Options Analytics

Expected Move

Market-implied ±1σ and ±2σ ranges for AAPL

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/15/26 (Mon) 2 291.81 3.32 1.14% 295.13 288.49 17.71%
06/17/26 (Wed) 4 291.81 5.32 1.82% 297.13 286.49 22.91%
06/18/26 (Thu) 5 291.81 6.06 2.08% 297.87 285.75 23.59%
06/22/26 (Mon) 9 291.81 6.95 2.38% 298.76 284.86 21.02%
06/24/26 (Wed) 11 291.81 7.93 2.72% 299.74 283.88 21.92%
06/26/26 (Fri) 13 291.81 8.8 3.01% 300.61 283.01 22.49%
07/02/26 (Thu) 19 291.81 10.67 3.66% 302.48 281.14 22.79%
07/10/26 (Fri) 27 291.81 12.37 4.24% 304.18 279.44 22.32%
07/17/26 (Fri) 34 291.81 13.83 4.74% 305.64 277.98 22.52%
07/24/26 (Fri) 41 291.81 15.81 5.42% 307.62 276.0 23.38%
08/21/26 (Fri) 69 291.81 22.33 7.65% 314.14 269.48 25.71%
09/18/26 (Fri) 97 291.81 26.52 9.09% 318.33 265.29 25.72%
10/16/26 (Fri) 125 291.81 30.28 10.38% 322.09 261.53 25.9%
11/20/26 (Fri) 160 291.81 35.53 12.18% 327.34 256.28 26.87%
12/18/26 (Fri) 188 291.81 38.29 13.12% 330.1 253.52 26.79%
01/15/27 (Fri) 216 291.81 40.86 14.0% 332.67 250.95 26.65%
02/19/27 (Fri) 251 291.81 44.52 15.26% 336.33 247.29 27.04%
03/19/27 (Fri) 279 291.81 47.07 16.13% 338.88 244.74 27.07%
06/17/27 (Thu) 369 291.81 55.14 18.9% 346.95 236.67 27.62%
09/17/27 (Fri) 461 291.81 62.3 21.35% 354.12 229.5 27.95%
12/17/27 (Fri) 552 291.81 68.89 23.61% 360.7 222.92 28.3%
01/21/28 (Fri) 587 291.81 71.14 24.38% 362.95 220.67 28.34%
03/17/28 (Fri) 643 291.81 74.63 25.57% 366.44 217.18 28.26%
12/15/28 (Fri) 916 291.81 90.5 31.01% 382.31 201.31 29.09%

Understanding Expected Move

What is the Expected Move?

The expected move is the price range that options traders believe an asset will stay within by a specific expiration date. It is calculated using the prices of at-the-money options (straddles) and represents a one-standard-deviation (±1σ) probability, which is approximately 68%.

How to interpret the outputs

The chart visualizes the potential price range (the “cone”) for the asset over time, with both one-standard-deviation (±1σ) and two-standard-deviation (±2σ, ~95% probability) boundaries. The table below quantifies this, showing the expected move in both points and as a percentage for each upcoming expiration. This lets you see exactly how much volatility the market is pricing in for different time horizons.

Practical applications

  • Set realistic price targets for trades based on market-implied probabilities.
  • Determine optimal strike prices for spreads, condors, or straddles.
  • Compare your thesis with the market’s implied consensus to judge risk/reward.
  • Spot when expectations for volatility are unusually high or low versus history.