Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/08/26 (Mon) 0 246.03 4.5 1.83% 250.53 241.53 1.0%
06/10/26 (Wed) 2 246.03 6.91 2.81% 252.94 239.12 34.97%
06/12/26 (Fri) 4 246.03 8.18 3.33% 254.21 237.85 36.3%
06/17/26 (Wed) 9 246.03 10.43 4.24% 256.46 235.6 34.33%
06/18/26 (Thu) 10 246.03 11.11 4.52% 257.14 234.92 35.06%
06/26/26 (Fri) 18 246.03 13.73 5.58% 259.76 232.3 34.07%
07/02/26 (Thu) 24 246.03 15.34 6.24% 261.37 230.69 33.63%
07/10/26 (Fri) 32 246.03 17.15 6.97% 263.18 228.88 33.02%
07/17/26 (Fri) 39 246.03 18.79 7.64% 264.81 227.25 32.98%
07/24/26 (Fri) 46 246.03 20.31 8.26% 266.35 225.72 33.22%
08/21/26 (Fri) 74 246.03 28.69 11.66% 274.72 217.34 37.3%
09/18/26 (Fri) 102 246.03 32.66 13.28% 278.69 213.37 36.39%
10/16/26 (Fri) 130 246.03 36.25 14.73% 282.28 209.78 35.93%
11/20/26 (Fri) 165 246.03 42.29 17.19% 288.32 203.74 37.32%
12/18/26 (Fri) 193 246.03 45.09 18.33% 291.12 200.94 36.86%
01/15/27 (Fri) 221 246.03 47.49 19.3% 293.52 198.54 36.17%
03/19/27 (Fri) 284 246.03 54.29 22.07% 300.32 191.74 36.73%
06/17/27 (Thu) 374 246.03 62.98 25.6% 309.01 183.05 37.26%
07/16/27 (Fri) 403 246.03 65.24 26.52% 311.27 180.79 37.08%
12/17/27 (Fri) 557 246.03 77.82 31.63% 323.85 168.21 37.95%
01/21/28 (Fri) 592 246.03 80.11 32.56% 326.14 165.92 37.7%
06/16/28 (Fri) 739 246.03 90.5 36.79% 336.53 155.53 38.29%
12/15/28 (Fri) 921 246.03 101.13 41.1% 347.16 144.9 38.52%

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.