Volatility

Implied Move / Expected Move Calculator

Enter the stock price, annualized implied volatility, and days to expiration to get the options-implied expected move, a rough 1-standard-deviation range. It's the same idea behind the earnings expected move figures. Add the at-the-money straddle price for a second, straddle-based estimate.

Stock Price

Annualized Implied Volatility (%)

Days to Expiration / Event

ATM Straddle Price (optional)

If provided, shows the straddle-based estimate (straddle price × 0.85) alongside the IV-based one.

IV-based expected move ($)···

IV-based expected move (%)···

IV-based upper bound···

IV-based lower bound···

Straddle-based expected move ($)···

Educational tool only, not financial advice. Expected move is a rough 68% confidence estimate, not a boundary. Actual moves blow past it all the time.

Built by Jason Parker, founder of Trading Ranges.