हे पेज अजून मराठीत उपलब्ध नाही, म्हणून इंग्रजीत दाखवले आहे. हिंदीही उपलब्ध आहे.
Expected move: the range options imply
The expected move is the size of move that option prices imply up to expiry. It is a range, not a forecast of direction.
How it is calculated
From IV: expected move = spot x IV x square root of (days / 365). With Nifty at 22,400, IV 12% and 5 days left, that is about 315 points, or 1.4%. A quick rule: the ATM straddle price is roughly 0.8 of the one-standard-deviation move.
What the range means
If the model were exactly right, about two in three outcomes would end inside one standard deviation and about 95% inside two. Real markets have fatter tails, so big moves happen more often than the model suggests.
What we saw in our data
For Nifty, Bank Nifty and Sensex from 2024 to 2026, the actual move by expiry averaged roughly 65% to 87% of the expected move, depending on the series and entry day. Individual expiries often went beyond it. See the index board for the last 12 expiries.
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