Expected Move — SII
Data as of market close Apr 2, 2026
SII Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±8.6%
- Expected Range
- $128.71–$152.91
- Days to Expiry
- 15
- ATM Strike
- $140.00
- Spot Price
- $140.81
Expected Move by Expiration (spot: $140.81)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $140.00 | ±$12.10 | ±8.6% | $128.71 | $152.91 |
| 2026-05-15 | 43 | $140.00 | ±$22.55 | ±16.0% | $118.26 | $163.36 |
| 2026-06-18 | 77 | $140.00 | ±$28.80 | ±20.4% | $112.01 | $169.61 |
| 2026-08-21 | 141 | $140.00 | ±$38.30 | ±27.2% | $102.51 | $179.11 |
| 2026-11-20 | 232 | $145.00 | ±$23.65 | ±16.8% | $117.16 | $164.46 |
| 2027-01-15 | 288 | $140.00 | ±$53.50 | ±38.0% | $87.31 | $194.31 |
| 2027-03-19 | 351 | $140.00 | ±$31.25 | ±22.2% | $109.56 | $172.06 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 140 | 12.1 | 8.59 | 128.71 | 152.91 |
| 2026-05-15 | 43 | 140 | 22.55 | 16.01 | 118.26 | 163.36 |
| 2026-06-18 | 77 | 140 | 28.8 | 20.45 | 112.01 | 169.61 |
| 2026-08-21 | 141 | 140 | 38.3 | 27.2 | 102.51 | 179.11 |
| 2026-11-20 | 232 | 145 | 23.65 | 16.8 | 117.16 | 164.46 |
| 2027-01-15 | 288 | 140 | 53.5 | 37.99 | 87.31 | 194.31 |
| 2027-03-19 | 351 | 140 | 31.25 | 22.19 | 109.56 | 172.06 |
Check the expected price move for SII by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.