Options Analytics
Expected Move
Market-implied ±1σ and ±2σ ranges for TSLA
| Expiration Date | DTE | Price~ | Expected Move | Expected Move% | Upper Bound | Lower Bound | Implied Volatility |
|---|---|---|---|---|---|---|---|
| 03/11/26 (Wed) | 2 | 397.9 | 9.48 | 2.38% | 407.38 | 388.42 | 46.89% |
| 03/13/26 (Fri) | 4 | 397.9 | 13.05 | 3.28% | 410.95 | 384.85 | 45.87% |
| 03/16/26 (Mon) | 7 | 397.9 | 15.13 | 3.8% | 413.03 | 382.77 | 40.31% |
| 03/18/26 (Wed) | 9 | 397.9 | 18.3 | 4.6% | 416.2 | 379.6 | 42.93% |
| 03/20/26 (Fri) | 11 | 397.9 | 20.87 | 5.24% | 418.77 | 377.03 | 44.17% |
| 03/27/26 (Fri) | 18 | 397.9 | 26.12 | 6.56% | 424.02 | 371.78 | 43.16% |
| 04/02/26 (Thu) | 24 | 397.9 | 30.54 | 7.67% | 428.44 | 367.36 | 43.7% |
| 04/10/26 (Fri) | 32 | 397.9 | 35.0 | 8.8% | 432.9 | 362.9 | 43.55% |
| 04/17/26 (Fri) | 39 | 397.9 | 38.72 | 9.73% | 436.62 | 359.18 | 43.54% |
| 04/24/26 (Fri) | 46 | 397.9 | 45.35 | 11.4% | 443.25 | 352.55 | 47.14% |
| 05/15/26 (Fri) | 67 | 397.9 | 54.36 | 13.66% | 452.26 | 343.54 | 46.85% |
| 06/18/26 (Thu) | 101 | 397.9 | 66.13 | 16.62% | 464.03 | 331.77 | 46.51% |
| 07/17/26 (Fri) | 130 | 397.9 | 75.29 | 18.92% | 473.19 | 322.61 | 46.73% |
| 08/21/26 (Fri) | 165 | 397.9 | 87.44 | 21.98% | 485.34 | 310.46 | 48.24% |
| 09/18/26 (Fri) | 193 | 397.9 | 94.58 | 23.77% | 492.48 | 303.32 | 48.3% |
| 11/20/26 (Fri) | 256 | 397.9 | 110.95 | 27.88% | 508.85 | 286.95 | 49.38% |
| 12/18/26 (Fri) | 284 | 397.9 | 116.62 | 29.31% | 514.52 | 281.28 | 49.34% |
| 01/15/27 (Fri) | 312 | 397.9 | 122.19 | 30.71% | 520.09 | 275.71 | 49.38% |
| 03/19/27 (Fri) | 375 | 397.9 | 135.38 | 34.02% | 533.28 | 262.52 | 50.08% |
| 06/17/27 (Thu) | 465 | 397.9 | 151.6 | 38.1% | 549.5 | 246.3 | 50.57% |
| 12/17/27 (Fri) | 648 | 397.9 | 179.71 | 45.16% | 577.61 | 218.19 | 51.29% |
| 01/21/28 (Fri) | 683 | 397.9 | 183.79 | 46.19% | 581.69 | 214.11 | 51.21% |
| 12/15/28 (Fri) | 1012 | 397.9 | 219.62 | 55.19% | 617.52 | 178.28 | 51.05% |
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.