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Consumer Staples Select Sector SPDR — Does XLP historically overprice the post-earnings move?
We need 8+ earnings events for a reliable IV crush signal. XLP has 4 recorded so far.
For reference, most S&P 500 stocks experience 30–60% IV crush after earnings. Once we have enough XLP data, you'll see exact historical patterns, implied vs actual moves, and a seller edge score.
IV crush is the sharp drop in implied volatility after earnings. Premium sellers can profit when the market consistently overprices the expected move. With enough data, this page shows whether XLP earnings are historically overpriced or underpriced.
| Quarter | IV Before | IV After | Crush | Implied | Actual |
|---|---|---|---|---|---|
| Q2 2025 | 32.5% | 18.6% | -43% | ±1.6% | +4.0% |
| Q3 2024 | 18.3% | 14.6% | -20% | ±0.9% | +1.5% |
| Q4 2023 | 14.9% | 10.0% | -33% | ±0.7% | +0.3% |
| Q2 2023 | 12.4% | 10.5% | -15% | ±0.6% | +1.0% |
Limited sample (4 events) — not enough for a reliable signal. Need 8+ for statistical significance.