SPY Expected Move
SPY $766.28 · Updated Oct 26, 4:00 PM ET
The options market prices SPY to move about $3.84 (0.5%) by Oct 27, 2026, a range of $762.44 to $770.13. For Nov 27, 2026 (32 days out) the expected move is $26.21 (3.4%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 27, 2026 | 1 | $3.84 | $4.02 | $762.44 | $770.13 |
| Oct 28, 2026 | 2 | $7.01 | $8.10 | $759.28 | $773.29 |
| Oct 29, 2026 | 3 | $8.98 | $10.68 | $757.30 | $775.26 |
| Oct 30, 2026 | 4 | $10.46 | $12.53 | $755.82 | $776.74 |
| Nov 2, 2026 | 7 | $11.76 | $14.37 | $754.52 | $778.05 |
| Nov 3, 2026 | 8 | $12.71 | $15.58 | $753.57 | $778.99 |
| Nov 4, 2026 | 9 | $14.18 | $17.40 | $752.10 | $780.46 |
| Nov 5, 2026 | 10 | $15.13 | $18.59 | $751.15 | $781.41 |
| Nov 6, 2026 | 11 | $16.06 | $19.70 | $750.21 | $782.35 |
| Nov 9, 2026 | 14 | $17.16 | $21.18 | $749.12 | $783.44 |
| Nov 13, 2026 | 18 | $20.10 | $24.75 | $746.18 | $786.39 |
| Nov 20, 2026 | 25 | $23.72 | $29.26 | $742.56 | $790.00 |
How this is calculated: Expected Move methodology · Expected move calculator