Calculadora de movimento esperado
O que o mercado de opções está a precificar: o straddle ATM dá o movimento esperado e os pontos de equilíbrio até ao vencimento.
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).
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