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Expected Move by Expiration — DEM & VEM Price Bands
| EXPIRATION | DTE | EXPECTED MOVE (DEM) | EXPECTED MOVE (DEM)% | UPPER PRICE (DEM) | LOWER PRICE (DEM) | 2 SD EM (DEM) | 2 SD UPPER PRICE (DEM) | 2 SD LOWER PRICE (DEM) | EXPECTED MOVE (VEM) | EXPECTED MOVE (VEM)% | UPPER PRICE (VEM) | LOWER PRICE (VEM) | 2 SD EM (VEM) | 2 SD UPPER PRICE (VEM) | 2 SD LOWER PRICE (VEM) | IVx |
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Legend & Definitions
1 Sigma EM: 1 standard deviation move — ~68% probability the stock stays within this range.
2 Sigma EM: 2 standard deviation move — ~95% probability the stock stays within this range.
VEM (IVx-based Expected Move): Volatility-based expected move derived from IVx and time to expiration, used to forecast potential price ranges statistically.
DEM (Demand-Based Expected Move): Expected move calculated from actual options pricing relative to historical past, reflecting real-time option market demand.