SPX Expected Move
SPX $7,676.77 · Updated Oct 26, 4:00 PM ET
The options market prices SPX to move about $39.35 (0.5%) by Oct 27, 2026, a range of $7,637.42 to $7,716.12. For Nov 25, 2026 (30 days out) the expected move is $253.85 (3.3%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 27, 2026 | 1 | $39.35 | $46.41 | $7,637.42 | $7,716.12 |
| Oct 28, 2026 | 2 | $65.60 | $80.32 | $7,611.17 | $7,742.37 |
| Oct 29, 2026 | 3 | $88.50 | $109.29 | $7,588.27 | $7,765.27 |
| Oct 30, 2026 | 4 | $105.00 | $129.92 | $7,571.77 | $7,781.77 |
| Nov 2, 2026 | 7 | $116.40 | $143.84 | $7,560.37 | $7,793.17 |
| Nov 3, 2026 | 8 | $126.30 | $156.23 | $7,550.47 | $7,803.07 |
| Nov 4, 2026 | 9 | $140.70 | $174.34 | $7,536.07 | $7,817.47 |
| Nov 5, 2026 | 10 | $147.90 | $183.31 | $7,528.87 | $7,824.67 |
| Nov 6, 2026 | 11 | $158.40 | $196.32 | $7,518.37 | $7,835.17 |
| Nov 9, 2026 | 14 | $167.35 | $207.73 | $7,509.42 | $7,844.12 |
| Nov 10, 2026 | 15 | $177.75 | $220.64 | $7,499.02 | $7,854.52 |
| Nov 11, 2026 | 16 | $184.30 | $229.04 | $7,492.47 | $7,861.07 |
How this is calculated: Expected Move methodology · Expected move calculator