Expected Move — SABR
Data as of market close Apr 2, 2026
SABR Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±12.1%
- Expected Range
- $1.28–$1.63
- Days to Expiry
- 15
- ATM Strike
- $1.50
- Spot Price
- $1.45
Expected Move by Expiration (spot: $1.45)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $1.50 | ±$0.18 | ±12.1% | $1.28 | $1.63 |
| 2026-05-15 | 43 | $1.50 | ±$0.22 | ±15.5% | $1.23 | $1.68 |
| 2026-06-18 | 77 | $1.50 | ±$0.62 | ±43.1% | $0.83 | $2.08 |
| 2026-07-17 | 106 | $1.50 | ±$0.70 | ±48.3% | $0.75 | $2.15 |
| 2026-10-16 | 197 | $1.50 | ±$0.45 | ±31.0% | $1.00 | $1.90 |
| 2026-12-18 | 260 | $1.50 | ±$0.98 | ±67.2% | $0.48 | $2.43 |
| 2027-01-15 | 288 | $1.50 | ±$0.98 | ±67.2% | $0.48 | $2.43 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 1.5 | 0.18 | 12.07 | 1.28 | 1.63 |
| 2026-05-15 | 43 | 1.5 | 0.22 | 15.52 | 1.23 | 1.68 |
| 2026-06-18 | 77 | 1.5 | 0.62 | 43.1 | 0.83 | 2.08 |
| 2026-07-17 | 106 | 1.5 | 0.7 | 48.28 | 0.75 | 2.15 |
| 2026-10-16 | 197 | 1.5 | 0.45 | 31.03 | 1 | 1.9 |
| 2026-12-18 | 260 | 1.5 | 0.98 | 67.24 | 0.48 | 2.43 |
| 2027-01-15 | 288 | 1.5 | 0.98 | 67.24 | 0.48 | 2.43 |
Check the expected price move for SABR by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.