Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
05/15/26 (Fri) 0 235.19 4.16 1.77% 239.35 231.03 1.0%
05/18/26 (Mon) 3 235.19 6.03 2.57% 241.22 229.16 35.84%
05/22/26 (Fri) 7 235.19 15.98 6.79% 251.17 219.21 67.4%
05/26/26 (Tue) 11 235.19 16.68 7.09% 251.87 218.51 57.55%
05/27/26 (Wed) 12 235.19 17.13 7.28% 252.32 218.06 56.77%
05/29/26 (Fri) 14 235.19 17.94 7.63% 253.12 217.25 55.3%
06/05/26 (Fri) 21 235.19 20.23 8.6% 255.42 214.96 51.52%
06/12/26 (Fri) 28 235.19 21.95 9.33% 257.14 213.24 48.7%
06/18/26 (Thu) 34 235.19 23.35 9.93% 258.54 211.84 47.16%
06/26/26 (Fri) 42 235.19 25.18 10.71% 260.37 210.01 45.9%
07/17/26 (Fri) 63 235.19 29.94 12.73% 265.13 205.25 44.67%
08/21/26 (Fri) 98 235.19 37.4 15.9% 272.59 197.79 44.98%
09/18/26 (Fri) 126 235.19 43.01 18.29% 278.2 192.18 45.77%
10/16/26 (Fri) 154 235.19 47.2 20.07% 282.39 187.99 45.52%
11/20/26 (Fri) 189 235.19 53.0 22.53% 288.19 182.19 46.24%
12/18/26 (Fri) 217 235.19 56.23 23.91% 291.42 178.96 45.88%
01/15/27 (Fri) 245 235.19 59.27 25.2% 294.46 175.92 45.53%
03/19/27 (Fri) 308 235.19 66.58 28.31% 301.77 168.61 45.79%
06/17/27 (Thu) 398 235.19 75.76 32.21% 310.95 159.43 46.02%
09/17/27 (Fri) 490 235.19 83.92 35.68% 319.11 151.27 46.14%
12/17/27 (Fri) 581 235.19 91.4 38.86% 326.59 143.79 46.35%
01/21/28 (Fri) 616 235.19 94.07 40.0% 329.26 141.12 46.41%
06/16/28 (Fri) 763 235.19 103.85 44.16% 339.04 131.34 46.37%
12/15/28 (Fri) 945 235.19 114.45 48.66% 349.64 120.74 46.32%

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.