The Expected Move, which is also referred to as Implied Move, reflects the price range that a security is expected to move from the prior close price. The Expected Move is calculated based on 85% of the value of the at-the-money straddle. The range, as predicted by the expected move, can be used to target high and low prices, and is especially useful around earnings season.
If price extends beyond the 1st standard deviation, there is a 68.2% probability that price will return within range. If price extends beyond the 2nd standard deviation (2σ), there is a 95.4% probability that price will return within range. These levels are based on what the options market has planned for implied risk.
Give uncertainty a range.
Estimate the weekly and monthly price range from annualized implied volatility.Weekly Expected Moves 11/16/2026
Display these in your TradingView chart using my Expected Moves indicator. Copy and paste the dataset into the indicator settings.
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DRAM,47.12,37.63,51.86,32.89;
GDX,86.82,76.91,91.77,71.96;
IBIT,41.10,36.86,43.23,34.73;
IGV,105.89,96.61,110.53,91.97;
JETS,31.21,26.88,33.37,24.72;
KRE,74.87,70.53,77.04,68.36;
MAGS,71.55,65.00,74.82,61.73;
SMH,525.19,449.06,563.26,410.99;
XBI,158.18,144.15,165.19,137.14;
XLC,112.12,104.03,116.16,99.99;
XLE,67.13,62.49,69.45,60.17;
XLF,59.92,57.19,61.28,55.83;
XLI,173.66,164.44,178.28,159.82;
XLK,178.44,161.16,187.09,152.51;
XLP,94.75,89.96,97.15,87.56;
XLU,45.21,43.22,46.20,42.23;
XLV,192.48,183.17,197.13,178.52;
XLY,123.74,114.46,128.39,109.81;
XOP,192.70,176.84,200.63,168.91;
XRT,93.54,87.49,96.57,84.46;
AAPL,367.31,345.84,378.05,335.10;
AMD,594.90,472.80,655.95,411.75;
AMZN,279.78,253.62,292.87,240.53;
AVGO,375.94,318.36,404.73,289.57;
GOOGL,310.55,281.55,325.05,267.05;
INTC,66.02,53.40,72.33,47.09;
META,679.95,604.80,717.53,567.22;
MSFT,545.81,501.19,568.12,478.88;
MSTR,123.80,99.55,135.93,87.42;
MU,866.27,691.23,953.79,603.71;
NFLX,65.03,59.45,67.82,56.66;
NVDA,183.11,142.79,203.28,122.62;
SPCX,153.90,124.45,168.63,109.72;
TSLA,416.70,363.70,443.19,337.21;
ARKK,79.65,70.87,84.03,66.49;
DIA,532.82,511.23,543.62,500.43;
GLD,366.89,343.21,378.73,331.37;
IWM,284.41,269.80,291.72,262.49;
QQQ,706.38,650.24,734.44,622.18;
SLV,46.70,41.60,49.25,39.05;
SPX,7719.17,7382.43,7887.55,7214.05;
SPY,770.38,735.93,787.61,718.70;
TLT,80.62,78.23,81.81,77.04;
BTC1!,71245.76,65594.24,74071.52,62768.48;
CL1!,91.85,83.37,96.09,79.13;
ES1!,7753.12,7416.38,7921.49,7248.01;
GC1!,3996.08,3779.12,4104.56,3670.64;
NQ1!,28901.66,26952.84,29876.07,25978.43;
RTY1!,2855.77,2726.63,2920.34,2662.06;
GDX,86.82,76.91,91.77,71.96;
IBIT,41.10,36.86,43.23,34.73;
IGV,105.89,96.61,110.53,91.97;
JETS,31.21,26.88,33.37,24.72;
KRE,74.87,70.53,77.04,68.36;
MAGS,71.55,65.00,74.82,61.73;
SMH,525.19,449.06,563.26,410.99;
XBI,158.18,144.15,165.19,137.14;
XLC,112.12,104.03,116.16,99.99;
XLE,67.13,62.49,69.45,60.17;
XLF,59.92,57.19,61.28,55.83;
XLI,173.66,164.44,178.28,159.82;
XLK,178.44,161.16,187.09,152.51;
XLP,94.75,89.96,97.15,87.56;
XLU,45.21,43.22,46.20,42.23;
XLV,192.48,183.17,197.13,178.52;
XLY,123.74,114.46,128.39,109.81;
XOP,192.70,176.84,200.63,168.91;
XRT,93.54,87.49,96.57,84.46;
AAPL,367.31,345.84,378.05,335.10;
AMD,594.90,472.80,655.95,411.75;
AMZN,279.78,253.62,292.87,240.53;
AVGO,375.94,318.36,404.73,289.57;
GOOGL,310.55,281.55,325.05,267.05;
INTC,66.02,53.40,72.33,47.09;
META,679.95,604.80,717.53,567.22;
MSFT,545.81,501.19,568.12,478.88;
MSTR,123.80,99.55,135.93,87.42;
MU,866.27,691.23,953.79,603.71;
NFLX,65.03,59.45,67.82,56.66;
NVDA,183.11,142.79,203.28,122.62;
SPCX,153.90,124.45,168.63,109.72;
TSLA,416.70,363.70,443.19,337.21;
ARKK,79.65,70.87,84.03,66.49;
DIA,532.82,511.23,543.62,500.43;
GLD,366.89,343.21,378.73,331.37;
IWM,284.41,269.80,291.72,262.49;
QQQ,706.38,650.24,734.44,622.18;
SLV,46.70,41.60,49.25,39.05;
SPX,7719.17,7382.43,7887.55,7214.05;
SPY,770.38,735.93,787.61,718.70;
TLT,80.62,78.23,81.81,77.04;
BTC1!,71245.76,65594.24,74071.52,62768.48;
CL1!,91.85,83.37,96.09,79.13;
ES1!,7753.12,7416.38,7921.49,7248.01;
GC1!,3996.08,3779.12,4104.56,3670.64;
NQ1!,28901.66,26952.84,29876.07,25978.43;
RTY1!,2855.77,2726.63,2920.34,2662.06;
| Product | EM | Upper | Lower | 2σ Upper | 2σ Lower |
|---|---|---|---|---|---|
| DRAM | 4.74 | 47.12 | 37.63 | 51.86 | 32.89 |
| GDX | 4.95 | 86.82 | 76.91 | 91.77 | 71.96 |
| IBIT | 2.12 | 41.10 | 36.86 | 43.23 | 34.73 |
| IGV | 4.64 | 105.89 | 96.61 | 110.53 | 91.97 |
| JETS | 2.17 | 31.21 | 26.88 | 33.37 | 24.72 |
| KRE | 2.17 | 74.87 | 70.53 | 77.04 | 68.36 |
| MAGS | 3.27 | 71.55 | 65.00 | 74.82 | 61.73 |
| SMH | 38.07 | 525.19 | 449.06 | 563.26 | 410.99 |
| XBI | 7.02 | 158.18 | 144.15 | 165.19 | 137.14 |
| XLC | 4.05 | 112.12 | 104.03 | 116.16 | 99.99 |
| XLE | 2.32 | 67.13 | 62.49 | 69.45 | 60.17 |
| XLF | 1.37 | 59.92 | 57.19 | 61.28 | 55.83 |
| XLI | 4.61 | 173.66 | 164.44 | 178.28 | 159.82 |
| XLK | 8.64 | 178.44 | 161.16 | 187.09 | 152.51 |
| XLP | 2.40 | 94.75 | 89.96 | 97.15 | 87.56 |
| XLU | 1.00 | 45.21 | 43.22 | 46.20 | 42.23 |
| XLV | 4.66 | 192.48 | 183.17 | 197.13 | 178.52 |
| XLY | 4.64 | 123.74 | 114.46 | 128.39 | 109.81 |
| XOP | 7.93 | 192.70 | 176.84 | 200.63 | 168.91 |
| XRT | 3.03 | 93.54 | 87.49 | 96.57 | 84.46 |
| --- | |||||
| AAPL | 10.74 | 367.31 | 345.84 | 378.05 | 335.10 |
| AMD | 61.05 | 594.90 | 472.80 | 655.95 | 411.75 |
| AMZN | 13.08 | 279.78 | 253.62 | 292.87 | 240.53 |
| AVGO | 28.79 | 375.94 | 318.36 | 404.73 | 289.57 |
| GOOGL | 14.50 | 310.55 | 281.55 | 325.05 | 267.05 |
| INTC | 6.31 | 66.02 | 53.40 | 72.33 | 47.09 |
| META | 37.58 | 679.95 | 604.80 | 717.53 | 567.22 |
| MSFT | 22.31 | 545.81 | 501.19 | 568.12 | 478.88 |
| MSTR | 12.13 | 123.80 | 99.55 | 135.93 | 87.42 |
| MU | 87.52 | 866.27 | 691.23 | 953.79 | 603.71 |
| NFLX | 2.79 | 65.03 | 59.45 | 67.82 | 56.66 |
| NVDA | 20.16 | 183.11 | 142.79 | 203.28 | 122.62 |
| SPCX | 14.73 | 153.90 | 124.45 | 168.63 | 109.72 |
| TSLA | 26.50 | 416.70 | 363.70 | 443.19 | 337.21 |
| --- | |||||
| ARKK | 4.39 | 79.65 | 70.87 | 84.03 | 66.49 |
| DIA | 10.80 | 532.82 | 511.23 | 543.62 | 500.43 |
| GLD | 11.84 | 366.89 | 343.21 | 378.73 | 331.37 |
| IWM | 7.31 | 284.41 | 269.80 | 291.72 | 262.49 |
| QQQ | 28.07 | 706.38 | 650.24 | 734.44 | 622.18 |
| SLV | 2.55 | 46.70 | 41.60 | 49.25 | 39.05 |
| SPX | 168.37 | 7719.17 | 7382.43 | 7887.55 | 7214.05 |
| SPY | 17.23 | 770.38 | 735.93 | 787.61 | 718.70 |
| TLT | 1.20 | 80.62 | 78.23 | 81.81 | 77.04 |
| --- | |||||
| BTC1! | 2825.76 | 71245.76 | 65594.24 | 74071.52 | 62768.48 |
| CL1! | 4.24 | 91.85 | 83.37 | 96.09 | 79.13 |
| ES1! | 168.37 | 7753.12 | 7416.38 | 7921.49 | 7248.01 |
| GC1! | 108.48 | 3996.08 | 3779.12 | 4104.56 | 3670.64 |
| NQ1! | 974.41 | 28901.66 | 26952.84 | 29876.07 | 25978.43 |
| RTY1! | 64.57 | 2855.77 | 2726.63 | 2920.34 | 2662.06 |
| Product | EM | Upper | Lower | 2σ Upper | 2σ Lower |