Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
09/09/26 (Wed) 1 508.41 11.18 2.2% 519.59 497.23 57.18%
09/11/26 (Fri) 3 508.41 19.08 3.75% 527.49 489.33 59.33%
09/14/26 (Mon) 6 508.41 22.14 4.36% 530.55 486.27 49.44%
09/16/26 (Wed) 8 508.41 27.54 5.42% 535.95 480.87 53.37%
09/18/26 (Fri) 10 508.41 32.0 6.29% 540.41 476.41 55.51%
09/21/26 (Mon) 13 508.41 33.96 6.68% 542.37 474.45 51.76%
09/23/26 (Wed) 15 508.41 37.89 7.45% 546.3 470.52 53.79%
09/25/26 (Fri) 17 508.41 40.74 8.01% 549.15 467.67 54.34%
10/02/26 (Fri) 24 508.41 48.05 9.45% 556.46 460.36 54.04%
10/09/26 (Fri) 31 508.41 54.38 10.7% 562.79 454.03 53.86%
10/16/26 (Fri) 38 508.41 60.01 11.8% 568.42 448.4 53.52%
10/23/26 (Fri) 45 508.41 66.62 13.1% 575.03 441.79 54.79%
11/20/26 (Fri) 73 508.41 89.91 17.68% 598.32 418.5 58.24%
12/18/26 (Fri) 101 508.41 103.89 20.43% 612.3 404.52 57.28%
01/15/27 (Fri) 129 508.41 115.3 22.68% 623.71 393.11 56.34%
02/19/27 (Fri) 164 508.41 132.66 26.09% 641.07 375.75 57.65%
03/19/27 (Fri) 192 508.41 142.33 28.0% 650.74 366.08 57.29%
04/16/27 (Fri) 220 508.41 151.07 29.71% 659.48 357.34 57.05%
06/17/27 (Thu) 282 508.41 172.21 33.87% 680.62 336.2 57.49%
09/17/27 (Fri) 374 508.41 198.28 39.0% 706.69 310.13 57.86%
12/17/27 (Fri) 465 508.41 220.53 43.38% 728.94 287.88 58.06%
01/21/28 (Fri) 500 508.41 228.27 44.9% 736.68 280.14 58.09%
06/16/28 (Fri) 647 508.41 258.95 50.93% 767.36 249.46 58.56%
12/15/28 (Fri) 829 508.41 290.1 57.06% 798.51 218.31 58.73%

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.