Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
05/15/26 (Fri) 0 443.3 9.12 2.06% 452.42 434.18 1.0%
05/18/26 (Mon) 3 443.3 13.07 2.95% 456.37 430.23 41.46%
05/20/26 (Wed) 5 443.3 17.79 4.01% 461.09 425.51 46.05%
05/22/26 (Fri) 7 443.3 21.46 4.84% 464.76 421.84 48.07%
05/26/26 (Tue) 11 443.3 23.4 5.28% 466.7 419.9 42.83%
05/27/26 (Wed) 12 443.3 25.12 5.67% 468.42 418.18 44.11%
05/29/26 (Fri) 14 443.3 27.67 6.24% 470.97 415.63 45.36%
06/05/26 (Fri) 21 443.3 34.02 7.67% 477.32 409.28 45.93%
06/12/26 (Fri) 28 443.3 39.08 8.82% 482.38 404.22 46.0%
06/18/26 (Thu) 34 443.3 42.86 9.67% 486.16 400.44 45.87%
06/26/26 (Fri) 42 443.3 47.2 10.65% 490.5 396.1 45.62%
07/17/26 (Fri) 63 443.3 58.88 13.28% 502.18 384.42 46.72%
08/21/26 (Fri) 98 443.3 76.08 17.16% 519.38 367.23 48.79%
09/18/26 (Fri) 126 443.3 86.42 19.5% 529.72 356.88 48.81%
10/16/26 (Fri) 154 443.3 95.9 21.63% 539.2 347.4 49.1%
11/20/26 (Fri) 189 443.3 107.82 24.32% 551.12 335.48 49.96%
12/18/26 (Fri) 217 443.3 114.81 25.9% 558.11 328.49 49.72%
01/15/27 (Fri) 245 443.3 120.79 27.25% 564.09 322.51 49.52%
03/19/27 (Fri) 308 443.3 136.11 30.7% 579.41 307.19 49.94%
06/17/27 (Thu) 398 443.3 155.49 35.07% 598.79 287.81 50.44%
12/17/27 (Fri) 581 443.3 187.94 42.39% 631.24 255.37 50.96%
01/21/28 (Fri) 616 443.3 193.59 43.67% 636.89 249.71 50.94%
06/16/28 (Fri) 763 443.3 214.5 48.39% 657.8 228.8 51.28%
12/15/28 (Fri) 945 443.3 235.24 53.07% 678.54 208.06 51.02%

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.