Implied Move Calculator

The implied (expected) move is how far the options market expects a stock to move by a given expiration, in dollars and percent. A one-standard-deviation move captures roughly 68% of the probability distribution, so the stock is expected to finish within that range about two-thirds of the time.

One standard deviation ≈ stock price × implied volatility × √(days ÷ 365). IV is annualized, so the square-root-of-time factor scales it to the days remaining. This calculator also derives the ~68% and ~95% ranges and the implied daily move.

Yes. Switch to straddle mode and enter the at-the-money call plus put price — that total is a close proxy for the one-standard-deviation move. Straddles tend to slightly overstate the realized move, so there is an optional ~15% tightening toggle.