RISK DISCLAIMER: Trading futures, forex, CFDs, and other financial instruments involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The high degree of leverage can work against you as well as for you. Before deciding to trade, you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts. | NO FINANCIAL ADVICE: Complete Trader Suite and its affiliates do not provide investment, tax, legal, or accounting advice. This material is not financial advice and is provided for informational purposes only. You should consult your own investment, tax, legal, and accounting advisors before engaging in any transaction. | NO GUARANTEES: There are no guarantees of profit or freedom from loss. Any statements about profits or income are not typical, and your results may vary. Trading involves risk, and hypothetical or simulated performance results have certain limitations and do not represent actual trading. | HYPOTHETICAL PERFORMANCE: Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. | CFTC RULE 4.41: Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. | THIRD-PARTY LINKS: Links to third-party websites are provided for convenience only. Complete Trader Suite does not endorse, approve, or control these third-party sites and is not responsible for their content or accuracy. | LIMITATION OF LIABILITY: Complete Trader Suite, its owners, employees, agents, and affiliates shall not be held liable for any loss or damage, including without limitation, any loss of profit, which may arise directly or indirectly from use of or reliance on information provided. | By using our products and services, you acknowledge that you have read, understood, and agree to be bound by these terms and conditions.•
RISK DISCLAIMER: Trading futures, forex, CFDs, and other financial instruments involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The high degree of leverage can work against you as well as for you. Before deciding to trade, you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts. | NO FINANCIAL ADVICE: Complete Trader Suite and its affiliates do not provide investment, tax, legal, or accounting advice. This material is not financial advice and is provided for informational purposes only. You should consult your own investment, tax, legal, and accounting advisors before engaging in any transaction. | NO GUARANTEES: There are no guarantees of profit or freedom from loss. Any statements about profits or income are not typical, and your results may vary. Trading involves risk, and hypothetical or simulated performance results have certain limitations and do not represent actual trading. | HYPOTHETICAL PERFORMANCE: Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. | CFTC RULE 4.41: Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. | THIRD-PARTY LINKS: Links to third-party websites are provided for convenience only. Complete Trader Suite does not endorse, approve, or control these third-party sites and is not responsible for their content or accuracy. | LIMITATION OF LIABILITY: Complete Trader Suite, its owners, employees, agents, and affiliates shall not be held liable for any loss or damage, including without limitation, any loss of profit, which may arise directly or indirectly from use of or reliance on information provided. | By using our products and services, you acknowledge that you have read, understood, and agree to be bound by these terms and conditions.•
Expected Move Levels

Free Expected Move Calculator for Futures & Options

Daily and weekly expected move levels for NQ, ES, YM, RTY, crude oil, and gold futures based on implied volatility.

Last updated 13 hours ago

NQ
Nasdaq 100
NQ Futures
Jul 28
High

28,719.13

Low

27,700.87

Range1,018.26 pts
IV: 28.65%
ES
S&P 500
ES Futures
Jul 28
High

7,541.16

Low

7,365.84

Range175.32 pts
IV: 18.67%
YM
Dow Jones
YM Futures
Jul 28
High

53,047.64

Low

51,814.36

Range1,233.28 pts
IV: 18.67%
RTY
Russell 2000
RTY Futures
Jul 28
High

3,001.83

Low

2,919.77

Range82.07 pts
IV: 22%
What is Expected Move?

The Expected Move (EM) represents the anticipated price range that a security is expected to stay within during a specific time period, based on implied volatility from the options market.

IV-Based Calculation

We use VIX, VXN, RVX, OVX, and GVZ implied volatility indices to calculate precise expected move ranges.

Updated Daily

Daily levels are calculated before market open (6 AM ET), and weekly levels are set on Sunday evening before futures open.

Statistical Edge

Statistically, price stays within the expected move approximately 68% of the time (one standard deviation).

Historical Accuracy
Track record of Expected Move predictions over the last 30 days
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How to Use Expected Move

1

Set Your Levels

Mark the daily EM high and low on your chart at market open.

2

Trade Inside Range

Look for mean reversion trades when price approaches the EM boundaries.

3

Manage Risk

Use EM levels for profit targets and to gauge if price has "room to run".

4

Watch for Breaks

When price breaks EM, expect momentum - don't fade these moves!

Supported Products

NQ(Nasdaq 100)ES(S&P 500)YM(Dow Jones)RTY(Russell 2000)CL(Crude Oil)GC(Gold)

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