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
04/24/26 (Fri) 1 651.12 5.24 0.8% 656.36 645.88 1.0%
04/27/26 (Mon) 4 651.12 8.27 1.27% 659.39 642.85 17.81%
04/28/26 (Tue) 5 651.12 9.73 1.49% 660.85 641.39 18.73%
04/29/26 (Wed) 6 651.12 11.96 1.84% 663.08 639.16 21.05%
04/30/26 (Thu) 7 651.12 13.77 2.12% 664.89 637.35 22.44%
05/01/26 (Fri) 8 651.12 14.99 2.3% 666.11 636.13 22.8%
05/04/26 (Mon) 11 651.12 16.37 2.51% 667.49 634.75 21.3%
05/05/26 (Tue) 12 651.12 17.34 2.66% 668.46 633.78 21.6%
05/06/26 (Wed) 13 651.12 18.11 2.78% 669.23 633.01 21.68%
05/08/26 (Fri) 15 651.12 19.68 3.02% 670.8 631.44 21.88%
05/15/26 (Fri) 22 651.12 23.39 3.59% 674.51 627.73 21.48%
05/22/26 (Fri) 29 651.12 26.76 4.11% 677.88 624.36 21.38%
05/29/26 (Fri) 36 651.12 29.05 4.46% 680.17 622.07 20.84%
06/18/26 (Thu) 56 651.12 37.0 5.68% 688.12 614.12 21.22%
06/30/26 (Tue) 68 651.12 40.11 6.16% 691.23 611.01 21.0%
07/17/26 (Fri) 85 651.12 45.78 7.03% 696.9 605.34 21.38%
08/21/26 (Fri) 120 651.12 55.98 8.6% 707.1 595.14 21.94%
09/18/26 (Fri) 148 651.12 63.17 9.7% 714.29 587.95 22.27%
09/30/26 (Wed) 160 651.12 65.64 10.08% 716.76 585.48 22.37%
10/16/26 (Fri) 176 651.12 69.67 10.7% 720.79 581.45 22.59%
12/18/26 (Fri) 239 651.12 83.53 12.83% 734.65 567.59 23.18%
12/31/26 (Thu) 252 651.12 85.56 13.14% 736.68 565.56 23.2%
01/15/27 (Fri) 267 651.12 88.46 13.59% 739.58 562.66 23.29%
03/19/27 (Fri) 330 651.12 99.11 15.22% 750.23 552.01 23.43%
06/17/27 (Thu) 420 651.12 113.4 17.42% 764.52 537.72 23.76%
12/17/27 (Fri) 603 651.12 137.51 21.12% 788.63 513.61 24.1%
06/16/28 (Fri) 785 651.12 157.18 24.14% 808.3 493.94 24.19%
12/15/28 (Fri) 967 651.12 176.21 27.06% 827.33 474.91 24.47%

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.