Tools FAQ

Expected Move Calculator

What is the Expected Move?

The expected move represents the consensus view of potential stock moves over time. No one knows if the stock will go up or down, but demand and supply for bullish (or bearish) options go through a price discovery process in the market, and the result of that is a consensus of what the crowd (or investors who have placed trades) have priced.

That consensus is derived from cost for at the money options. The bigger the move, the more uncertainty or implied volatility is priced into the options.

You can read more about the expected move on learn.optionsai.com.

What is the source of Options data?

We use end of day national best bid and offer (NBBO) data for this tool. You can access real-time expected move data with an Options AI account. Apply here.

The chart looks strange - why is that?

The charts are generated from options prices and occasionally rouge prices get through the filters supplied by our data vendors. Please report any chart errors to [e-mail] and we will resolve them ASAP.

I have an idea or feedback. Who can I talk to?

Please email [e-mail] and you will be connected with the right person ASAP. We love ideas and feedback!