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
04/06/26 (Mon) 3 177.15 2.77 1.56% 179.92 174.38 21.87%
04/08/26 (Wed) 5 177.15 4.22 2.38% 181.37 172.93 27.23%
04/10/26 (Fri) 7 177.15 5.25 2.96% 182.4 171.9 29.32%
04/13/26 (Mon) 10 177.15 6.41 3.62% 183.56 170.74 29.75%
04/15/26 (Wed) 12 177.15 7.37 4.16% 184.52 169.78 31.62%
04/17/26 (Fri) 14 177.15 7.71 4.35% 184.86 169.44 31.59%
04/24/26 (Fri) 21 177.15 9.99 5.64% 187.14 167.16 33.36%
05/01/26 (Fri) 28 177.15 11.98 6.77% 189.13 165.17 35.02%
05/08/26 (Fri) 35 177.15 13.43 7.58% 190.58 163.72 35.3%
05/15/26 (Fri) 42 177.15 14.92 8.42% 192.07 162.23 35.94%
06/18/26 (Thu) 76 177.15 22.29 12.58% 199.44 154.86 40.33%
07/17/26 (Fri) 105 177.15 26.01 14.68% 203.16 151.14 40.2%
08/21/26 (Fri) 140 177.15 30.52 17.23% 207.67 146.63 40.96%
09/18/26 (Fri) 168 177.15 34.06 19.23% 211.21 143.09 41.84%
10/16/26 (Fri) 196 177.15 36.87 20.81% 214.02 140.28 42.0%
11/20/26 (Fri) 231 177.15 40.95 23.12% 218.1 136.2 43.05%
12/18/26 (Fri) 259 177.15 43.2 24.39% 220.35 133.95 42.82%
01/15/27 (Fri) 287 177.15 45.41 25.63% 222.56 131.74 42.92%
03/19/27 (Fri) 350 177.15 51.0 28.79% 228.15 126.15 43.81%
06/17/27 (Thu) 440 177.15 57.35 32.38% 234.5 119.8 44.1%
12/17/27 (Fri) 623 177.15 69.32 39.13% 246.47 107.83 45.19%
01/21/28 (Fri) 658 177.15 70.59 39.85% 247.74 106.56 44.82%
06/16/28 (Fri) 805 177.15 78.92 44.55% 256.07 98.23 45.65%
12/15/28 (Fri) 987 177.15 85.91 48.5% 263.06 91.24 45.25%

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.