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Expected Move Calculator

Enter spot, IV, and DTE to derive the expected market range immediately.

Calculator

Calculate expected move

Standard formula: Spot x IV x sqrt(DTE / 365).

Quick formula: Spot x IV x 0.15.

Result

Range and formulas

Standard 5.73
Quick formula 3.00
Lower range 94.27
Upper range 105.73

Standard formula

100.00 x 0.20 x sqrt(30 / 365) = 5.73

Quick formula

100.00 x 0.20 x 0.15 = 3.00

The square-root formula is the cleaner standard. The 0.15 version is more of a quick shortcut.