What is the current DE expected move?

As of Oct 13, 2026, Deere & Company (DE) has an expected move of 9.50% over the next 31 days, implying a one-standard-deviation price range of $586.99 to $710.27 from the current $648.63. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.

What does the DE 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 DE 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.

Deere & Company (DE) 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.

Deere & Company (DE) operates in the Industrials sector, specifically the Agricultural - Machinery industry, with a market capitalization near $175.46B, listed on NYSE, employing roughly 73,100 people, carrying a beta of 0.87 to the broader market. Deere & Company is a global manufacturer and distributor of a wide range of equipment. Led by John C. May, public since 1972-06-01.

Snapshot as of Oct 13, 2026.

Spot Price: $648.63
Expected Move: 9.5%
Implied High: $710.27
Implied Low: $586.99
Front DTE: 31 days

As of Oct 13, 2026, Deere & Company (DE) has an expected move of 9.50%, a one-standard-deviation implied price range of roughly $586.99 to $710.27 from the current $648.63. 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.

DE Strategy Sizing to the Expected Move

With Deere & Company pricing an expected move of 9.50% from $648.63, 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 DE 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 9.50%, anchoring an implied range of approximately $586.99 to $710.27. 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.

DE 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. DE term-structure is in backwardation (slope -0.006), so near-dated tenors price in disproportionate vol - usually because of a known event in the front-month window.

Sizing DE 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. DE put/call volume ratio currently at 0.94 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 →

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 DE derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $648.63 × (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	3	37.6%	3.4%	$670.74	$626.52
Oct 23, 2026	10	35.6%	5.9%	$686.85	$610.41
Oct 30, 2026	17	34.4%	7.4%	$696.78	$600.48
Nov 6, 2026	24	33.5%	8.6%	$704.35	$592.91
Nov 13, 2026	31	33.1%	9.6%	$711.20	$586.06
Nov 20, 2026	38	32.5%	10.5%	$716.65	$580.61
Nov 27, 2026	45	36.2%	12.7%	$731.08	$566.18
Dec 18, 2026	66	34.9%	14.8%	$744.89	$552.37
Jan 15, 2027	94	33.4%	16.9%	$758.57	$538.69
Feb 19, 2027	129	34.2%	20.3%	$780.51	$516.75
Mar 19, 2027	157	34.2%	22.4%	$794.12	$503.14
Jun 17, 2027	247	34.6%	28.5%	$833.25	$464.01
Sep 17, 2027	339	34.7%	33.4%	$865.54	$431.72
Dec 17, 2027	430	35.0%	38.0%	$895.04	$402.22
Jan 21, 2028	465	35.1%	39.6%	$905.60	$391.66
Jan 19, 2029	829	35.2%	53.0%	$992.72	$304.54

Frequently asked DE expected move questions

What is the current DE expected move?: As of Oct 13, 2026, Deere & Company (DE) has an expected move of 9.50% over the next 31 days, implying a one-standard-deviation price range of $586.99 to $710.27 from the current $648.63. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
What does the DE 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 DE 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.