Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/08/26 (Mon) 0 368.53 6.71 1.82% 375.24 361.81 1.0%
06/10/26 (Wed) 2 368.53 11.07 3.0% 379.6 357.46 37.84%
06/12/26 (Fri) 4 368.53 12.73 3.45% 381.26 355.8 36.57%
06/15/26 (Mon) 7 368.53 13.69 3.71% 382.21 354.84 32.98%
06/17/26 (Wed) 9 368.53 15.43 4.19% 383.96 353.1 33.95%
06/18/26 (Thu) 10 368.53 16.06 4.36% 384.59 352.46 33.79%
06/26/26 (Fri) 18 368.53 19.57 5.31% 388.1 348.96 32.44%
07/02/26 (Thu) 24 368.53 22.08 5.99% 390.61 346.45 32.26%
07/10/26 (Fri) 32 368.53 24.65 6.69% 393.18 343.88 31.66%
07/17/26 (Fri) 39 368.53 27.52 7.47% 396.05 341.01 32.05%
07/24/26 (Fri) 46 368.53 30.88 8.38% 399.41 337.65 33.51%
08/21/26 (Fri) 74 368.53 42.05 11.41% 410.58 326.48 36.48%
09/18/26 (Fri) 102 368.53 48.79 13.24% 417.32 319.74 36.11%
10/16/26 (Fri) 130 368.53 54.1 14.68% 422.63 314.43 35.75%
11/20/26 (Fri) 165 368.53 63.11 17.13% 431.64 305.42 37.15%
12/18/26 (Fri) 193 368.53 66.53 18.05% 435.06 302.0 36.29%
01/15/27 (Fri) 221 368.53 70.72 19.19% 439.25 297.81 36.07%
03/19/27 (Fri) 284 368.53 80.79 21.92% 449.32 287.74 36.49%
06/17/27 (Thu) 374 368.53 94.12 25.54% 462.65 274.41 37.18%
09/17/27 (Fri) 466 368.53 105.4 28.6% 473.93 263.13 37.45%
12/17/27 (Fri) 557 368.53 115.96 31.47% 484.49 252.57 37.8%
01/21/28 (Fri) 592 368.53 119.19 32.34% 487.72 249.34 37.71%
06/16/28 (Fri) 739 368.53 133.62 36.26% 502.15 234.91 38.07%
12/15/28 (Fri) 921 368.53 149.73 40.63% 518.26 218.8 38.47%

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.