ThetaOwl

Expected Move — Z

Data as of market close Apr 2, 2026

Z Expected Move Data

Nearest Expiry
2026-04-17
Expected Move
±9.9%
Expected Range
$36.57–$44.62
Days to Expiry
15
ATM Strike
$40.00
Spot Price
$40.60

Expected Move by Expiration (spot: $40.60)

Expected Move by Expiration

ExpirationDTEATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1715$40.00±$4.03±9.9%$36.57$44.62
2026-05-1543$40.00±$7.70±19.0%$32.90$48.30
2026-06-1877$40.00±$9.30±22.9%$31.30$49.90
2026-08-21141$40.00±$13.05±32.1%$27.55$53.65
2026-09-18169$40.00±$14.10±34.7%$26.50$54.70
2026-11-20232$42.50±$8.65±21.3%$31.95$49.25
2026-12-18260$40.00±$17.20±42.4%$23.40$57.80
2027-01-15288$40.00±$18.30±45.1%$22.30$58.90
2027-03-19351$40.00±$10.10±24.9%$30.50$50.70
Z expected move by expiration
ExpirationDays to ExpiryATM StrikeExpected MoveMove %Lower BoundUpper Bound
2026-04-1715404.039.9136.5744.62
2026-05-1543407.718.9732.948.3
2026-06-1877409.322.9131.349.9
2026-08-211414013.0532.1427.5553.65
2026-09-181694014.134.7326.554.7
2026-11-2023242.58.6521.3131.9549.25
2026-12-182604017.242.3623.457.8
2027-01-152884018.345.0722.358.9
2027-03-193514010.124.8830.550.7

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

Z Expected Move | ThetaOwl