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
05/15/26 (Fri) 0 401.07 4.77 1.19% 405.84 396.3 1.0%
05/18/26 (Mon) 3 401.07 7.16 1.79% 408.23 393.91 24.93%
05/20/26 (Wed) 5 401.07 12.18 3.04% 413.25 388.89 34.78%
05/22/26 (Fri) 7 401.07 14.19 3.54% 415.26 386.88 35.05%
05/26/26 (Tue) 11 401.07 15.07 3.76% 416.14 386.0 30.46%
05/27/26 (Wed) 12 401.07 16.43 4.1% 417.5 384.64 31.91%
05/29/26 (Fri) 14 401.07 17.57 4.38% 418.64 383.5 31.74%
06/05/26 (Fri) 21 401.07 21.61 5.39% 422.68 379.46 32.25%
06/12/26 (Fri) 28 401.07 24.59 6.13% 425.66 376.48 32.0%
06/18/26 (Thu) 34 401.07 27.26 6.8% 428.33 373.81 32.27%
06/26/26 (Fri) 42 401.07 29.84 7.44% 430.9 371.24 31.89%
07/17/26 (Fri) 63 401.07 37.7 9.4% 438.77 363.37 33.01%
08/21/26 (Fri) 98 401.07 52.53 13.1% 453.6 348.54 37.03%
09/18/26 (Fri) 126 401.07 58.61 14.61% 459.68 342.46 36.56%
10/16/26 (Fri) 154 401.07 64.22 16.01% 465.29 336.85 36.25%
11/20/26 (Fri) 189 401.07 72.93 18.18% 474.0 328.14 37.23%
12/18/26 (Fri) 217 401.07 76.63 19.11% 477.7 324.44 36.57%
01/15/27 (Fri) 245 401.07 81.22 20.25% 482.29 319.85 36.48%
03/19/27 (Fri) 308 401.07 91.44 22.8% 492.51 309.63 36.75%
06/17/27 (Thu) 398 401.07 104.68 26.1% 505.75 296.39 37.12%
09/17/27 (Fri) 490 401.07 115.64 28.83% 516.71 285.43 37.07%
12/17/27 (Fri) 581 401.07 126.48 31.54% 527.55 274.59 37.34%
01/21/28 (Fri) 616 401.07 129.88 32.38% 530.95 271.19 37.26%
06/16/28 (Fri) 763 401.07 144.05 35.92% 545.12 257.02 37.25%
12/15/28 (Fri) 945 401.07 159.35 39.73% 560.42 241.72 37.34%

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.