ThetaOwl

Expected Move — F

Data as of market close Apr 2, 2026

F Expected Move Data

Nearest Expiry
2026-04-10
Expected Move
±3.5%
Expected Range
$11.19–$12.01
Days to Expiry
8
ATM Strike
$11.50
Spot Price
$11.60

Expected Move by Expiration (spot: $11.60)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-108$11.50±$0.41±3.5%$11.19$12.01
2026-04-1715$11.50±$0.61±5.3%$10.99$12.21
2026-04-2422$11.50±$0.74±6.4%$10.86$12.34
2026-05-0129$11.50±$1.07±9.3%$10.53$12.68
2026-05-0836$11.50±$0.51±4.3%$11.10$12.11
2026-05-1543$12.00±$1.29±11.1%$10.31$12.89
2026-06-1877$12.00±$1.58±13.6%$10.03$13.18
2026-09-18169$12.00±$2.31±19.9%$9.29$13.91
2026-12-18260$11.67±$2.74±23.6%$8.87$14.34
2027-01-15288$11.85±$2.96±25.5%$8.64$14.56
2027-03-19351$12.00±$3.13±27.0%$8.47$14.74
F expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-10811.50.413.5311.1912.01
2026-04-171511.50.615.2610.9912.21
2026-04-242211.50.746.3810.8612.34
2026-05-012911.51.079.2710.5312.68
2026-05-083611.50.514.3511.112.11
2026-05-1543121.2911.1210.3112.89
2026-06-1877121.5813.5810.0313.18
2026-09-18169122.3119.919.2913.91
2026-12-1826011.672.7423.588.8714.34
2027-01-1528811.852.9625.528.6414.56
2027-03-19351123.1327.038.4714.74

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