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SPX expected move by expiry
The SPX expected move is the range the options market is pricing into an expiry, taken from at-the-money implied volatility. The table lists each listed expiry with its implied move in percent and index points, so the 0DTE range sits next to the weekly and monthly ones.
- SPX reference
- 7,754.35
- Data date
- —
No live reading right now. The figures return automatically once market data resumes — no estimated values are shown here.
Definitions
- Expected move
- One standard-deviation range priced by at-the-money options for that expiry.
- DTE
- Days to expiry. 0 is the same-session 0DTE contract.
- Upper reference
- Spot plus the implied move — the top of the priced range, not a target.
Frequently asked
How is the SPX expected move calculated?
It comes from at-the-money implied volatility for each expiry, expressed as a one standard-deviation range. Roughly two sessions in three settle inside it when pricing is fair.
Is the 0DTE expected move useful intraday?
It frames how far the session is priced to travel, which is why desks compare it against realised range and gamma walls rather than reading it alone.
Does the expected move change during the day?
Yes. It compresses as time decays and expands when implied volatility rises, so an afternoon reading differs from the open.
Next step
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Analytics and education only · Not investment advice.