Expected Move — ES
Data as of market close Apr 2, 2026
ES Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±4.1%
- Expected Range
- $66.62–$72.32
- Days to Expiry
- 15
- ATM Strike
- $70.00
- Spot Price
- $69.47
Expected Move by Expiration (spot: $69.47)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $70.00 | ±$2.85 | ±4.1% | $66.62 | $72.32 |
| 2026-05-15 | 43 | $70.00 | ±$4.92 | ±7.1% | $64.55 | $74.40 |
| 2026-07-17 | 106 | $70.00 | ±$7.65 | ±11.0% | $61.82 | $77.12 |
| 2026-10-16 | 197 | $70.00 | ±$10.55 | ±15.2% | $58.92 | $80.02 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 70 | 2.85 | 4.1 | 66.62 | 72.32 |
| 2026-05-15 | 43 | 70 | 4.92 | 7.09 | 64.55 | 74.4 |
| 2026-07-17 | 106 | 70 | 7.65 | 11.01 | 61.82 | 77.12 |
| 2026-10-16 | 197 | 70 | 10.55 | 15.19 | 58.92 | 80.02 |
Check the expected price move for ES by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.