Trump Media & Technology Group Corp. (DJT) 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.
Trump Media & Technology Group Corp. (DJT) operates in the Communication Services sector, specifically the Internet Content & Information industry, with a market capitalization near $2.48B, listed on NASDAQ, employing roughly 29 people, carrying a beta of 4.18 to the broader market. Trump Media & Technology Group Corp. Led by Devin G. Nunes, public since 1970-01-02.
Snapshot as of May 15, 2026.
- Spot Price
- $8.72
- Expected Move
- 18.8%
- Implied High
- $10.36
- Implied Low
- $7.08
- Front DTE
- 28 days
As of May 15, 2026, Trump Media & Technology Group Corp. (DJT) has an expected move of 18.84%, a one-standard-deviation implied price range of roughly $7.08 to $10.36 from the current $8.72. 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.
DJT Strategy Sizing to the Expected Move
With Trump Media & Technology Group Corp. pricing an expected move of 18.84% from $8.72, 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.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for DJT derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $8.72 × (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 |
|---|---|---|---|---|---|
| May 22, 2026 | 7 | 59.0% | 8.2% | $9.43 | $8.01 |
| May 29, 2026 | 14 | 63.0% | 12.3% | $9.80 | $7.64 |
| Jun 5, 2026 | 21 | 65.8% | 15.8% | $10.10 | $7.34 |
| Jun 12, 2026 | 28 | 60.3% | 16.7% | $10.18 | $7.26 |
| Jun 18, 2026 | 34 | 73.8% | 22.5% | $10.68 | $6.76 |
| Jun 26, 2026 | 42 | 71.9% | 24.4% | $10.85 | $6.59 |
| Jul 17, 2026 | 63 | 73.4% | 30.5% | $11.38 | $6.06 |
| Sep 18, 2026 | 126 | 78.4% | 46.1% | $12.74 | $4.70 |
| Oct 16, 2026 | 154 | 78.2% | 50.8% | $13.15 | $4.29 |
| Nov 20, 2026 | 189 | 79.8% | 57.4% | $13.73 | $3.71 |
| Dec 18, 2026 | 217 | 79.7% | 61.5% | $14.08 | $3.36 |
| Jan 15, 2027 | 245 | 79.7% | 65.3% | $14.41 | $3.03 |
| Jan 21, 2028 | 616 | 80.9% | 105.1% | $17.88 | $-0.44 |
Frequently asked DJT expected move questions
- What is the current DJT expected move?
- As of May 15, 2026, Trump Media & Technology Group Corp. (DJT) has an expected move of 18.84% over the next 28 days, implying a one-standard-deviation price range of $7.08 to $10.36 from the current $8.72. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the DJT 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 DJT 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.