NDX Expected Move
NDX $27,740.79 · Updated Nov 10, 4:00 PM ET
The options market prices NDX to move about $326.20 (1.2%) by Nov 11, 2026, a range of $27,414.59 to $28,066.99. For Dec 10, 2026 (30 days out) the expected move is $1,572.10 (5.7%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Nov 11, 2026 | 1 | $326.20 | $245.17 | $27,414.59 | $28,066.99 |
| Nov 12, 2026 | 2 | $472.50 | $485.54 | $27,268.29 | $28,213.29 |
| Nov 13, 2026 | 3 | $589.70 | $655.27 | $27,151.09 | $28,330.49 |
| Nov 16, 2026 | 6 | $698.65 | $828.69 | $27,042.14 | $28,439.44 |
| Nov 17, 2026 | 7 | $0.00 | n/a | $27,740.79 | $27,740.79 |
| Nov 18, 2026 | 8 | $880.50 | $1,058.98 | $26,860.29 | $28,621.29 |
| Nov 19, 2026 | 9 | $947.00 | $1,145.04 | $26,793.79 | $28,687.79 |
| Nov 20, 2026 | 10 | $1,016.55 | $1,233.38 | $26,724.24 | $28,757.34 |
| Nov 23, 2026 | 13 | $1,077.50 | $1,315.31 | $26,663.29 | $28,818.29 |
| Nov 24, 2026 | 14 | $1,127.60 | $1,382.09 | $26,613.19 | $28,868.39 |
| Nov 25, 2026 | 15 | $1,172.05 | $1,439.22 | $26,568.74 | $28,912.84 |
| Nov 27, 2026 | 17 | $1,206.10 | $1,489.82 | $26,534.69 | $28,946.89 |
How this is calculated: Expected Move methodology · Expected move calculator