Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
06/08/26 (Mon) 2 700.77 11.13 1.59% 711.9 689.64 24.45%
06/09/26 (Tue) 3 700.77 14.22 2.03% 714.99 686.55 28.17%
06/10/26 (Wed) 4 700.77 16.69 2.38% 717.46 684.08 29.49%
06/11/26 (Thu) 5 700.77 18.47 2.64% 719.24 682.3 29.66%
06/12/26 (Fri) 6 700.77 20.12 2.87% 720.89 680.65 29.8%
06/15/26 (Mon) 9 700.77 21.8 3.11% 722.57 678.97 27.22%
06/17/26 (Wed) 11 700.77 24.82 3.54% 725.59 675.95 28.38%
06/18/26 (Thu) 12 700.77 26.52 3.79% 727.29 674.25 29.02%
06/26/26 (Fri) 20 700.77 32.0 4.57% 732.77 668.77 27.49%
06/30/26 (Tue) 24 700.77 33.42 4.77% 734.19 667.35 26.53%
07/02/26 (Thu) 26 700.77 34.88 4.98% 735.65 665.89 26.62%
07/10/26 (Fri) 34 700.77 38.26 5.46% 739.03 662.51 25.64%
07/17/26 (Fri) 41 700.77 41.39 5.91% 742.16 659.38 25.37%
07/31/26 (Fri) 55 700.77 48.38 6.9% 749.15 652.39 25.64%
08/21/26 (Fri) 76 700.77 56.43 8.05% 757.2 644.34 25.48%
08/31/26 (Mon) 86 700.77 59.9 8.55% 760.67 640.87 25.51%
09/18/26 (Fri) 104 700.77 65.99 9.42% 766.76 634.78 25.5%
09/30/26 (Wed) 116 700.77 69.33 9.89% 770.1 631.44 25.5%
10/16/26 (Fri) 132 700.77 74.35 10.61% 775.12 626.42 25.59%
12/18/26 (Fri) 195 700.77 91.69 13.08% 792.46 609.08 26.0%
12/31/26 (Thu) 208 700.77 94.8 13.53% 795.57 605.97 26.09%
01/15/27 (Fri) 223 700.77 97.76 13.95% 798.53 603.01 25.92%
03/19/27 (Fri) 286 700.77 111.69 15.94% 812.46 589.08 26.15%
03/31/27 (Wed) 298 700.77 113.37 16.18% 814.14 587.4 26.09%
06/17/27 (Thu) 376 700.77 129.11 18.42% 829.88 571.66 26.38%
09/17/27 (Fri) 468 700.77 143.12 20.42% 843.89 557.65 26.24%
12/17/27 (Fri) 559 700.77 156.44 22.32% 857.21 544.33 26.22%
01/21/28 (Fri) 594 700.77 161.92 23.11% 862.69 538.85 26.44%
06/16/28 (Fri) 741 700.77 181.05 25.84% 881.82 519.72 26.43%
12/15/28 (Fri) 923 700.77 203.04 28.97% 903.81 497.73 26.65%

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.