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
09/09/26 (Wed) 1 257.13 2.94 1.14% 260.07 254.2 30.26%
09/11/26 (Fri) 3 257.13 5.33 2.07% 262.46 251.81 33.02%
09/14/26 (Mon) 6 257.13 6.42 2.5% 263.56 250.71 27.91%
09/16/26 (Wed) 8 257.13 7.82 3.04% 264.95 249.31 29.63%
09/18/26 (Fri) 10 257.13 8.99 3.5% 266.12 248.15 30.93%
09/21/26 (Mon) 13 257.13 9.9 3.85% 267.04 247.23 29.67%
09/23/26 (Wed) 15 257.13 10.58 4.12% 267.72 246.55 29.56%
09/25/26 (Fri) 17 257.13 11.67 4.54% 268.8 245.47 30.55%
10/02/26 (Fri) 24 257.13 13.77 5.36% 270.9 243.36 30.49%
10/09/26 (Fri) 31 257.13 15.79 6.14% 272.92 241.35 30.82%
10/16/26 (Fri) 38 257.13 17.62 6.85% 274.75 239.52 31.09%
10/23/26 (Fri) 45 257.13 19.32 7.51% 276.45 237.82 31.34%
11/20/26 (Fri) 73 257.13 28.77 11.19% 285.91 228.36 36.82%
12/18/26 (Fri) 101 257.13 32.62 12.69% 289.75 224.52 35.52%
01/15/27 (Fri) 129 257.13 36.04 14.02% 293.18 221.09 34.68%
02/19/27 (Fri) 164 257.13 42.22 16.42% 299.36 214.91 36.07%
03/19/27 (Fri) 192 257.13 45.48 17.69% 302.61 211.66 35.91%
04/16/27 (Fri) 220 257.13 48.05 18.69% 305.18 209.09 35.45%
06/17/27 (Thu) 282 257.13 55.36 21.53% 312.49 201.78 36.12%
07/16/27 (Fri) 311 257.13 57.18 22.24% 314.32 199.95 35.52%
09/17/27 (Fri) 374 257.13 64.07 24.92% 321.2 193.07 36.37%
12/17/27 (Fri) 465 257.13 71.51 27.81% 328.64 185.63 36.45%
01/21/28 (Fri) 500 257.13 74.33 28.91% 331.47 182.8 36.37%
06/16/28 (Fri) 647 257.13 85.77 33.35% 342.9 171.37 37.05%
12/15/28 (Fri) 829 257.13 96.71 37.61% 353.84 160.43 37.04%

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.