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
05/22/26 (Fri) 0 215.77 1.41 0.65% 217.18 214.36 1.0%
05/26/26 (Tue) 4 215.77 3.92 1.82% 219.69 211.85 24.64%
05/27/26 (Wed) 5 215.77 5.16 2.39% 220.93 210.61 29.34%
05/29/26 (Fri) 7 215.77 6.95 3.22% 222.72 208.82 33.65%
06/01/26 (Mon) 10 215.77 8.07 3.74% 223.84 207.7 32.91%
06/03/26 (Wed) 12 215.77 9.35 4.33% 225.12 206.42 34.89%
06/05/26 (Fri) 14 215.77 10.54 4.88% 226.31 205.23 36.38%
06/12/26 (Fri) 21 215.77 12.86 5.96% 228.63 202.91 36.37%
06/18/26 (Thu) 27 215.77 14.58 6.76% 230.35 201.19 36.39%
06/26/26 (Fri) 35 215.77 16.68 7.73% 232.45 199.09 36.62%
07/02/26 (Thu) 41 215.77 18.3 8.48% 234.07 197.47 37.12%
07/17/26 (Fri) 56 215.77 21.55 9.99% 237.32 194.22 37.45%
08/21/26 (Fri) 91 215.77 28.67 13.29% 244.44 187.1 39.14%
09/18/26 (Fri) 119 215.77 34.68 16.07% 250.45 181.09 41.61%
10/16/26 (Fri) 147 215.77 38.63 17.9% 254.4 177.14 41.68%
11/20/26 (Fri) 182 215.77 44.28 20.52% 260.06 171.49 42.97%
12/18/26 (Fri) 210 215.77 47.34 21.94% 263.12 168.43 42.88%
01/15/27 (Fri) 238 215.77 50.38 23.35% 266.15 165.39 42.94%
03/19/27 (Fri) 301 215.77 57.16 26.49% 272.93 158.61 43.51%
06/17/27 (Thu) 391 215.77 65.51 30.36% 281.28 150.26 43.97%
09/17/27 (Fri) 483 215.77 73.14 33.9% 288.91 142.63 44.38%
12/17/27 (Fri) 574 215.77 79.92 37.04% 295.69 135.85 44.7%
01/21/28 (Fri) 609 215.77 82.66 38.31% 298.43 133.11 44.93%
06/16/28 (Fri) 756 215.77 91.38 42.35% 307.14 124.4 45.02%
12/15/28 (Fri) 938 215.77 101.09 46.85% 316.86 114.68 45.23%

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.