The expected move is the ± range the options market prices for a security by a date — read from straddle prices, not forecast by anyone. These are the largest 30-day implied moves among liquid names right now, plus the biggest near-dated ranges. Methodology · Plain-English explainer
Cboe delayed options data · as of Sep 02, 21:56 UTC · Liquidity filter: > 5,000 contracts traded; 315 securities computed in total.
Largest 30-day implied moves
EM30 standardizes every stock to the same 30-day horizon using interpolated implied volatility, so the ranking compares like with like.
| Security | Price | 30d implied move | IV30 | Implied range | |
|---|---|---|---|---|---|
| 106.50 | ±30.6% | 106.6% | 73.95–139.05 | ||
| 52.62 | ±30.1% | 104.8% | 36.80–68.43 | ||
| 4.71 | ±25.5% | 89.1% | 3.51–5.91 | ||
| 11.29 | ±23.7% | 82.8% | 8.61–13.97 | ||
| 10.42 | ±23.4% | 81.7% | 7.98–12.86 | ||
| 14.89 | ±23.1% | 80.5% | 11.46–18.33 | ||
| 10.71 | ±23.0% | 80.1% | 8.25–13.16 | ||
| 17.97 | ±22.2% | 77.6% | 13.97–21.97 | ||
| 15.20 | ±22.1% | 77.0% | 11.84–18.56 | ||
| 150.30 | ±22.1% | 77.0% | 117.13–183.47 | ||
| 18.61 | ±22.0% | 76.8% | 14.52–22.71 | ||
| 9.59 | ±21.7% | 75.7% | 7.51–11.66 | ||
| 2.65 | ±21.5% | 75.0% | 2.08–3.22 | ||
| 8.99 | ±20.9% | 72.9% | 7.11–10.87 | ||
| 175.02 | ±20.9% | 72.9% | 138.45–211.59 | ||
| 37.69 | ±20.3% | 71.0% | 30.02–45.36 | ||
| 2.12 | ±20.2% | 70.4% | 1.69–2.54 | ||
| 39.62 | ±19.8% | 69.2% | 31.77–47.47 | ||
| 370.51 | ±19.7% | 68.6% | 297.63–443.39 | ||
| 36.78 | ±19.5% | 67.9% | 29.62–43.94 | ||
| 123.28 | ±19.3% | 67.5% | 99.44–147.12 | ||
| 28.74 | ±19.2% | 67.0% | 23.22–34.27 | ||
| 6.79 | ±19.2% | 66.8% | 5.49–8.09 | ||
| 146.20 | ±18.8% | 65.5% | 118.77–173.63 | ||
| 54.73 | ±18.5% | 64.4% | 44.63–64.83 | ||
| 175.41 | ±17.7% | 61.6% | 144.42–206.40 | ||
| 108.92 | ±17.4% | 60.7% | 89.97–127.87 | ||
| 487.69 | ±17.4% | 60.7% | 402.85–572.53 | ||
| 28.04 | ±17.4% | 60.6% | 23.17–32.91 | ||
| 956.24 | ±17.3% | 60.5% | 790.50–1,121.98 | ||
| 235.44 | ±17.0% | 59.3% | 195.40–275.48 | ||
| 120.24 | ±16.4% | 57.1% | 100.55–139.93 | ||
| 379.20 | ±16.1% | 56.1% | 318.19–440.21 | ||
| 12.39 | ±16.1% | 56.1% | 10.40–14.38 | ||
| 219.20 | ±16.1% | 56.1% | 183.97–254.43 | ||
| 39.76 | ±16.1% | 56.0% | 33.38–46.14 | ||
| 74.42 | ±16.0% | 55.8% | 62.52–86.32 | ||
| 156.99 | ±15.9% | 55.6% | 131.97–182.01 | ||
| 281.36 | ±15.8% | 54.9% | 237.04–325.68 | ||
| 318.86 | ±15.7% | 54.6% | 268.91–368.81 | ||
| 90.22 | ±15.7% | 54.6% | 76.09–104.35 | ||
| 14.54 | ±15.6% | 54.4% | 12.27–16.81 | ||
| 35.40 | ±15.4% | 53.7% | 29.95–40.85 | ||
| 287.36 | ±15.3% | 53.3% | 243.40–331.31 | ||
| 395.00 | ±15.2% | 53.1% | 334.87–455.13 | ||
| 5.59 | ±15.2% | 52.9% | 4.74–6.44 | ||
| 94.00 | ±15.1% | 52.7% | 79.79–108.21 | ||
| 18.08 | ±14.9% | 52.0% | 15.39–20.77 | ||
| 73.50 | ±14.8% | 51.8% | 62.59–84.41 | ||
| 281.00 | ±14.8% | 51.7% | 239.37–322.63 | ||
| 31.13 | ±14.8% | 51.6% | 26.52–35.74 | ||
| 18.99 | ±14.8% | 51.6% | 16.18–21.80 | ||
| 24.54 | ±14.7% | 51.2% | 20.94–28.13 | ||
| 205.00 | ±14.6% | 50.9% | 175.09–234.91 | ||
| 3.88 | ±14.4% | 50.3% | 3.32–4.44 | ||
| 139.43 | ±14.4% | 50.2% | 119.35–159.51 | ||
| 15.59 | ±14.3% | 50.0% | 13.35–17.83 | ||
| 374.13 | ±14.2% | 49.4% | 321.10–427.16 | ||
| 69.51 | ±14.1% | 49.3% | 59.69–79.33 | ||
| 126.52 | ±14.1% | 49.2% | 108.68–144.36 |
Largest near-dated moves (expiring within 8 days)
| Security | Expires | DTE | Implied move | Range |
|---|---|---|---|---|
| Sep 04 | 2 | ±18.4% | 302.21–438.81 | |
| Sep 04 | 2 | ±13.4% | 9.28–12.13 | |
| Sep 04 | 2 | ±12.8% | 152.62–197.42 | |
| Sep 09 | 7 | ±10.6% | 95.22–117.78 | |
| Sep 09 | 7 | ±9.7% | 13.72–16.68 | |
| Sep 04 | 2 | ±9.3% | 109.04–131.44 | |
| Sep 09 | 7 | ±8.6% | 341.98–406.28 | |
| Sep 04 | 2 | ±8.2% | 343.40–404.86 | |
| Sep 04 | 2 | ±7.2% | 98.80–114.20 | |
| Sep 04 | 2 | ±7.2% | 48.83–56.40 | |
| Sep 04 | 2 | ±6.8% | 2.47–2.83 | |
| Sep 04 | 2 | ±6.0% | 205.98–232.42 | |
| Sep 04 | 2 | ±5.9% | 4.43–4.99 | |
| Sep 04 | 2 | ±5.8% | 10.63–11.95 | |
| Sep 04 | 2 | ±5.8% | 6.39–7.18 |