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
05/15/26 (Fri) 0 298.23 3.29 1.1% 301.52 294.94 1.0%
05/18/26 (Mon) 3 298.23 4.48 1.5% 302.71 293.75 20.98%
05/20/26 (Wed) 5 298.23 6.05 2.03% 304.28 292.18 23.2%
05/22/26 (Fri) 7 298.23 7.44 2.49% 305.67 290.79 24.63%
05/26/26 (Tue) 11 298.23 8.39 2.81% 306.62 289.84 22.59%
05/27/26 (Wed) 12 298.23 9.01 3.02% 307.24 289.22 23.34%
05/29/26 (Fri) 14 298.23 9.75 3.27% 307.98 288.48 23.64%
06/05/26 (Fri) 21 298.23 11.69 3.92% 309.92 286.54 23.3%
06/12/26 (Fri) 28 298.23 13.73 4.6% 311.96 284.5 23.87%
06/18/26 (Thu) 34 298.23 14.94 5.01% 313.17 283.29 23.66%
06/26/26 (Fri) 42 298.23 16.43 5.51% 314.66 281.8 23.48%
07/17/26 (Fri) 63 298.23 20.14 6.75% 318.38 278.09 23.62%
08/21/26 (Fri) 98 298.23 27.01 9.06% 325.24 271.22 25.52%
09/18/26 (Fri) 126 298.23 30.81 10.33% 329.04 267.42 25.66%
10/16/26 (Fri) 154 298.23 34.32 11.51% 332.55 263.91 25.86%
11/20/26 (Fri) 189 298.23 39.04 13.09% 337.27 259.19 26.66%
12/18/26 (Fri) 217 298.23 41.59 13.94% 339.82 256.64 26.46%
01/15/27 (Fri) 245 298.23 44.05 14.77% 342.28 254.18 26.38%
03/19/27 (Fri) 308 298.23 50.17 16.82% 348.4 248.06 26.83%
06/17/27 (Thu) 398 298.23 57.65 19.33% 355.88 240.58 27.15%
09/17/27 (Fri) 490 298.23 64.58 21.65% 362.81 233.65 27.45%
12/17/27 (Fri) 581 298.23 71.06 23.83% 369.29 227.17 27.79%
01/21/28 (Fri) 616 298.23 73.25 24.56% 371.48 224.98 27.82%
03/17/28 (Fri) 672 298.23 77.58 26.01% 375.81 220.65 28.3%
12/15/28 (Fri) 945 298.23 92.1 30.88% 390.33 206.13 28.49%

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.