Expected Move Calculator
The market-implied ± move by expiry from IV (or the ATM straddle) — the range options are pricing.
Formula
One standard deviation covers ~68% of outcomes under the model; markets close inside the weekly expected move roughly that often, historically a touch more (IV overprices slightly). Strike selection for condors and strangles starts from this band.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Need expected move calculator results fast? Analysts, founders, traders and finance professionals use the Expected Move Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Expected Move Calculator
The market-implied ± move by expiry from IV (or the ATM straddle) — the range options are pricing. One standard deviation covers ~68% of outcomes under the model; markets close inside the weekly expected move roughly that often, historically a touch more (IV overprices slightly). Strike selection for condors and strangles starts from this band. The governing relationship is EM = S × IV × √(DTE/365). The Expected Move Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Expected Move Calculator
- 1Enter Spot price, ATM implied volatility (%), Days to expiry into the Expected Move Calculator.
- 2The result is computed automatically using EM = S × IV × √(DTE/365) — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Expected Move Calculator?
- ✓Computes expected move calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Expected Move Calculator?+
Expected Move Calculator uses EM = S × IV × √(DTE/365). One standard deviation covers ~68% of outcomes under the model; markets close inside the weekly expected move roughly that often, historically a touch more (IV overprices slightly). The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Expected Move Calculator need?+
Enter Spot price, ATM implied volatility (%), Days to expiry and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Expected Move Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Expected Move Calculator?+
Strike selection for condors and strangles starts from this band.
What is the Expected Move Calculator based on?+
The method follows authoritative sources: CBOE — expected move methodology. The formula and references are shown on the page so you can verify and cite the result.
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