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
07/17/26 (Fri) 1 212.46 4.6 2.17% 217.06 207.86 42.49%
07/20/26 (Mon) 4 212.46 5.95 2.8% 218.41 206.51 35.27%
07/22/26 (Wed) 6 212.46 7.63 3.59% 220.09 204.83 37.96%
07/24/26 (Fri) 8 212.46 9.05 4.26% 221.51 203.41 39.86%
07/27/26 (Mon) 11 212.46 10.01 4.71% 222.47 202.45 38.26%
07/29/26 (Wed) 13 212.46 11.05 5.2% 223.51 201.41 39.12%
07/31/26 (Fri) 15 212.46 12.24 5.76% 224.7 200.22 40.52%
08/07/26 (Fri) 22 212.46 14.6 6.87% 227.06 197.86 40.41%
08/14/26 (Fri) 29 212.46 16.51 7.77% 228.97 195.95 40.01%
08/21/26 (Fri) 36 212.46 18.27 8.6% 230.74 194.19 40.03%
08/28/26 (Fri) 43 212.46 22.31 10.5% 234.77 190.15 44.84%
09/18/26 (Fri) 64 212.46 26.16 12.31% 238.62 186.3 43.3%
10/16/26 (Fri) 92 212.46 30.88 14.53% 243.34 181.58 42.73%
11/20/26 (Fri) 127 212.46 37.27 17.54% 249.73 175.19 44.02%
12/18/26 (Fri) 155 212.46 40.55 19.08% 253.0 171.92 43.38%
01/15/27 (Fri) 183 212.46 43.75 20.59% 256.21 168.71 43.2%
02/19/27 (Fri) 218 212.46 47.28 22.25% 259.74 165.18 42.86%
03/19/27 (Fri) 246 212.46 50.7 23.86% 263.16 161.76 43.44%
06/17/27 (Thu) 336 212.46 59.05 27.8% 271.51 153.41 43.49%
09/17/27 (Fri) 428 212.46 66.32 31.22% 278.78 146.14 43.51%
12/17/27 (Fri) 519 212.46 72.97 34.35% 285.43 139.49 43.71%
01/21/28 (Fri) 554 212.46 75.31 35.45% 287.77 137.15 43.67%
06/16/28 (Fri) 701 212.46 84.28 39.67% 296.74 128.18 43.86%
12/15/28 (Fri) 883 212.46 94.03 44.26% 306.49 118.43 44.07%

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.