Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
05/15/26 (Fri) 0 267.22 3.3 1.23% 270.52 263.92 1.0%
05/18/26 (Mon) 3 267.22 4.55 1.7% 271.77 262.67 23.89%
05/20/26 (Wed) 5 267.22 6.61 2.47% 273.83 260.61 28.34%
05/22/26 (Fri) 7 267.22 8.18 3.06% 275.4 259.04 30.32%
05/26/26 (Tue) 11 267.22 9.2 3.44% 276.42 258.02 27.56%
05/27/26 (Wed) 12 267.22 9.39 3.51% 276.61 257.83 27.05%
05/29/26 (Fri) 14 267.22 10.58 3.96% 277.8 256.64 28.68%
06/05/26 (Fri) 21 267.22 13.13 4.91% 280.35 254.09 29.2%
06/12/26 (Fri) 28 267.22 15.02 5.62% 282.24 252.2 29.15%
06/18/26 (Thu) 34 267.22 16.55 6.19% 283.77 250.67 29.24%
06/26/26 (Fri) 42 267.22 18.04 6.75% 285.26 249.18 28.77%
07/17/26 (Fri) 63 267.22 23.04 8.62% 290.26 244.19 30.18%
08/21/26 (Fri) 98 267.22 32.24 12.06% 299.46 234.98 34.06%
09/18/26 (Fri) 126 267.22 36.27 13.57% 303.49 230.95 33.86%
10/16/26 (Fri) 154 267.22 39.65 14.84% 306.87 227.57 33.5%
11/20/26 (Fri) 189 267.22 45.13 16.89% 312.36 222.09 34.48%
12/18/26 (Fri) 217 267.22 47.9 17.92% 315.12 219.32 34.16%
01/15/27 (Fri) 245 267.22 50.34 18.84% 317.56 216.88 33.79%
03/19/27 (Fri) 308 267.22 57.48 21.51% 324.7 209.74 34.51%
06/17/27 (Thu) 398 267.22 65.96 24.68% 333.18 201.26 34.9%
07/16/27 (Fri) 427 267.22 68.11 25.49% 335.33 199.11 34.8%
12/17/27 (Fri) 581 267.22 80.58 30.15% 347.8 186.64 35.44%
01/21/28 (Fri) 616 267.22 83.19 31.13% 350.41 184.03 35.39%
06/16/28 (Fri) 763 267.22 92.99 34.8% 360.21 174.23 35.66%
12/15/28 (Fri) 945 267.22 104.0 38.92% 371.22 163.22 36.07%

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.