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
Cboe delayed options data · as of 06:45 UTC · Liquidity filter: > 5,000 contracts traded; 313 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 | |
|---|---|---|---|---|---|
| 18.65 | ±40.1% | 140.0% | 11.17–26.14 | ||
| 49.23 | ±36.8% | 128.5% | 31.09–67.37 | ||
| 93.67 | ±35.5% | 123.7% | 60.46–126.88 | ||
| 3.15 | ±34.0% | 118.6% | 2.08–4.22 | ||
| 215.80 | ±31.7% | 110.6% | 147.39–284.21 | ||
| 8.35 | ±27.5% | 95.9% | 6.05–10.65 | ||
| 13.70 | ±27.4% | 95.6% | 9.94–17.45 | ||
| 7.55 | ±26.9% | 93.7% | 5.52–9.58 | ||
| 18.58 | ±26.7% | 93.1% | 13.62–23.55 | ||
| 7.24 | ±26.2% | 91.5% | 5.34–9.14 | ||
| 2.88 | ±26.0% | 90.8% | 2.13–3.63 | ||
| 28.05 | ±25.5% | 89.0% | 20.89–35.21 | ||
| 5.78 | ±25.2% | 88.0% | 4.32–7.24 | ||
| 31.55 | ±25.2% | 87.8% | 23.60–39.49 | ||
| 6.03 | ±24.3% | 84.9% | 4.56–7.50 | ||
| 12.24 | ±23.7% | 82.7% | 9.34–15.14 | ||
| 31.49 | ±23.5% | 82.0% | 24.09–38.89 | ||
| 27.87 | ±23.3% | 81.3% | 21.37–34.36 | ||
| 1.39 | ±23.1% | 80.6% | 1.07–1.71 | ||
| 155.20 | ±23.1% | 80.4% | 119.42–190.98 | ||
| 11.81 | ±22.9% | 80.0% | 9.10–14.53 | ||
| 242.12 | ±22.9% | 79.9% | 186.64–297.60 | ||
| 265.97 | ±22.9% | 79.8% | 205.15–326.79 | ||
| 58.81 | ±22.8% | 79.6% | 45.39–72.23 | ||
| 294.80 | ±22.4% | 78.0% | 228.85–360.75 | ||
| 30.38 | ±22.1% | 77.1% | 23.67–37.09 | ||
| 227.00 | ±22.0% | 76.7% | 177.08–276.92 | ||
| 4.72 | ±21.9% | 76.4% | 3.69–5.75 | ||
| 107.28 | ±21.9% | 76.4% | 83.80–130.76 | ||
| 245.92 | ±21.7% | 75.7% | 192.58–299.26 | ||
| 12.08 | ±21.1% | 73.7% | 9.53–14.63 | ||
| 23.45 | ±21.1% | 73.6% | 18.50–28.40 | ||
| 73.16 | ±20.8% | 72.5% | 57.97–88.36 | ||
| 168.40 | ±20.8% | 72.4% | 133.44–203.36 | ||
| 135.50 | ±20.7% | 72.1% | 107.50–163.50 | ||
| 172.99 | ±20.6% | 71.9% | 137.35–208.64 | ||
| 57.08 | ±20.6% | 71.9% | 45.32–68.84 | ||
| 26.82 | ±20.5% | 71.7% | 21.31–32.33 | ||
| 39.10 | ±19.7% | 68.6% | 31.41–46.79 | ||
| 98.55 | ±19.4% | 67.7% | 79.42–117.68 | ||
| 18.85 | ±19.3% | 67.3% | 15.21–22.49 | ||
| 89.33 | ±18.9% | 66.0% | 72.43–106.23 | ||
| 67.85 | ±18.8% | 65.7% | 55.06–80.64 | ||
| 449.00 | ±18.8% | 65.6% | 364.55–533.45 | ||
| 40.07 | ±18.7% | 65.2% | 32.58–47.56 | ||
| 21.88 | ±18.6% | 64.9% | 17.81–25.95 | ||
| 85.14 | ±18.5% | 64.5% | 69.41–100.87 | ||
| 168.16 | ±18.4% | 64.3% | 137.13–199.18 | ||
| 12.42 | ±18.4% | 64.2% | 10.13–14.71 | ||
| 335.62 | ±18.4% | 64.1% | 273.91–397.32 | ||
| 141.48 | ±18.3% | 63.7% | 115.65–167.31 | ||
| 28.03 | ±18.1% | 63.1% | 22.96–33.10 | ||
| 184.05 | ±18.0% | 62.9% | 150.86–217.24 | ||
| 167.01 | ±18.0% | 62.9% | 136.89–197.13 | ||
| 14.56 | ±17.9% | 62.5% | 11.95–17.17 | ||
| 16.62 | ±17.8% | 62.2% | 13.66–19.58 | ||
| 11.27 | ±17.5% | 61.2% | 9.29–13.25 | ||
| 172.87 | ±17.4% | 60.7% | 142.79–202.95 | ||
| 185.70 | ±17.4% | 60.6% | 153.42–217.98 | ||
| 41.83 | ±17.0% | 59.4% | 34.71–48.95 |
Largest near-dated moves (expiring within 8 days)
| Security | Expires | DTE | Implied move | Range |
|---|---|---|---|---|
| Oct 23 | 4 | ±16.3% | 15.61–21.69 | |
| Oct 23 | 4 | ±14.9% | 79.69–107.64 | |
| Oct 23 | 4 | ±14.9% | 41.91–56.55 | |
| Oct 23 | 4 | ±12.9% | 2.75–3.56 | |
| Oct 23 | 4 | ±12.2% | 10.61–13.55 | |
| Oct 23 | 4 | ±11.2% | 1.23–1.54 | |
| Oct 23 | 4 | ±10.8% | 16.58–20.59 | |
| Oct 23 | 4 | ±10.8% | 12.22–15.17 | |
| Oct 23 | 4 | ±10.6% | 6.75–8.35 | |
| Oct 23 | 4 | ±10.5% | 193.20–238.40 | |
| Oct 23 | 4 | ±10.4% | 7.48–9.22 | |
| Oct 23 | 4 | ±9.4% | 63.70–76.97 | |
| Oct 23 | 4 | ±9.4% | 2.61–3.15 | |
| Oct 23 | 4 | ±9.3% | 5.24–6.31 | |
| Oct 23 | 4 | ±9.1% | 28.66–34.43 |