Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
03/10/26 (Tue) 1 606.92 5.89 0.97% 612.81 601.03 1.0%
03/11/26 (Wed) 2 606.92 8.74 1.44% 615.66 598.18 28.51%
03/12/26 (Thu) 3 606.92 10.77 1.77% 617.69 596.15 28.69%
03/13/26 (Fri) 4 606.92 12.48 2.06% 619.4 594.44 28.88%
03/16/26 (Mon) 7 606.92 14.32 2.36% 621.24 592.6 25.11%
03/17/26 (Tue) 8 606.92 15.28 2.52% 622.2 591.64 24.95%
03/18/26 (Wed) 9 606.92 17.2 2.83% 624.12 589.72 26.29%
03/19/26 (Thu) 10 606.92 18.6 3.06% 625.52 588.32 27.39%
03/20/26 (Fri) 11 606.92 19.21 3.17% 626.13 587.71 27.08%
03/27/26 (Fri) 18 606.92 23.18 3.82% 630.1 583.74 24.89%
03/31/26 (Tue) 22 606.92 24.29 4.0% 631.21 582.63 23.68%
04/02/26 (Thu) 24 606.92 25.6 4.22% 632.52 581.32 24.14%
04/10/26 (Fri) 32 606.92 28.87 4.76% 635.79 578.05 23.59%
04/17/26 (Fri) 39 606.92 31.69 5.22% 638.61 575.23 23.39%
04/24/26 (Fri) 46 606.92 34.06 5.61% 640.98 572.86 23.28%
04/30/26 (Thu) 52 606.92 36.91 6.08% 643.83 570.01 23.6%
05/15/26 (Fri) 67 606.92 41.73 6.88% 648.65 565.19 23.69%
06/18/26 (Thu) 101 606.92 51.77 8.53% 658.69 555.15 23.75%
06/30/26 (Tue) 113 606.92 54.03 8.9% 660.95 552.89 23.54%
08/21/26 (Fri) 165 606.92 66.72 10.99% 673.64 540.2 23.97%
09/18/26 (Fri) 193 606.92 72.54 11.95% 679.46 534.38 24.08%
09/30/26 (Wed) 205 606.92 74.58 12.29% 681.5 532.34 24.12%
01/15/27 (Fri) 312 606.92 93.27 15.37% 700.19 513.65 24.45%
03/19/27 (Fri) 375 606.92 101.15 16.67% 708.07 505.77 24.14%
06/17/27 (Thu) 465 606.92 113.05 18.63% 719.97 493.87 24.25%

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.