Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
05/15/26 (Fri) 0 409.43 4.7 1.15% 414.13 404.73 1.0%
05/18/26 (Mon) 3 409.43 7.08 1.73% 416.51 402.35 24.22%
05/20/26 (Wed) 5 409.43 9.94 2.43% 419.38 399.49 27.82%
05/22/26 (Fri) 7 409.43 12.26 2.99% 421.69 397.17 29.4%
05/26/26 (Tue) 11 409.43 13.41 3.27% 422.84 396.02 26.67%
05/27/26 (Wed) 12 409.43 14.49 3.54% 423.92 394.94 27.53%
05/29/26 (Fri) 14 409.43 15.94 3.89% 425.37 393.49 28.15%
06/05/26 (Fri) 21 409.43 19.93 4.87% 429.36 389.5 29.13%
06/12/26 (Fri) 28 409.43 22.82 5.57% 432.25 386.61 29.06%
06/18/26 (Thu) 34 409.43 24.76 6.05% 434.19 384.67 28.69%
06/26/26 (Fri) 42 409.43 27.39 6.69% 436.82 382.04 28.64%
07/17/26 (Fri) 63 409.43 34.04 8.31% 443.47 375.39 29.17%
08/21/26 (Fri) 98 409.43 46.41 11.34% 455.84 363.02 32.04%
09/18/26 (Fri) 126 409.43 51.57 12.6% 461.0 357.86 31.5%
10/16/26 (Fri) 154 409.43 56.27 13.74% 465.7 353.16 31.06%
11/20/26 (Fri) 189 409.43 64.07 15.65% 473.5 345.36 32.05%
12/18/26 (Fri) 217 409.43 67.68 16.53% 477.11 341.75 31.66%
01/15/27 (Fri) 245 409.43 70.95 17.33% 480.38 338.48 31.2%
03/19/27 (Fri) 308 409.43 79.96 19.53% 489.39 329.47 31.51%
06/17/27 (Thu) 398 409.43 90.95 22.21% 500.38 318.48 31.63%
09/17/27 (Fri) 490 409.43 101.13 24.7% 510.56 308.3 31.8%
12/17/27 (Fri) 581 409.43 110.05 26.88% 519.48 299.38 31.91%
01/21/28 (Fri) 616 409.43 113.79 27.79% 523.22 295.64 32.03%
06/16/28 (Fri) 763 409.43 126.71 30.95% 536.14 282.72 32.32%
12/15/28 (Fri) 945 409.43 139.68 34.11% 549.11 269.75 32.28%

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.