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RISK & PLANNING TOOL

Expected Move Calculator

Estimate a one-standard-deviation move from implied volatility and time to expiration.

Inputs

Update any value to recalculate.

Results

Calculated from the values above.

Expected move
$8.60
Expected move %
8.6%
Upper range
$108.60
Lower range
$91.40

Methodology

Expected move is an IV-based statistical estimate: underlying price × IV × √(days ÷ 365). It is not a price target.

How this calculator works

Expected move converts implied volatility and time to expiration into an approximate one-standard-deviation range.

Formula or payoff

Expected move equals underlying price × IV × square root of days to expiration ÷ 365.

Practical example

A $100 underlying at 30% IV with 30 days gives an approximate $8.60 one-standard-deviation move.

Risk and limitations

It is a statistical estimate, not a forecast or a maximum range.