Nasdaq-100 Index (NDX · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 21:03 UTC · Figures derived from the full chain (14.6K contracts, 47 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Oct 16, 2026 (43 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±4.8% (range 28,053.12–30,911.52) by Oct 16, 2026. ATM straddle: 1,429.20 @ strike 29,475 · ATM IV: 17.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 26,534.09 | -10% | 95.5% | 4.5% |
| 28,008.20 | -5% | 79.2% | 20.8% |
| 29,482.32 | -0% | 48.8% | 51.2% |
| 30,956.44 | +5% | 20.3% | 79.7% |
| 32,430.55 | +10% | 5.5% | 94.5% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Oct 16, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 03, 2026 | 0 | ±0.0% | 156.6% | 5,697 |
| Sep 04, 2026 | 1 | ±0.7% | 16.2% | 12.1K |
| Sep 08, 2026 | 5 | ±1.0% | 10.9% | 2,318 |
| Sep 09, 2026 | 6 | ±1.2% | 12.0% | 1,460 |
| Sep 10, 2026 | 7 | ±1.4% | 13.0% | 1,293 |
| Sep 11, 2026 | 8 | ±1.7% | 14.4% | 2,342 |
| Sep 14, 2026 | 11 | ±1.9% | 13.6% | 3,526 |
| Sep 15, 2026 | 12 | ±2.0% | 14.1% | 551 |
| Sep 16, 2026 | 13 | ±2.3% | 15.3% | 553 |
| Sep 17, 2026 | 14 | ±2.5% | 15.8% | 362 |
| Sep 18, 2026 | 15 | ±2.6% | 16.2% | 5,065 |
| Sep 21, 2026 | 18 | ±2.8% | 15.7% | 1,367 |
Open interest by strike — Oct 16
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 22,500 P · 2,74720,000 P · 2,61925,000 P · 1,45729,975 C · 1,30030,425 C · 1,287
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Of 3 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 66.7% of the time.