Expected moves
Each week, the market prices in the expected move (+/-) for the given underlying asset.
Considering a 1σ (1 standard deviation) range, there is a 68% probability that the price will close within this range over the specified duration (e.g., a week).
This does not mean the price cannot move beyond these levels, especially during periods of high volatility.
However, prices often react to these levels by bouncing or facing resistance ( see examples below ) .
3 Standard Deviation
In periods of higher volatility, the expected move can exceed a 1σ (sigma) range.
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Price reaction to Expected move level
MSFT pre-market price opens at the expected level, with a 68% chance of staying above it. Hence, there’s a good chance it will bounce from it.
NVDA reaction to bottom expected for 4th April
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