Calculateur de mouvement attendu

Ce que le marché des options price : le straddle ATM donne le mouvement attendu et les seuils de rentabilité à l'échéance.

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Underlying price ($)

ATM call price ($)nearest expirationATM put price ($)same strike + expiration

Result

Fill the price and both ATM premiums.

How this works

The at-the-money straddle (ATM call + ATM put) for the nearest expiration is the market's quick estimate of the expected move by that date. A directional trade has to clear that move to beat what the premium already priced in.

The straddle sum slightly overstates a one-standard-deviation move; a common refinement multiplies it by roughly 0.85. Around earnings, the expected move is inflated by elevated implied volatility that collapses after the report (IV crush).

Outils éducatifs. Les résultats sont des calculs, pas des conseils. Vérifie sur ton courtier avant de passer un ordre.