Expected Move

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
11/17/25 (Mon) 3 671.88 5.05 0.75% 676.93 666.83 12.15%
11/18/25 (Tue) 4 671.88 6.81 1.01% 678.69 665.07 14.19%
11/19/25 (Wed) 5 671.88 8.61 1.28% 680.49 663.27 16.04%
11/20/25 (Thu) 6 671.88 10.26 1.53% 682.14 661.62 17.48%
11/21/25 (Fri) 7 671.88 11.29 1.68% 683.17 660.59 17.74%
11/24/25 (Mon) 10 671.88 12.27 1.83% 684.15 659.61 16.19%
11/25/25 (Tue) 11 671.88 12.98 1.93% 684.86 658.9 16.32%
11/26/25 (Wed) 12 671.88 14.2 2.11% 686.08 657.68 16.92%
11/28/25 (Fri) 14 671.88 14.39 2.14% 686.27 657.49 16.03%
12/05/25 (Fri) 21 671.88 17.83 2.65% 689.71 654.05 16.11%
12/12/25 (Fri) 28 671.88 21.28 3.17% 693.16 650.6 16.64%
12/19/25 (Fri) 35 671.88 23.95 3.57% 695.83 647.93 16.54%
12/26/25 (Fri) 42 671.88 25.27 3.76% 697.15 646.61 16.12%
12/31/25 (Wed) 47 671.88 26.6 3.96% 698.48 645.28 16.11%
01/02/26 (Fri) 49 671.88 27.3 4.06% 699.18 644.58 16.19%
01/16/26 (Fri) 63 671.88 32.19 4.79% 704.07 639.69 16.74%
01/30/26 (Fri) 77 671.88 35.58 5.3% 707.46 636.3 16.74%
02/20/26 (Fri) 98 671.88 41.25 6.14% 713.13 630.63 17.14%
02/27/26 (Fri) 105 671.88 42.59 6.34% 714.47 629.29 17.11%
03/20/26 (Fri) 126 671.88 47.96 7.14% 719.84 623.92 17.56%
03/31/26 (Tue) 137 671.88 49.82 7.41% 721.7 622.06 17.62%
04/30/26 (Thu) 167 671.88 55.54 8.27% 727.42 616.34 17.79%
06/18/26 (Thu) 216 671.88 65.35 9.73% 737.23 606.53 18.31%
06/30/26 (Tue) 228 671.88 66.8 9.94% 738.68 605.08 18.32%
09/18/26 (Fri) 308 671.88 80.18 11.93% 752.06 591.7 18.86%
12/18/26 (Fri) 399 671.88 92.69 13.8% 764.57 579.19 19.2%
01/15/27 (Fri) 427 671.88 95.61 14.23% 767.49 576.27 19.23%
06/17/27 (Thu) 580 671.88 113.67 16.92% 785.55 558.21 19.56%
01/21/28 (Fri) 798 671.88 135.09 20.11% 806.97 536.79 19.99%

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 Chart and Table

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 allows you to see exactly how much volatility the market is pricing in for different time horizons.

Practical Applications

  • Set realistic price targets for your trades based on market-implied probabilities.
  • Determine optimal strike prices for options strategies like iron condors, credit spreads, and straddles.
  • Assess the risk/reward of a trade by comparing your analysis to the market-implied consensus.
  • Identify when market expectations for volatility are unusually high or low compared to historical levels.