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
03/11/26 (Wed) 2 409.0 6.74 1.65% 415.74 402.26 32.53%
03/13/26 (Fri) 4 409.0 9.58 2.34% 418.58 399.42 32.69%
03/16/26 (Mon) 7 409.0 10.84 2.65% 419.84 398.16 28.04%
03/18/26 (Wed) 9 409.0 12.96 3.17% 421.96 396.04 29.64%
03/20/26 (Fri) 11 409.0 14.71 3.6% 423.7 394.3 30.36%
03/27/26 (Fri) 18 409.0 18.51 4.53% 427.51 390.49 29.89%
04/02/26 (Thu) 24 409.0 20.97 5.13% 429.97 388.03 29.34%
04/10/26 (Fri) 32 409.0 23.78 5.81% 432.78 385.22 28.77%
04/17/26 (Fri) 39 409.0 26.5 6.48% 435.5 382.5 29.09%
04/24/26 (Fri) 46 409.0 29.5 7.21% 438.5 379.5 29.9%
05/15/26 (Fri) 67 409.0 40.55 9.91% 449.55 368.45 33.95%
06/18/26 (Thu) 101 409.0 48.02 11.74% 457.02 360.98 32.84%
07/17/26 (Fri) 130 409.0 53.38 13.05% 462.38 355.62 32.16%
08/21/26 (Fri) 165 409.0 61.84 15.12% 470.84 347.16 33.15%
09/18/26 (Fri) 193 409.0 65.85 16.1% 474.85 343.15 32.72%
10/16/26 (Fri) 221 409.0 69.93 17.1% 478.93 339.07 32.44%
11/20/26 (Fri) 256 409.0 76.05 18.6% 485.05 332.95 32.86%
12/18/26 (Fri) 284 409.0 79.28 19.38% 488.28 329.72 32.57%
01/15/27 (Fri) 312 409.0 82.62 20.2% 491.62 326.38 32.34%
03/19/27 (Fri) 375 409.0 90.4 22.1% 499.4 318.6 32.42%
06/17/27 (Thu) 465 409.0 100.22 24.5% 509.22 308.78 32.4%
12/17/27 (Fri) 648 409.0 117.72 28.78% 526.73 291.27 32.51%
01/21/28 (Fri) 683 409.0 120.96 29.57% 529.96 288.04 32.46%
06/16/28 (Fri) 830 409.0 133.3 32.59% 542.3 275.7 32.76%

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.