ThetaOwl

Expected Move — SPY

Data as of market close Apr 2, 2026

SPY Expected Move Data

Nearest Expiry
2026-04-06
Expected Move
±1.3%
Expected Range
$647.25–$664.42
Days to Expiry
4
ATM Strike
$656.00
Spot Price
$655.83

Expected Move by Expiration (spot: $655.83)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-064$656.00±$8.59±1.3%$647.25$664.42
2026-04-075$656.00±$10.76±1.6%$645.07$666.59
2026-04-086$656.00±$12.38±1.9%$643.45$668.21
2026-04-097$656.00±$7.01±1.1%$648.82$662.84
2026-04-108$656.00±$15.42±2.4%$640.41$671.25
2026-04-1715$656.00±$21.34±3.3%$634.49$677.17
2026-04-2422$656.00±$25.92±4.0%$629.91$681.75
2026-04-3028$656.00±$29.34±4.5%$626.50$685.17
2026-05-0129$656.00±$30.09±4.6%$625.75$685.92
2026-05-0836$656.00±$33.42±5.1%$622.41$689.25
2026-05-1543$656.00±$36.51±5.6%$619.33$692.34
2026-05-2957$656.00±$41.70±6.4%$614.13$697.54
2026-06-1877$655.00±$49.04±7.5%$606.79$704.87
2026-06-3089$656.00±$51.46±7.8%$604.37$707.29
2026-07-17106$655.00±$57.02±8.7%$598.81$712.86
2026-07-31120$656.00±$61.04±9.3%$594.79$716.87
2026-08-21141$655.00±$66.88±10.2%$588.95$722.71
2026-08-31151$656.00±$68.98±10.5%$586.85$724.81
2026-09-18169$655.00±$73.86±11.3%$581.97$729.70
2026-09-30181$656.00±$75.62±11.5%$580.22$731.45
2026-12-18260$655.00±$93.03±14.2%$562.80$748.87
2026-12-31273$656.00±$94.30±14.4%$561.54$750.13
2027-01-15288$655.00±$97.28±14.8%$558.55$753.11
2027-03-19351$655.00±$108.00±16.5%$547.83$763.83
SPY expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-0646568.591.31647.25664.42
2026-04-07565610.761.64645.07666.59
2026-04-08665612.381.89643.45668.21
2026-04-0976567.011.07648.82662.84
2026-04-10865615.422.35640.41671.25
2026-04-171565621.343.25634.49677.17
2026-04-242265625.923.95629.91681.75
2026-04-302865629.344.47626.5685.17
2026-05-012965630.094.59625.75685.92
2026-05-083665633.425.1622.41689.25
2026-05-154365636.515.57619.33692.34
2026-05-295765641.76.36614.13697.54
2026-06-187765549.047.48606.79704.87
2026-06-308965651.467.85604.37707.29
2026-07-1710665557.028.7598.81712.86
2026-07-3112065661.049.31594.79716.87
2026-08-2114165566.8810.2588.95722.71
2026-08-3115165668.9810.52586.85724.81
2026-09-1816965573.8611.26581.97729.7
2026-09-3018165675.6211.53580.22731.45

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