ThetaOwl

Expected Move — CME

Data as of market close Apr 2, 2026

CME Expected Move Data

Nearest Expiry
2026-04-10
Expected Move
±2.5%
Expected Range
$297.63–$312.58
Days to Expiry
8
ATM Strike
$305.00
Spot Price
$305.11

Expected Move by Expiration (spot: $305.11)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108$305.00±$7.47±2.5%$297.63$312.58
2026-04-1715$305.00±$11.35±3.7%$293.76$316.46
2026-04-2422$305.00±$15.65±5.1%$289.46$320.76
2026-05-0129$310.00±$6.95±2.3%$298.16$312.06
2026-05-1543$310.00±$21.75±7.1%$283.36$326.86
2026-06-1877$310.00±$28.05±9.2%$277.06$333.16
2026-09-18169$310.00±$42.80±14.0%$262.31$347.91
2026-12-18260$310.00±$53.80±17.6%$251.31$358.91
2027-01-15288$310.00±$55.95±18.3%$249.16$361.06
2027-03-19351$310.00±$65.25±21.4%$239.86$370.36
CME expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1083057.472.45297.63312.58
2026-04-171530511.353.72293.76316.46
2026-04-242230515.655.13289.46320.76
2026-05-01293106.952.28298.16312.06
2026-05-154331021.757.13283.36326.86
2026-06-187731028.059.19277.06333.16
2026-09-1816931042.814.03262.31347.91
2026-12-1826031053.817.63251.31358.91
2027-01-1528831055.9518.34249.16361.06
2027-03-1935131065.2521.39239.86370.36

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