ThetaOwl

Expected Move — BSM

Data as of market close Apr 2, 2026

BSM Expected Move Data

Nearest Expiry
2026-04-17
Expected Move
±3.6%
Expected Range
$14.12–$15.17
Days to Expiry
15
ATM Strike
$15.00
Spot Price
$14.65

Expected Move by Expiration (spot: $14.65)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1715$15.00±$0.53±3.6%$14.12$15.17
2026-05-1543$15.00±$1.05±7.2%$13.60$15.70
2026-07-17106$15.00±$1.45±9.9%$13.20$16.10
2026-10-16197$15.00±$2.08±14.2%$12.57$16.72
BSM expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1715150.533.5814.1215.17
2026-05-1543151.057.1713.615.7
2026-07-17106151.459.913.216.1
2026-10-16197152.0814.1612.5716.72

Check the expected price move for BSM by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.