Skip to content

Expected Move

Expected move is an estimate of the magnitude of price movement that option prices imply over a specified period. It describes a range or magnitude of expected movement, not a guaranteed trading range.

Why it matters to you

Options markets can provide insight into how much movement is being priced around events such as earnings or over a particular expiration period. A large expected move does not tell you whether the asset will move up or down. It tells you that the market is pricing substantial movement.