SPDR S&P 500 ETF Trust
SPYSPY Expected Move
The options-implied price range for the 2026-09-04 expiration, derived from at-the-money option prices.
Implied move by 2026-09-04, one standard deviation
±$17.69 (±4.2%)
SPY Expected Move Over Time
SPY Expected Move by Expiry
| Expiration | Expected Move ($) | Expected Move (%) | Lower Price | Upper Price | Implied Volatility |
|---|---|---|---|---|---|
| 2026-09-03 (1d) | ±$5.90 | ±1.40% | $415.34 | $427.14 | 26.20% |
| 2026-09-09 (7d) | ±$17.69 | ±4.20% | $403.55 | $438.93 | 30.20% |
| 2026-09-16 (14d) | ±$26.12 | ±6.20% | $395.12 | $447.36 | 31.90% |
| 2026-09-23 (21d) | ±$30.33 | ±7.20% | $390.91 | $451.57 | 29.90% |
| 2026-10-02 (30d) | ±$37.07 | ±8.80% | $384.17 | $458.31 | 30.70% |
| 2026-10-17 (45d) | ±$47.18 | ±11.20% | $374.06 | $468.42 | 31.90% |
| 2026-11-01 (60d) | ±$57.71 | ±13.70% | $363.53 | $478.95 | 33.80% |
| 2026-12-01 (90d) | ±$67.40 | ±16.00% | $353.84 | $488.64 | 32.20% |
| 2027-03-01 (180d) | ±$97.73 | ±23.20% | $323.51 | $518.97 | 33.10% |
| 2027-09-02 (365d) | ±$143.64 | ±34.10% | $277.60 | $564.88 | 34.10% |
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