Expected Move — VAL
Data as of market close Apr 2, 2026
VAL Expected Move Data
- Nearest Expiry
- 2026-04-17
- Expected Move
- ±10.3%
- Expected Range
- $87.89–$108.19
- Days to Expiry
- 15
- ATM Strike
- $97.50
- Spot Price
- $98.04
Expected Move by Expiration (spot: $98.04)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | $97.50 | ±$10.15 | ±10.3% | $87.89 | $108.19 |
| 2026-05-15 | 43 | $97.50 | ±$7.75 | ±7.9% | $90.29 | $105.79 |
| 2026-06-18 | 77 | $100.00 | ±$20.90 | ±21.3% | $77.14 | $118.94 |
| 2026-08-21 | 141 | $100.00 | ±$13.85 | ±14.1% | $84.19 | $111.89 |
| 2026-11-20 | 232 | $105.00 | ±$16.55 | ±16.9% | $81.49 | $114.59 |
| 2026-12-18 | 260 | $100.00 | ±$19.65 | ±20.0% | $78.39 | $117.69 |
| 2027-01-15 | 288 | $97.50 | ±$21.85 | ±22.3% | $76.19 | $119.89 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-17 | 15 | 97.5 | 10.15 | 10.35 | 87.89 | 108.19 |
| 2026-05-15 | 43 | 97.5 | 7.75 | 7.9 | 90.29 | 105.79 |
| 2026-06-18 | 77 | 100 | 20.9 | 21.32 | 77.14 | 118.94 |
| 2026-08-21 | 141 | 100 | 13.85 | 14.13 | 84.19 | 111.89 |
| 2026-11-20 | 232 | 105 | 16.55 | 16.88 | 81.49 | 114.59 |
| 2026-12-18 | 260 | 100 | 19.65 | 20.04 | 78.39 | 117.69 |
| 2027-01-15 | 288 | 97.5 | 21.85 | 22.29 | 76.19 | 119.89 |
Check the expected price move for VAL by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.