Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
07/15/26 (Wed) 1 315.54 2.98 0.95% 318.52 312.55 25.62%
07/17/26 (Fri) 3 315.54 5.38 1.71% 320.92 310.15 27.32%
07/20/26 (Mon) 6 315.54 6.33 2.01% 321.87 309.2 22.88%
07/22/26 (Wed) 8 315.54 7.76 2.46% 323.29 307.78 24.31%
07/24/26 (Fri) 10 315.54 8.88 2.82% 324.42 306.65 24.86%
07/27/26 (Mon) 13 315.54 9.52 3.02% 325.06 306.02 23.43%
07/29/26 (Wed) 15 315.54 10.01 3.17% 325.54 305.53 22.92%
07/31/26 (Fri) 17 315.54 14.19 4.5% 329.73 301.34 30.56%
08/07/26 (Fri) 24 315.54 15.77 5.0% 331.3 299.77 28.57%
08/14/26 (Fri) 31 315.54 17.28 5.48% 332.81 298.26 27.61%
08/21/26 (Fri) 38 315.54 18.66 5.91% 334.19 296.88 26.92%
08/28/26 (Fri) 45 315.54 20.21 6.4% 335.74 295.33 26.77%
09/18/26 (Fri) 66 315.54 24.46 7.75% 339.99 291.08 26.73%
10/16/26 (Fri) 94 315.54 28.9 9.16% 344.44 286.64 26.44%
11/20/26 (Fri) 129 315.54 34.87 11.05% 350.41 280.66 27.32%
12/18/26 (Fri) 157 315.54 38.29 12.14% 353.83 277.24 27.13%
01/15/27 (Fri) 185 315.54 41.2 13.06% 356.74 274.33 26.88%
02/19/27 (Fri) 220 315.54 45.48 14.41% 361.01 270.06 27.16%
03/19/27 (Fri) 248 315.54 48.26 15.29% 363.79 267.28 27.13%
06/17/27 (Thu) 338 315.54 57.38 18.18% 372.91 258.16 27.64%
09/17/27 (Fri) 430 315.54 65.51 20.76% 381.05 250.02 28.1%
12/17/27 (Fri) 521 315.54 72.7 23.04% 388.23 242.84 28.34%
01/21/28 (Fri) 556 315.54 75.03 23.78% 390.57 240.5 28.23%
03/17/28 (Fri) 612 315.54 79.01 25.04% 394.54 236.53 28.38%
12/15/28 (Fri) 885 315.54 96.98 30.74% 412.52 218.55 29.13%

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.