Options Analytics

Expected Move

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

Expiration Date DTE Price~ Expected Move Expected Move% Upper Bound Lower Bound Implied Volatility
01/20/26 (Tue) 4 692.08 4.79 0.69% 696.87 687.29 8.62%
01/21/26 (Wed) 5 692.08 5.76 0.83% 697.84 686.32 9.49%
01/22/26 (Thu) 6 692.08 6.6 0.95% 698.68 685.48 10.06%
01/23/26 (Fri) 7 692.08 7.5 1.08% 699.58 684.58 10.63%
01/26/26 (Mon) 10 692.08 8.26 1.19% 700.34 683.82 10.06%
01/27/26 (Tue) 11 692.08 9.37 1.35% 701.45 682.71 10.76%
01/28/26 (Wed) 12 692.08 10.56 1.53% 702.64 681.52 11.66%
01/30/26 (Fri) 14 692.08 11.81 1.71% 703.9 680.26 12.27%
02/06/26 (Fri) 21 692.08 14.85 2.15% 706.93 677.23 12.71%
02/13/26 (Fri) 28 692.08 17.32 2.5% 709.4 674.76 12.9%
02/20/26 (Fri) 35 692.08 19.26 2.78% 711.34 672.82 12.86%
02/27/26 (Fri) 42 692.08 21.67 3.13% 713.75 670.41 13.22%
03/20/26 (Fri) 63 692.08 28.52 4.12% 720.6 663.56 14.14%
03/31/26 (Tue) 74 692.08 30.17 4.36% 722.25 661.91 14.02%
04/17/26 (Fri) 91 692.08 35.17 5.08% 727.25 656.91 14.71%
04/30/26 (Thu) 104 692.08 37.85 5.47% 729.93 654.23 14.83%
05/29/26 (Fri) 133 692.08 45.17 6.53% 737.25 646.91 15.55%
06/18/26 (Thu) 153 692.08 49.5 7.15% 741.58 642.58 15.88%
06/30/26 (Tue) 165 692.08 51.14 7.39% 743.22 640.94 15.93%
09/18/26 (Fri) 245 692.08 66.55 9.62% 758.63 625.53 16.96%
09/30/26 (Wed) 257 692.08 67.75 9.79% 759.83 624.33 16.95%
12/18/26 (Fri) 336 692.08 81.02 11.71% 773.1 611.06 17.7%
01/15/27 (Fri) 364 692.08 84.36 12.19% 776.44 607.72 17.79%
03/19/27 (Fri) 427 692.08 93.28 13.48% 785.36 598.8 18.12%
12/17/27 (Fri) 700 692.08 125.15 18.08% 817.23 566.93 19.1%
01/21/28 (Fri) 735 692.08 128.11 18.51% 820.19 563.97 19.14%
12/15/28 (Fri) 1064 692.08 159.49 23.04% 851.57 532.59 19.67%

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.