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 May 29, 2026.

Spot Price
$758.94
Expected Move
3.6%
Implied High
$786.12
Implied Low
$731.76
Front DTE
31 days

As of May 29, 2026, Mini-SPX Index (XSP) has an expected move of 3.58%, a one-standard-deviation implied price range of roughly $731.76 to $786.12 from the current $758.94. 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 3.58% from $758.94, 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 3.58%, anchoring an implied range of approximately $731.76 to $786.12. 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 0.003), 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 12.6%, 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 1.48 indicates protective put flow dominates - look for hedged-money positioning into the move. 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$900200d400d600d800dDays to ExpirationImplied Price Range ($)
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 $758.94 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 1, 202638.0%0.7%$764.44$753.44
Jun 2, 202648.8%0.9%$765.93$751.95
Jun 3, 202659.5%1.1%$767.38$750.50
Jun 4, 2026610.0%1.3%$768.67$749.21
Jun 5, 2026710.7%1.5%$770.19$747.69
Jun 8, 20261010.2%1.7%$771.75$746.13
Jun 9, 20261110.4%1.8%$772.64$745.24
Jun 10, 20261211.0%2.0%$774.08$743.80
Jun 11, 20261311.2%2.1%$774.98$742.90
Jun 12, 20261411.5%2.3%$776.03$741.85
Jun 15, 20261711.2%2.4%$777.28$740.60
Jun 16, 20261811.5%2.6%$778.32$739.56
Jun 17, 20261912.1%2.8%$779.89$737.99
Jun 18, 20262012.5%2.9%$781.15$736.73
Jun 22, 20262412.1%3.1%$782.49$735.39
Jun 23, 20262512.2%3.2%$783.17$734.71
Jun 24, 20262612.4%3.3%$784.06$733.82
Jun 25, 20262712.6%3.4%$784.95$732.93
Jun 26, 20262812.7%3.5%$785.64$732.24
Jun 29, 20263112.4%3.6%$786.37$731.51
Jun 30, 20263212.7%3.8%$787.48$730.40
Jul 2, 20263413.0%4.0%$789.05$728.83
Jul 7, 20263912.8%4.2%$790.69$727.19
Jul 10, 20264213.2%4.5%$792.92$724.96
Jul 17, 20264913.5%4.9%$796.48$721.40
Jul 24, 20265613.7%5.4%$799.67$718.21
Jul 31, 20266314.1%5.9%$803.40$714.48
Aug 21, 20268414.6%7.0%$812.10$705.78
Aug 31, 20269414.8%7.5%$815.94$701.94
Sep 18, 202611215.3%8.5%$823.26$694.62
Sep 30, 202612415.4%9.0%$827.06$690.82
Oct 16, 202614015.7%9.7%$832.73$685.15
Oct 30, 202615416.1%10.5%$838.31$679.57
Nov 20, 202617516.4%11.4%$845.12$672.76
Dec 18, 202620316.7%12.5%$853.46$664.42
Jan 15, 202723116.9%13.4%$860.98$656.90
Feb 19, 202726617.3%14.8%$871.02$646.86
Mar 19, 202729417.6%15.8%$878.82$639.06
Apr 16, 202732217.8%16.7%$885.82$632.06
May 21, 202735718.1%17.9%$894.79$623.09
Jun 17, 202738418.3%18.8%$901.40$616.48
Sep 17, 202747618.6%21.2%$920.14$597.74
Dec 17, 202756718.9%23.6%$937.72$580.16
Dec 15, 202893119.5%31.1%$995.30$522.58

Frequently asked XSP expected move questions

What is the current XSP expected move?
As of May 29, 2026, Mini-SPX Index (XSP) has an expected move of 3.58% over the next 31 days, implying a one-standard-deviation price range of $731.76 to $786.12 from the current $758.94. 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.