Expected Move Calculator

Expected move

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The 1SD move is larger than the share price, so the lower bands are floored at $0 — expected for very high IV or very long dated options.

1SD move ($)

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1SD move (%)

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1SD upper (~84%)

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1SD lower (~16%)

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2SD upper (~97.5%)

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2SD lower (~2.5%)

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A 1SD band holds about 68% of the time, 2SD about 95% — assuming a normal model, which understates the odds of a big move. Not a guarantee.

No time remains: both bands collapse to the supplied price. Coverage estimates and percentile labels do not apply at zero days.