Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/08/26 (Mon) 2 366.94 6.71 1.83% 373.65 360.23 29.43%
06/10/26 (Wed) 4 366.94 11.07 3.02% 378.01 355.87 37.83%
06/12/26 (Fri) 6 366.94 12.73 3.47% 379.67 354.21 36.58%
06/15/26 (Mon) 9 366.94 13.69 3.73% 380.62 353.25 32.88%
06/17/26 (Wed) 11 366.94 15.43 4.2% 382.37 351.51 33.95%
06/18/26 (Thu) 12 366.94 16.38 4.46% 383.32 350.56 34.24%
06/26/26 (Fri) 20 366.94 19.87 5.41% 386.81 347.07 32.8%
07/02/26 (Thu) 26 366.94 22.1 6.02% 389.04 344.84 32.19%
07/10/26 (Fri) 34 366.94 24.82 6.76% 391.76 342.12 31.83%
07/17/26 (Fri) 41 366.94 27.82 7.58% 394.76 339.12 32.5%
07/24/26 (Fri) 48 366.94 30.56 8.33% 397.5 336.38 33.12%
08/21/26 (Fri) 76 366.94 42.29 11.52% 409.23 324.65 36.72%
09/18/26 (Fri) 104 366.94 48.43 13.2% 415.37 318.51 36.11%
10/16/26 (Fri) 132 366.94 53.78 14.66% 420.72 313.16 35.61%
11/20/26 (Fri) 167 366.94 62.82 17.12% 429.75 304.12 37.06%
12/18/26 (Fri) 195 366.94 66.66 18.17% 433.6 300.28 36.47%
01/15/27 (Fri) 223 366.94 70.55 19.23% 437.49 296.39 36.08%
03/19/27 (Fri) 286 366.94 80.9 22.05% 447.84 286.04 36.67%
06/17/27 (Thu) 376 366.94 92.46 25.2% 459.4 274.48 36.46%
09/17/27 (Fri) 468 366.94 104.8 28.56% 471.75 262.13 37.34%
12/17/27 (Fri) 559 366.94 116.0 31.61% 482.94 250.94 37.95%
01/21/28 (Fri) 594 366.94 119.02 32.44% 485.96 247.92 37.79%
06/16/28 (Fri) 741 366.94 133.62 36.41% 500.56 233.32 38.06%
12/15/28 (Fri) 923 366.94 148.96 40.6% 515.9 217.98 38.31%

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.