SPX Expected Move
SPX $7,520.93 · Updated Nov 10, 4:00 PM ET
The options market prices SPX to move about $74.20 (1.0%) by Nov 11, 2026, a range of $7,446.73 to $7,595.13. For Dec 10, 2026 (30 days out) the expected move is $273.75 (3.6%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Nov 11, 2026 | 1 | $74.20 | $58.50 | $7,446.73 | $7,595.13 |
| Nov 12, 2026 | 2 | $90.40 | $89.35 | $7,430.53 | $7,611.33 |
| Nov 13, 2026 | 3 | $105.90 | $112.21 | $7,415.03 | $7,626.83 |
| Nov 16, 2026 | 6 | $120.60 | $133.74 | $7,400.33 | $7,641.53 |
| Nov 17, 2026 | 7 | $132.00 | $149.42 | $7,388.93 | $7,652.93 |
| Nov 18, 2026 | 8 | $148.35 | $171.69 | $7,372.58 | $7,669.28 |
| Nov 19, 2026 | 9 | $158.40 | $185.32 | $7,362.53 | $7,679.33 |
| Nov 20, 2026 | 10 | $168.95 | $198.50 | $7,351.98 | $7,689.88 |
| Nov 23, 2026 | 13 | $178.75 | $211.37 | $7,342.18 | $7,699.68 |
| Nov 24, 2026 | 14 | $186.50 | $221.27 | $7,334.43 | $7,707.43 |
| Nov 25, 2026 | 15 | $194.70 | $231.57 | $7,326.23 | $7,715.63 |
| Nov 27, 2026 | 17 | $201.20 | $240.32 | $7,319.73 | $7,722.13 |
How this is calculated: Expected Move methodology · Expected move calculator