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Official template · basic · Volatility

See the move priced into each expiry.

Answer "how far is this name priced to move by Friday" without building a vol surface first.

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Expected Move · 21-second walkthroughMarket session Sep 25, 2026

The report UI is recreated from the test app's Sep 25, 2026 session, not a live screen. A historical example with music; no narration.

Expected Move · real test-app reportMarket session Sep 22, 2026Swipe to inspect →
Real Expected Move report in the TradingFlow test app, showing Priced move by expiry for the September 22, 2026 market session.

Captured Sep 23, 2026 on testapp.tradingflow.com. This is a historical example; results on this page do not refresh. Swipe across the image to inspect its columns.

Expected Move · how the report is assembledConceptual map
  1. 01Symbol + expiry IV
  2. 02Price each expiry
  3. 03Move and range

A priced range, not a price forecast.

Read the output

  1. 01Per-expiry at-the-money implied volatility, OI-weighted over the near-50Δ band.
  2. 02The one-standard-deviation move: spot × IV × √(DTE/365).
  3. 03The implied range low and high for each expiry.

Keep in mind

It is not a forecast — it is what the option market is charging.

How to read it

From report to evidence

  1. 01

    Type a symbol

    Each upcoming expiry is priced off its own ATM implied volatility, not a single 30-day reading.

  2. 02

    Read the near expiry

    A weekly expiry priced far above its neighbours usually means a dated event sits inside that window.

  3. 03

    Compare to what happened

    Implied Move vs Realized Move shows how the charged range has compared with outcomes.

Method and limitations

A one-screen Cookbook tool: the one-standard-deviation move priced into each upcoming expiry for a symbol, with the range it implies. Official app template: Expected Move.

What the report computes

  • Per-expiry at-the-money implied volatility, OI-weighted over the near-50Δ band.
  • The one-standard-deviation move: spot × IV × √(DTE/365).
  • The implied range low and high for each expiry.

What it does not claim

  • It is not a forecast — it is what the option market is charging.
  • The implied range runs systematically wider than what tends to be realised.
  • Roughly a 2-in-3 chance of settling inside the range, and only if vol is realised as priced.

Prices each expiry off its own ATM implied volatility rather than scaling one 30-day number, so an event sitting inside a single weekly window shows up as that week being expensive.

Frequently asked questions

Why not just use 30-day IV for every expiry?
Because a 3-day and a 90-day expiry are rarely priced at the same volatility. This reads each expiry’s own at-the-money IV, so a weekly reflects weekly vol.
Is the expected move a prediction?
No. It is the range the option market is charging for. The volatility risk premium means that range is usually wider than what actually gets realised.

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The public page explains the report. Run the official template in TradingFlow for a selected completed market session.

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