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RISK & PLANNING TOOL

IV Move Calculator

Compare the IV-implied move under current and revised volatility assumptions.

Inputs

Update any value to recalculate.

Results

Calculated from the values above.

Current expected move
$7.17
Revised expected move
$10.03
Difference
$2.87
Difference %
2.87%

Methodology

This compares statistical expected moves only. An IV change does not determine a future price path.

How this calculator works

Use this tool to see how a volatility change alters an IV-implied expected range.

Formula or payoff

It calculates expected move at each IV using underlying price × IV × square root of time.

Practical example

At the same stock price and expiry, raising IV from 25% to 35% widens the estimated range.

Risk and limitations

IV does not predict direction or guarantee future option prices.