SPY Expected Move
SPY $756.26 · Updated Nov 10, 4:00 PM ET
The options market prices SPY to move about $6.34 (0.8%) by Nov 11, 2026, a range of $749.92 to $762.60. For Dec 11, 2026 (31 days out) the expected move is $28.22 (3.7%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Nov 11, 2026 | 1 | $6.34 | $3.27 | $749.92 | $762.60 |
| Nov 12, 2026 | 2 | $7.60 | $7.03 | $748.66 | $763.86 |
| Nov 13, 2026 | 3 | $9.55 | $9.44 | $746.71 | $765.81 |
| Nov 16, 2026 | 6 | $11.95 | $12.10 | $744.31 | $768.21 |
| Nov 17, 2026 | 7 | $14.18 | $14.05 | $742.08 | $770.44 |
| Nov 18, 2026 | 8 | $17.45 | $15.68 | $738.81 | $773.71 |
| Nov 19, 2026 | 9 | $17.37 | $17.00 | $738.89 | $773.63 |
| Nov 20, 2026 | 10 | $15.78 | $18.31 | $740.48 | $772.04 |
| Nov 23, 2026 | 13 | $16.01 | $19.72 | $740.25 | $772.27 |
| Nov 24, 2026 | 14 | $0.00 | n/a | $756.26 | $756.26 |
| Nov 25, 2026 | 15 | $0.00 | n/a | $756.26 | $756.26 |
| Nov 27, 2026 | 17 | $20.80 | $22.51 | $735.46 | $777.06 |
How this is calculated: Expected Move methodology · Expected move calculator