calculate_expected_move
Calculate the options-implied expected move for any stock using ATM straddle pricing. Returns the price range in dollars and percentage, with optional expiration for event risk.
Instructions
Calculate the expected move based on ATM straddle pricing.
The expected move represents the market's implied price range through the expiration date, derived from options pricing.
Use this tool when the user asks about:
Expected move or implied move
How much a stock might move
Options-implied price range
Event risk pricing
Args: ticker: Stock symbol expiration: Specific expiration or None for nearest
Returns: Expected move in dollars and percentage
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| expiration | No |