Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
05/15/26 (Fri) 0 618.43 7.67 1.24% 626.1 610.76 1.0%
05/18/26 (Mon) 3 618.43 11.33 1.83% 629.76 607.1 25.66%
05/20/26 (Wed) 5 618.43 16.4 2.65% 634.83 602.02 30.38%
05/22/26 (Fri) 7 618.43 19.78 3.2% 638.21 598.65 31.66%
05/26/26 (Tue) 11 618.43 22.44 3.63% 640.87 595.99 29.4%
05/27/26 (Wed) 12 618.43 23.5 3.8% 641.93 594.93 29.59%
05/29/26 (Fri) 14 618.43 26.14 4.23% 644.57 592.29 30.61%
06/05/26 (Fri) 21 618.43 32.17 5.2% 650.6 586.26 31.09%
06/12/26 (Fri) 28 618.43 37.55 6.07% 655.98 580.88 31.6%
06/18/26 (Thu) 34 618.43 41.35 6.69% 659.78 577.08 31.74%
06/26/26 (Fri) 42 618.43 45.92 7.43% 664.35 572.51 31.78%
07/17/26 (Fri) 63 618.43 56.61 9.15% 675.04 561.82 32.12%
08/21/26 (Fri) 98 618.43 80.64 13.04% 699.07 537.79 36.84%
09/18/26 (Fri) 126 618.43 89.93 14.54% 708.36 528.5 36.29%
10/16/26 (Fri) 154 618.43 98.98 16.01% 717.41 519.45 36.22%
11/20/26 (Fri) 189 618.43 113.98 18.43% 732.41 504.44 37.7%
12/18/26 (Fri) 217 618.43 120.44 19.48% 738.88 497.98 37.27%
01/15/27 (Fri) 245 618.43 126.82 20.51% 745.25 491.61 36.92%
03/19/27 (Fri) 308 618.43 143.9 23.27% 762.33 474.52 37.52%
06/17/27 (Thu) 398 618.43 164.22 26.55% 782.65 454.21 37.77%
09/17/27 (Fri) 490 618.43 183.24 29.63% 801.67 435.19 38.07%
12/17/27 (Fri) 581 618.43 200.24 32.38% 818.67 418.19 38.41%
01/21/28 (Fri) 616 618.43 206.8 33.44% 825.23 411.62 38.55%
06/16/28 (Fri) 763 618.43 230.63 37.29% 849.06 387.8 38.9%
12/15/28 (Fri) 945 618.43 256.59 41.49% 875.02 361.84 39.16%

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.