XP reports Mon 16 Nov. See how it is priced with a free account.
Over its last 12 reports XP’s options priced a 6.3% move on average and the stock moved 4.2% by the close. For Mon 16 Nov a free account shows the implied volatility behind it now, and the priced move and how rich it is against those twelve on the day XP reports. The settled history below is public.
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How XP’s options price it
Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.
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- XP for Mon 16 Novthe implied volatility now; the priced move and its richness the day it reports
- What selling it keptat the open, at 10:00 and at the close, report by report
- Every other tickerwith no limit, and today’s board
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| Report | Report’s partPriced | RealizedC2C | By 10:00 | Priced · realized · ±25% | CrushATM | As-sold | Open | ForecastPred. | Error | SoldP&L |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 17 ’26 | ±5.1% | +0.9% | +2.2% | −30% | −29% | −21% | −21%rec | −8pt | ||
| May 18 ’26 | ±5.6% | −3.9% | −3.0% | −20% | −24% | — | — | — | ||
| Feb 12 ’26 | ±7.9% | +0.5% | −3.8% | −47% | −47% | — | — | — | ||
| Nov 17 ’25 | ±5.6% | +1.9% | +2.5% | −23% | −18% | — | −22%rec | −1pt | ||
| Aug 18 ’25 | ±7.3% | −8.6% | −5.7% | −34% | — | −32% | −44%rec | +10pt | ||
| May 20 ’25 | ±6.2% | +0.5% | +3.9% | −39% | −39% | — | −41%rec | +2pt | ||
| Feb 18 ’25 | ±6.2% | −1.3% | −1.2% | −73% | −73% | −68% | — | — | ||
| Nov 19 ’24 | ±6.5% | −6.1% | −6.8% | −40% | −42% | — | −35%rec | −5pt | ||
| Aug 13 ’24 | ±6.2% | +6.2% | +7.0% | −40% | −26% | −25% | −29%rec | −11pt | ||
| May 21 ’24 | ±5.3% | −16.1% | −10.6% | −10% | — | — | −36%rec | +27pt | ||
| Feb 27 ’24 | ±5.5% | −3.6% | −2.9% | −29% | −8% | — | −41%rec | +12pt | ||
| Nov 13 ’23 | ±7.6% | +0.8% | +1.0% | −37% | −37% | −33% | −37%rec | 0pt | ||
| Aug 14 ’23 | ±7.3% | −2.6% | −1.2% | −27% | −30% | −24% | −32%rec | +4pt | ||
| May 15 ’23 | ±10.0% | +1.3% | +3.6% | −20% | −20% | −14% | −19%rec | −1pt | ||
| All · 14 | ±6.6% avg | 3.9% avg either way | 3.9% avg either way | −32% median | −29.5% median | −25% median | −35% median | 7.4 average |
What the columns mean6 groups · 10 columns
- Report’s part
- The report’s own share of what the options priced the day before, taken from two or more expiries.
- ColumnsPriced
- Realized
- C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.
- ColumnsC2CBy 10:00
- Chart
- The grey band is what the options priced and the marks are what happened, on a ±25% scale.
- ColumnsPriced · realized · ±25%
- Crush
- How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.
- ColumnsATMAs-soldOpen
- Forecast
- Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.
- ColumnsPred.Error
- Sold
- P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.
- ColumnsP&L
- The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of XP’s 14 reports.
- What selling it keptWhat selling XP’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 12 reports.
- After the openWhether XP kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.
We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.
Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.
’26May 18
’26Feb 12
’26Nov 17
’25Aug 18
’25May 20
’25Feb 18
’25Nov 19
’24Aug 13
’24May 21
’24Feb 27
’24Nov 13
’23Aug 14
’23May 15
’23reports
What each marker means13 markers
crush expiry substituted The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.Affects Crush (re-struck)
macro event in the window A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.Affects Implied (event)
held to expiry The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.Affects Short-straddle P&L
skew contamination The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.Affects Accuracy record
no trade at the cover The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.Affects Crush at 10:00
no re-struck cover IV The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.Affects Crush at 10:00
next-morning price from quotes The option at the 10:00 strike did not trade on both sides between 09:55 and 10:05, so the next-morning volatility was read from the midpoint of its quoted bid and ask over the same ten minutes. Used only when both sides were quoted and the quote was less than 50% wide.Affects Crush at 10:00
no prediction No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.Affects Predicted crush · Error
wide decomposition band The decomposed implied move has a wide confidence band on this row. The number is published and kept off the board’s sort, because a sort cannot express an error bar; where its rank is shown, it is marked ≈.Affects Implied (event)
derived numbers unreliable Quotes on this name were too wide — or a 25Δ wing was missing — for the derived numbers on this row to be trusted: implied move, decomposition, crush and skew. Shown, kept off the board’s sort, and marked ≈ where its rank is shown.Affects The derived columns
wide straddle quote The T−1 straddle’s bid-ask spread was wide relative to its own price, so every number read off that quote inherits the width. Published on purpose — the friction is real — but kept off the board’s sort, and marked ≈ where its rank is shown.Affects Implied (naive) · Short-straddle P&L
noisy IV rank This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.Affects IV rank
thin trade at the cover Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.Affects Crush at 10:00
How to read this page
- History table
- Its columns are explained right under it: What the columns mean ↑
- Coverage
- XP’s 14 reports.
- Priced move
- Read at 15:46 ET.
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