What is the current DE expected move?

As of Aug 14, 2026, Deere & Company (DE) has an expected move of 10.22% over the next 28 days, implying a one-standard-deviation price range of $547.66 to $672.32 from the current $609.99. 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 $167.30B, listed on NYSE, employing roughly 73,100 people, carrying a beta of 0.90 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 Aug 14, 2026.

Spot Price: $609.99
Expected Move: 10.2%
Implied High: $672.32
Implied Low: $547.66
Front DTE: 28 days

As of Aug 14, 2026, Deere & Company (DE) has an expected move of 10.22%, a one-standard-deviation implied price range of roughly $547.66 to $672.32 from the current $609.99. 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 10.22% from $609.99, 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 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 10.22%, anchoring an implied range of approximately $547.66 to $672.32. 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 -0.014), so near-dated tenors price in disproportionate vol - usually because of a known event in the front-month window. Combined with the 72.6% IV rank, the implied move is meaningfully wider than the typical DE trailing range, so even premium-selling structures need wide wings to absorb the elevated regime.

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 1.40 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 →

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 $609.99 × (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
Aug 21, 2026	7	49.3%	6.8%	$651.64	$568.34
Aug 28, 2026	14	41.8%	8.2%	$659.93	$560.05
Sep 4, 2026	21	37.4%	9.0%	$664.71	$555.27
Sep 11, 2026	28	36.1%	10.0%	$670.98	$549.00
Sep 18, 2026	35	34.7%	10.7%	$675.54	$544.44
Sep 25, 2026	42	34.3%	11.6%	$680.96	$539.02
Oct 2, 2026	49	34.7%	12.7%	$687.54	$532.44
Dec 18, 2026	126	34.1%	20.0%	$732.20	$487.78
Jan 15, 2027	154	33.1%	21.5%	$741.14	$478.84
Feb 19, 2027	189	33.8%	24.3%	$758.35	$461.63
Mar 19, 2027	217	33.8%	26.1%	$768.96	$451.02
Jun 17, 2027	307	34.4%	31.5%	$802.43	$417.55
Dec 17, 2027	490	35.3%	40.9%	$859.48	$360.50
Jan 21, 2028	525	35.5%	42.6%	$869.70	$350.28

Frequently asked DE expected move questions

What is the current DE expected move?: As of Aug 14, 2026, Deere & Company (DE) has an expected move of 10.22% over the next 28 days, implying a one-standard-deviation price range of $547.66 to $672.32 from the current $609.99. 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.