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
04/06/26 (Mon) 3 584.76 7.59 1.3% 592.36 577.17 18.18%
04/07/26 (Tue) 4 584.76 9.37 1.6% 594.13 575.4 20.06%
04/08/26 (Wed) 5 584.76 10.74 1.84% 595.5 574.03 21.0%
04/09/26 (Thu) 6 584.76 11.96 2.05% 596.72 572.81 21.65%
04/10/26 (Fri) 7 584.76 13.29 2.27% 598.05 571.48 22.46%
04/13/26 (Mon) 10 584.76 15.13 2.59% 599.9 569.63 21.89%
04/14/26 (Tue) 11 584.76 16.09 2.75% 600.85 568.68 22.27%
04/15/26 (Wed) 12 584.76 17.01 2.91% 601.78 567.75 22.62%
04/17/26 (Fri) 14 584.76 18.86 3.22% 603.62 565.91 23.33%
04/24/26 (Fri) 21 584.76 23.09 3.95% 607.86 561.67 23.54%
04/30/26 (Thu) 27 584.76 26.43 4.52% 611.2 558.33 23.96%
05/01/26 (Fri) 28 584.76 27.09 4.63% 611.86 557.67 24.08%
05/08/26 (Fri) 35 584.76 30.08 5.14% 614.85 554.68 24.02%
05/15/26 (Fri) 42 584.76 32.87 5.62% 617.64 551.89 24.0%
05/29/26 (Fri) 56 584.76 37.45 6.4% 622.22 547.31 23.75%
06/18/26 (Thu) 76 584.76 45.1 7.71% 629.87 539.66 24.5%
06/30/26 (Tue) 88 584.76 46.35 7.93% 631.12 538.41 23.61%
08/21/26 (Fri) 140 584.76 60.24 10.3% 645.0 524.53 24.29%
09/18/26 (Fri) 168 584.76 66.29 11.34% 651.05 518.48 24.39%
09/30/26 (Wed) 180 584.76 68.74 11.76% 653.5 516.03 24.55%
12/18/26 (Fri) 259 584.76 84.02 14.37% 668.79 500.74 24.93%
12/31/26 (Thu) 272 584.76 85.4 14.6% 670.16 499.37 24.82%
01/15/27 (Fri) 287 584.76 88.0 15.05% 672.77 496.76 24.89%
03/19/27 (Fri) 350 584.76 97.57 16.69% 682.34 487.19 24.95%
09/17/27 (Fri) 532 584.76 120.78 20.65% 705.55 463.98 25.12%

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.