Mini-SPX Index (XSP) Expected Move

Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.

Snapshot as of Aug 28, 2026.

Spot Price
$771.13
Expected Move
3.3%
Implied High
$796.62
Implied Low
$745.64
Front DTE
31 days

As of Aug 28, 2026, Mini-SPX Index (XSP) has an expected move of 3.31%, a one-standard-deviation implied price range of roughly $745.64 to $796.62 from the current $771.13. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.

XSP Strategy Sizing to the Expected Move

With Mini-SPX Index pricing an expected move of 3.31% from $771.13, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.

How to read the XSP implied-range chart

The shaded range above shows the one-standard-deviation implied price band at each listed expiration, derived from ATM implied volatility scaled to days-to-expiration. The front-tenor expected move is 3.31%, anchoring an implied range of approximately $745.64 to $796.62. Under lognormal assumptions, roughly 68% of outcomes fall inside that band; 95% fall inside ±2σ; 99.7% inside ±3σ. The empirical equity-return distribution has fatter tails than lognormal, so true tail-outcome frequency is moderately higher than these closed-form numbers suggest.

XSP expected move and event pricing

Expected move widens with √time: a 5% 30-day move corresponds to roughly a 2.5% 7.5-day move and a 10% 120-day move. XSP term-structure is in contango (slope 0.002), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states. With IV rank at 8.6%, the implied move is at the low end of the typical XSP range - cheap optionality for buyers, thin premium for sellers.

Sizing XSP structures to the expected move

Iron condors with wings at ±1σ collect the modal-outcome premium; ±1.5σ widens probability of inside-range to ~87% but cuts collected premium roughly in half. Strangles do the inverse trade - they pay against the same lognormal distribution, profiting when realized exceeds implied. Calendar spreads bet on the slope of the term structure rather than the level. XSP put/call volume ratio currently at 0.97 indicates balanced flow without strong directional skew. The expected move is the inputs the chain is pricing, not a forecast - realized moves above or below are normal under any distribution.

Learn how expected move is reported and how to read the data →

XSP one-standard-deviation implied price range by days-to-expiration, with current spot marked as the midpointXSP Implied Price Range by Expiration$600$700$800$900100d200d300d400d500d600d700d800dDays to ExpirationImplied Price Range ($)
Shaded band shows the ±1σ implied price range (~68% probability under lognormal assumptions) at each expiration; the center line marks current spot. Bands widen with longer DTE since volatility scales with √time.

Per-expiration expected move for XSP derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $771.13 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Aug 31, 202636.5%0.6%$775.67$766.59
Sep 1, 202647.7%0.8%$777.35$764.91
Sep 2, 202658.3%1.0%$778.62$763.64
Sep 3, 202669.1%1.2%$780.13$762.13
Sep 4, 202679.8%1.4%$781.60$760.66
Sep 8, 2026119.0%1.6%$783.18$759.08
Sep 9, 2026129.3%1.7%$784.13$758.13
Sep 10, 2026139.6%1.8%$785.10$757.16
Sep 11, 20261410.1%2.0%$786.38$755.88
Sep 14, 2026179.8%2.1%$787.44$754.82
Sep 15, 20261810.0%2.2%$788.25$754.01
Sep 16, 20261910.7%2.4%$789.96$752.30
Sep 17, 20262011.0%2.6%$790.99$751.27
Sep 18, 20262111.2%2.7%$791.85$750.41
Sep 21, 20262411.0%2.8%$792.88$749.38
Sep 22, 20262511.1%2.9%$793.53$748.73
Sep 23, 20262611.3%3.0%$794.39$747.87
Sep 24, 20262711.4%3.1%$795.04$747.22
Sep 25, 20262811.6%3.2%$795.91$746.35
Sep 28, 20263111.5%3.4%$796.97$745.29
Sep 29, 20263211.7%3.5%$797.84$744.42
Sep 30, 20263311.7%3.5%$798.26$744.00
Oct 2, 20263512.0%3.7%$799.78$742.48
Oct 5, 20263812.0%3.9%$800.99$741.27
Oct 9, 20264212.3%4.2%$803.30$738.96
Oct 16, 20264912.6%4.6%$806.73$735.53
Oct 30, 20266313.2%5.5%$813.42$728.84
Nov 3, 20266713.3%5.7%$815.07$727.19
Nov 4, 20266813.3%5.7%$815.40$726.86
Nov 20, 20268413.9%6.7%$822.55$719.71
Nov 30, 20269413.8%7.0%$825.13$717.13
Dec 18, 202611214.4%8.0%$832.64$709.62
Dec 31, 202612514.4%8.4%$836.11$706.15
Jan 15, 202714014.7%9.1%$841.33$700.93
Jan 29, 202715414.9%9.7%$845.76$696.50
Feb 19, 202717515.3%10.6%$852.82$689.44
Mar 19, 202720315.8%11.8%$861.99$680.27
Apr 16, 202723116.2%12.9%$870.51$671.75
May 21, 202726616.7%14.3%$881.07$661.19
Jun 17, 202729316.9%15.1%$887.89$654.37
Jul 16, 202732217.1%16.1%$894.98$647.28
Aug 20, 202735717.5%17.3%$904.59$637.67
Sep 17, 202738517.7%18.2%$911.31$630.95
Dec 17, 202747618.2%20.8%$931.40$610.86
Dec 15, 202884018.9%28.7%$992.23$550.03

XSP highest implied-volatility contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$775.00Aug 31, 202612.3K3045.8%$0.39$0.41
CALL$766.00Aug 31, 20264.0K3257.6%$5.51$5.72

Top 2 contracts from the institutional-grade nightly options scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.

Frequently asked XSP expected move questions

What is the current XSP expected move?
As of Aug 28, 2026, Mini-SPX Index (XSP) has an expected move of 3.31% over the next 31 days, implying a one-standard-deviation price range of $745.64 to $796.62 from the current $771.13. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the XSP expected move mean for traders?
Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
How is XSP expected move calculated?
The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.