move inputs
FORMULA: PRICE × IV × √(DTE / 365)
results — estimates
expected move (1σ)±$5.88
expected move %±5.9%
1σ range (~68%)$94.12 – $105.88
2σ range (~95%)$88.25 – $111.75
expected range map
$88.25$94.12$100.00$105.88$111.75
-2σ-1σSPOT+1σ+2σ
assumptions
Uses the standard one-standard-deviation approximation: price × IV × √(DTE / 365), assuming returns are roughly normally distributed with no drift. Real distributions have fat tails and skew, so moves beyond 2σ happen more often than the model implies. The 68% / 95% figures are the theoretical probabilities of the underlying finishing inside each range.
Educational math only. Not financial advice. All results are estimates.
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