Expected move
expected_moveRead-onlyIdempotent
The one and two standard deviation price ranges the options market is pricing for a stock over a horizon, from the stock price, implied volatility and days ahead.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| days | Yes | Calendar days ahead. | |
| price | Yes | Stock price in dollars. | |
| iv_pct | Yes | Implied volatility, percent per year (30 means 30 percent). |