% |
| Down 10% or more (75.97) | 6.8% |
Options price a 10%+ drop at 6.8%, 2.2× the 3.1% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.