Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/08/26 (Mon) 0 416.67 6.35 1.52% 423.02 410.32 1.0%
06/10/26 (Wed) 2 416.67 10.56 2.53% 427.23 406.11 31.76%
06/12/26 (Fri) 4 416.67 12.73 3.05% 429.4 403.94 32.31%
06/15/26 (Mon) 7 416.67 13.88 3.33% 430.55 402.79 29.55%
06/17/26 (Wed) 9 416.67 16.55 3.97% 433.22 400.12 32.18%
06/18/26 (Thu) 10 416.67 16.81 4.03% 433.48 399.86 31.3%
06/26/26 (Fri) 18 416.67 20.66 4.96% 437.33 396.01 30.29%
07/02/26 (Thu) 24 416.67 22.82 5.48% 439.49 393.85 29.48%
07/10/26 (Fri) 32 416.67 26.44 6.34% 443.11 390.24 30.04%
07/17/26 (Fri) 39 416.67 29.03 6.97% 445.7 387.64 30.1%
07/24/26 (Fri) 46 416.67 31.92 7.66% 448.59 384.75 30.67%
08/21/26 (Fri) 74 416.67 44.69 10.73% 461.36 371.98 34.34%
09/18/26 (Fri) 102 416.67 50.94 12.22% 467.61 365.73 33.49%
10/16/26 (Fri) 130 416.67 56.59 13.58% 473.26 360.08 33.15%
11/20/26 (Fri) 165 416.67 65.58 15.74% 482.25 351.09 34.28%
12/18/26 (Fri) 193 416.67 69.51 16.68% 486.18 347.16 33.72%
01/15/27 (Fri) 221 416.67 73.61 17.67% 490.28 343.06 33.33%
03/19/27 (Fri) 284 416.67 82.88 19.89% 499.55 333.8 33.24%
06/17/27 (Thu) 374 416.67 95.22 22.85% 511.89 321.45 33.38%
09/17/27 (Fri) 466 416.67 105.76 25.38% 522.43 310.91 33.45%
12/17/27 (Fri) 557 416.67 116.41 27.94% 533.08 300.26 33.71%
01/21/28 (Fri) 592 416.67 120.06 28.81% 536.73 296.61 33.71%
06/16/28 (Fri) 739 416.67 133.32 32.0% 549.99 283.35 33.82%
12/15/28 (Fri) 921 416.67 147.79 35.47% 564.46 268.88 34.01%

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.