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OPTIONS-IMPLIED RANGES

Expected Moves Calculator

Checking the data connection…

Use a reference price Optional

Enter the price timestamp in New York time. A manual reference takes precedence.

Equities, ETFs, SPX and XSP. This options calculator does not calculate ES futures ranges.

−2σ −1σ   +1σ +2σ

Start with a ticker.

Your upper and lower ranges will appear here.

THE METHOD

A range of possibilities.

Combine the reference center, at-the-money implied volatility, and time remaining to expiration.

Center × ATM IV × √T

Reference center

Spot, or an eligible forward estimate when synchronized ATM call and put quotes are available.

Implied volatility

Call and put IV are averaged and interpolated between eligible strikes around the center.

Time to expiration

The remaining time is annualized on a 365-day basis. The original holiday, settlement, and contract-validation rules are preserved.

Understanding the range

This is a model-based estimate, not a forecast or guarantee. The results show symmetric ±1 and ±2 expected-move ranges. Data-source limitations remain visible alongside the calculation.

Trade With Blue

AN INDEPENDENT MARKET JOURNAL

This journal brings together a weekly S&P 500 plan, researched stock ideas, and the rules behind the process. Each plan explores a different way to make that information useful before the week begins. I am an active swing trader for over 15 years in the US Stock market. An active member of the IC Options Discord where I post my day-to-day analysis. Questions, feel free to ask at hello@tradewithblue.com.

Disclaimer

The information on this website is for general informational purposes only and does not constitute financial advice. Any investment decisions made based on this content are at your own risk. This website represents my own personal thoughts and actions/intended actions, subject to change without notice. I am not a licensed financial professional. Do not mis-interpret my observations or actions as recommendations. Be responsible and always exercise proper risk management in your trading.

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