XRT
State Street SPDR S&P Retail ETPre-market84.15+0.06 +0.07%USD
NYSEArca · as of Oct 12, 16:00 ET
Open
83.98
Prev close
84.09
Day range
83.3984.29
52-week range
77.2493.52
Volume
2.42M0.65×
P/E ttm
15.68
EPS ttm
5.37
Div yield
0.91%
From 52w high
−10.02%
XRT market-implied price distribution
XRT Price at Expiry
9 OTM quotes · ATM IV 21.2%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
70%
spot 84.15
Expected price
84.37
forward 84.44
68% range
78–89
−7.7% / +6.3%
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% | 71.63 | −14.9% |
| 16% | 77.65 | −7.7% |
| 25% | 82.29 | −2.2% |
| 50% (median) | 85.52 | +1.6% |
| 75% | 87.73 | +4.3% |
| 84% | 89.43 | +6.3% |
| 95% | 92.99 | +10.5% |
Move Odds
| Up 5% or more (88.36) | 21% |
|---|---|
| Up 10% or more (92.57) | 5.8% |
| Down 5% or more (79.94) | 20% |
| Down 10% or more (75.74) | 13% |
Options price a 10%+ drop at 13%, 3.0× the 4.3% 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.