Tag Archives: Expected Move

Expected Move in Options: The Range That Defines Every 0DTE Session

Expected move in options showing probability distribution with 68 percent zone between negative and positive expected move boundaries

The expected move is the single most practical number in options trading. It tells you how far the market is pricing a stock or index to move during a specific time period — before the move happens. For traders who use this number, strike selection stops being a guess and starts being a structural decision. […]