What is the current A expected move?

As of Oct 14, 2026, Agilent Technologies, Inc. (A) has an expected move of 9.78% over the next 37 days, implying a one-standard-deviation price range of $156.89 to $190.89 from the current $173.89. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.

What does the A 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 A 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.

Agilent Technologies, Inc. (A) 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.

Agilent Technologies, Inc. (A) operates in the Healthcare sector, specifically the Medical - Diagnostics & Research industry, with a market capitalization near $49.14B, listed on NYSE, employing roughly 18,200 people, carrying a beta of 1.21 to the broader market. Agilent Technologies, Inc. Led by Padraig McDonnell, public since 1999-11-18.

Snapshot as of Oct 14, 2026.

Spot Price: $173.89
Expected Move: 9.8%
Implied High: $190.89
Implied Low: $156.89
Front DTE: 37 days

As of Oct 14, 2026, Agilent Technologies, Inc. (A) has an expected move of 9.78%, a one-standard-deviation implied price range of roughly $156.89 to $190.89 from the current $173.89. 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.

A Strategy Sizing to the Expected Move

With Agilent Technologies, Inc. pricing an expected move of 9.78% from $173.89, 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 A implied-range chart

The shaded range below 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 9.78%, anchoring an implied range of approximately $156.89 to $190.89. 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.

A 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. A term-structure is in contango (slope 0.031), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states.

Sizing A 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. A put/call volume ratio currently at 0.09 indicates speculative call flow dominates - look for upside-skewed sentiment. 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 →

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 A derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $173.89 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

Expiration	DTE	ATM IV	Expected Move	Implied High	Implied Low
Oct 16, 2026	2	41.6%	3.1%	$179.24	$168.54
Nov 20, 2026	37	34.1%	10.9%	$192.77	$155.01
Dec 18, 2026	65	37.2%	15.7%	$201.19	$146.59
Jan 15, 2027	93	35.8%	18.1%	$205.31	$142.47
Feb 19, 2027	128	35.0%	20.7%	$209.93	$137.85
Mar 19, 2027	156	35.2%	23.0%	$213.91	$133.87
May 21, 2027	219	35.0%	27.1%	$221.03	$126.75
Jun 17, 2027	246	35.6%	29.2%	$224.71	$123.07
Sep 17, 2027	338	36.2%	34.8%	$234.47	$113.31
Jan 21, 2028	464	36.4%	41.0%	$245.26	$102.52
Jan 19, 2029	828	36.4%	54.8%	$269.22	$78.56

Frequently asked A expected move questions

What is the current A expected move?: As of Oct 14, 2026, Agilent Technologies, Inc. (A) has an expected move of 9.78% over the next 37 days, implying a one-standard-deviation price range of $156.89 to $190.89 from the current $173.89. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the A 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 A 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.