SPY Expected Move
SPY $765.37 · Updated Oct 26, 4:00 PM ET
The options market prices SPY to move about $3.86 (0.5%) by Oct 27, 2026, a range of $761.51 to $769.24. For Nov 27, 2026 (32 days out) the expected move is $26.44 (3.5%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 27, 2026 | 1 | $3.86 | $4.04 | $761.51 | $769.24 |
| Oct 28, 2026 | 2 | $7.10 | $8.22 | $758.27 | $772.47 |
| Oct 29, 2026 | 3 | $9.08 | $10.82 | $756.29 | $774.45 |
| Oct 30, 2026 | 4 | $10.60 | $12.80 | $754.77 | $775.97 |
| Nov 2, 2026 | 7 | $11.91 | $14.66 | $753.46 | $777.28 |
| Nov 3, 2026 | 8 | $12.88 | $15.88 | $752.50 | $778.25 |
| Nov 4, 2026 | 9 | $14.35 | $17.74 | $751.02 | $779.72 |
| Nov 5, 2026 | 10 | $15.13 | $18.72 | $750.24 | $780.50 |
| Nov 6, 2026 | 11 | $16.25 | $20.13 | $749.13 | $781.62 |
| Nov 13, 2026 | 18 | $20.33 | $25.33 | $745.04 | $785.70 |
| Nov 20, 2026 | 25 | $23.96 | $29.91 | $741.41 | $789.33 |
| Nov 27, 2026 | 32 | $26.44 | $33.11 | $738.93 | $791.81 |
How this is calculated: Expected Move methodology · Expected move calculator