Another easy way to calculate the expected move for a binary event is to take the ATM straddle, plus the 1st OTM strangle and then divide the sum by 2.

The Expected Move is the amount that a stock is expected to move up or down from its current price, as derived from current options prices.

7 июл. 2023 г. · The expected move of a stock or any other asset is a range within which the price is likely to stay over a certain period, based on the ...

13 дек. 2023 г. · Each expiry date has a different expected move, calculated using the at-the-money (ATM) implied volatility. The implied volatility used, as well ...

Expected Move Calculation. Expected Move = (ATM straddle price x 0.6) + (1st OTM strangle price x 0.3) + (2nd OTM strangle price x 0.1). For example, if stock ...

30 авг. 2023 г. · To calculate the expected move of an option, multiply the current price of the underlying asset by the implied volatility of the option. Then, ...

5 нояб. 2023 г. · Calculation: Expected Move is typically calculated by taking the current stock price and applying a multiple of the implied volatility. The most ...

15 июл. 2024 г. · A stock's expected move can be calculated using option prices. The expected movement of a stock—how much it's likely to rise or fall from its ...

27 янв. 2022 г. · The expected move can be calculated simply by multiplying the front month straddle by 85%. This straddle must be comprised of at-the-money ...