Expected Move — OIS
Data as of market close Apr 7, 2026
OIS Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±15.6%
- Expected Range
- $9.45–$12.95
- Days to Expiry
- 10
- ATM Strike
- $10.00
- Spot Price
- $11.20
Expected Move by Expiration (spot: $11.20)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 10 | $10.00 | ±$1.75 | ±15.6% | $9.45 | $12.95 |
| 2026-05-15 | 38 | $10.00 | ±$2.42 | ±21.6% | $8.77 | $13.62 |
| 2026-06-18 | 72 | $10.00 | ±$2.73 | ±24.3% | $8.47 | $13.92 |
| 2026-09-18 | 164 | $10.00 | ±$3.75 | ±33.5% | $7.45 | $14.95 |
| 2026-12-18 | 255 | $10.00 | ±$5.28 | ±47.1% | $5.92 | $16.47 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 10 | 10 | 1.75 | 15.63 | 9.45 | 12.95 |
| 2026-05-15 | 38 | 10 | 2.42 | 21.65 | 8.77 | 13.62 |
| 2026-06-18 | 72 | 10 | 2.73 | 24.33 | 8.47 | 13.92 |
| 2026-09-18 | 164 | 10 | 3.75 | 33.48 | 7.45 | 14.95 |
| 2026-12-18 | 255 | 10 | 5.28 | 47.1 | 5.92 | 16.47 |
Check the expected price move for OIS by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.