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 11 hours ago
30,187.57
29,167.93
7,519.07
7,353.43
52,182.78
51,033.22
2,990.07
2,908.33
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).
How to Use Expected Move
Set Your Levels
Mark the daily EM high and low on your chart at market open.
Trade Inside Range
Look for mean reversion trades when price approaches the EM boundaries.
Manage Risk
Use EM levels for profit targets and to gauge if price has "room to run".
Watch for Breaks
When price breaks EM, expect momentum - don't fade these moves!