Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
04/17/26 (Fri) 1 198.35 2.39 1.21% 200.74 195.96 1.0%
04/20/26 (Mon) 4 198.35 3.75 1.89% 202.1 194.6 26.32%
04/22/26 (Wed) 6 198.35 5.2 2.62% 203.55 193.15 29.91%
04/24/26 (Fri) 8 198.35 6.4 3.22% 204.75 191.95 31.91%
04/27/26 (Mon) 11 198.35 7.08 3.57% 205.43 191.27 29.89%
04/29/26 (Wed) 13 198.35 8.12 4.09% 206.47 190.23 31.54%
05/01/26 (Fri) 15 198.35 9.18 4.63% 207.53 189.17 33.53%
05/08/26 (Fri) 22 198.35 11.09 5.59% 209.44 187.26 33.31%
05/15/26 (Fri) 29 198.35 12.79 6.45% 211.14 185.56 33.51%
05/22/26 (Fri) 36 198.35 17.0 8.57% 215.35 181.35 40.02%
05/29/26 (Fri) 43 198.35 18.11 9.13% 216.45 180.25 39.03%
06/18/26 (Thu) 63 198.35 21.72 10.95% 220.07 176.63 38.59%
07/17/26 (Fri) 92 198.35 25.86 13.04% 224.21 172.49 38.16%
08/21/26 (Fri) 127 198.35 31.07 15.66% 229.42 167.28 39.03%
09/18/26 (Fri) 155 198.35 35.32 17.81% 233.67 163.03 40.23%
10/16/26 (Fri) 183 198.35 38.55 19.43% 236.9 159.8 40.45%
11/20/26 (Fri) 218 198.35 43.18 21.77% 241.53 155.17 41.61%
12/18/26 (Fri) 246 198.35 45.75 23.07% 244.1 152.6 41.55%
01/15/27 (Fri) 274 198.35 48.32 24.36% 246.67 150.03 41.52%
03/19/27 (Fri) 337 198.35 54.44 27.45% 252.79 143.91 42.35%
06/17/27 (Thu) 427 198.35 61.99 31.25% 260.34 136.36 42.96%
09/17/27 (Fri) 519 198.35 68.81 34.69% 267.16 129.54 43.44%
12/17/27 (Fri) 610 198.35 75.1 37.86% 273.45 123.25 43.91%
01/21/28 (Fri) 645 198.35 77.14 38.89% 275.49 121.21 43.91%
12/15/28 (Fri) 974 198.35 94.71 47.75% 293.06 103.64 44.55%

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.