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
04/06/26 (Mon) 3 655.68 8.02 1.22% 663.71 647.66 16.96%
04/07/26 (Tue) 4 655.68 9.72 1.48% 665.41 645.96 18.45%
04/08/26 (Wed) 5 655.68 11.11 1.69% 666.79 644.58 19.28%
04/09/26 (Thu) 6 655.68 12.36 1.88% 668.04 643.33 19.92%
04/10/26 (Fri) 7 655.68 13.72 2.09% 669.41 641.96 20.65%
04/13/26 (Mon) 10 655.68 15.46 2.36% 671.15 640.22 19.93%
04/14/26 (Tue) 11 655.68 16.34 2.49% 672.02 639.35 20.16%
04/15/26 (Wed) 12 655.68 17.3 2.64% 672.99 638.38 20.57%
04/17/26 (Fri) 14 655.68 18.78 2.86% 674.47 636.9 20.71%
04/24/26 (Fri) 21 655.68 22.61 3.45% 678.29 633.07 20.6%
04/30/26 (Thu) 27 655.68 25.48 3.89% 681.16 630.21 20.62%
05/01/26 (Fri) 28 655.68 26.13 3.99% 681.82 629.55 20.74%
05/08/26 (Fri) 35 655.68 28.91 4.41% 684.59 626.78 20.58%
05/15/26 (Fri) 42 655.68 31.48 4.8% 687.17 624.2 20.52%
05/29/26 (Fri) 56 655.68 35.84 5.47% 691.53 619.84 20.27%
06/18/26 (Thu) 76 655.68 41.96 6.4% 697.65 613.72 20.35%
06/30/26 (Tue) 88 655.68 44.03 6.71% 699.71 611.66 20.0%
07/17/26 (Fri) 105 655.68 48.72 7.43% 704.41 606.96 20.29%
07/31/26 (Fri) 119 655.68 52.04 7.94% 707.72 603.65 20.32%
08/21/26 (Fri) 140 655.68 57.13 8.71% 712.82 598.55 20.55%
08/31/26 (Mon) 150 655.68 59.53 9.08% 715.21 596.16 20.69%
09/18/26 (Fri) 168 655.68 62.92 9.6% 718.6 592.77 20.63%
12/18/26 (Fri) 259 655.68 79.16 12.07% 734.85 576.52 20.99%
12/31/26 (Thu) 272 655.68 80.54 12.28% 736.23 575.14 20.93%
01/15/27 (Fri) 287 655.68 82.73 12.62% 738.42 572.95 20.93%
03/19/27 (Fri) 350 655.68 92.16 14.06% 747.84 563.53 21.09%
06/17/27 (Thu) 440 655.68 103.81 15.83% 759.49 551.88 21.23%
12/17/27 (Fri) 623 655.68 122.17 18.63% 777.86 533.51 21.07%
01/21/28 (Fri) 658 655.68 124.86 19.04% 780.55 530.82 21.02%
12/15/28 (Fri) 987 655.68 156.02 23.79% 811.7 499.67 21.45%

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.