Free Expected Move Chart
Estimate a volatility-scaled price range from available option IV values, a stock price snapshot and a future expiration. Inspect the sample size and strike activity before interpreting the result.
Options snapshots can be cached for one hour; stock prices for 30 seconds. Provider delays may also apply. These inputs are not synchronized, and the price feed has no quote timestamp or currency field here. Values use the provider's price units. Recalculating does not bypass caches.
Enter a ticker and future expiration date, or load dates from its snapshot, then calculate. Missing data may prevent a result.
What this expected move measures
The output is a symmetric price-range approximation using annualized implied volatility. IV is inferred from option prices under a pricing model. It is different from realized volatility measured from past returns, and it does not tell you which direction a stock will move.
Move = Price × Mean IV × √(Calendar days / 365)
For a hypothetical price of 100, annualized IV of 20% and 30 calendar days, the calculation is 100 × 0.20 × √(30 / 365) = 5.73. The symmetric range is about 94.27 to 105.73. These are assumed inputs, not a forecast, observed trade or backtest.
This implementation takes an unweighted average of usable IV values from strikes less than 5% away from the stock price. It can include both calls and puts and excludes missing, zero or invalid IV. The sample count is shown. Different strikes, quote ages or an incomplete first page can materially change that average.
The square-root scaling assumes volatility can be scaled consistently across time. A jump around earnings, a volatility smile, or a long horizon can make that assumption poor. A negative lower bound exposes a limitation of the symmetric approximation; it is not a possible stock price. No historical coverage rate is claimed.
Read the inputs before the range
- Enter a stock or ETF ticker. Supply a future expiration date or use Load snapshot dates. The date list comes from the first 250 contracts, so it may omit dates.
- Calculate to request that expiration and a separate stock price. Review the returned contract count and any truncation notice. Missing positive IV near the stock price prevents a calculation.
- Compare the range with reported strike volume and open interest. The table makes the same values available without hovering over the chart. N/A means unavailable; zero remains zero.
- Check the contract specifications and current quotes in your broker before using any result. Reset clears the result; changing ticker or date also clears it.
The model uses the current calendar date in New York and a 365-day year. It does not calculate intraday time remaining, holidays, settlement conventions, dividends or option profit and loss. Same-day and past dates are rejected.
Bar totals cover available fields in returned contracts only. Call and put volume describe activity, not net positioning or whether trades opened or closed positions. Open interest is a different measure and generally refers to outstanding contracts at the previous trading day's close.
Data comes through Pineify's API from Massive options snapshots and FMP stock prices. Cache periods and provider delays mean the two inputs may describe different times. This tool does not place trades, recommend a position size or show that selling outside the range is profitable.
Method references: Massive snapshot fields and pagination; OIC volatility and pricing-model assumptions; OIC factors affecting option premiums. Reviewed October 21, 2026.
Frequently asked questions
How is expected move calculated here?
The tool multiplies the stock price snapshot by mean annualized IV and the square root of calendar days divided by 365. IV is the unweighted mean of positive finite values from returned contracts with the selected expiration and strikes less than 5% from the stock price. It is not a fitted volatility surface or a straddle-price calculation.
Does this range have a verified 68% success rate?
No. A one-standard-deviation interpretation depends on a distribution model; this page does not measure historical coverage or estimate a calibrated probability. Skew, jumps, changing volatility and stale or incomplete inputs can make realized moves very different.
Why are some expirations or contracts missing?
Date discovery and calculation each request one snapshot page of up to 250 contracts. The date list is incomplete when further pages exist. You can enter a future expiration manually, but the calculation still uses only its first returned page. Missing fields and provider coverage can prevent a result.
Can I calculate a same-day expected move?
No. This tool uses whole calendar days from the current New York date, not hours until the contract settlement time. It rejects same-day and past expirations instead of substituting one day. A date alone does not specify AM or PM settlement.
Is the data live and synchronized?
No live-data guarantee is made. Options snapshots can be cached for one hour and the separate stock price for 30 seconds. Provider delays may also apply. The stock price response here has no quote timestamp or currency field, so displayed values use provider price units.
Does a strike outside the range make an option safe to sell?
No. The range does not account for your premium, spreads, assignment, fees or maximum loss, and does not establish a trading advantage. Volume does not identify whether a contract was bought or sold to open. This free calculator is for research, not an order or recommendation.
Research the company behind the ticker
Use Pineify Finance Agent to investigate company information and financial questions. This calculator's snapshot is not automatically transferred into a Pine Script strategy.
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