Ford Motor Company (F) 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.
Ford Motor Company (F) operates in the Consumer Cyclical sector, specifically the Auto - Manufacturers industry, with a market capitalization near $53.17B, listed on NYSE, employing roughly 170,000 people, carrying a beta of 1.66 to the broader market. Ford Motor Company develops, delivers, and services a range of Ford trucks, commercial cars and vans, sport utility vehicles, and Lincoln luxury vehicles worldwide. Led by James Duncan Farley Jr., public since 1972-06-01.
Snapshot as of May 15, 2026.
- Spot Price
- $13.43
- Expected Move
- 10.5%
- Implied High
- $14.84
- Implied Low
- $12.02
- Front DTE
- 28 days
As of May 15, 2026, Ford Motor Company (F) has an expected move of 10.51%, a one-standard-deviation implied price range of roughly $12.02 to $14.84 from the current $13.43. 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.
F Strategy Sizing to the Expected Move
With Ford Motor Company pricing an expected move of 10.51% from $13.43, 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 F derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $13.43 × (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 | 43.0% | 6.0% | $14.23 | $12.63 |
| May 29, 2026 | 14 | 38.0% | 7.4% | $14.43 | $12.43 |
| Jun 5, 2026 | 21 | 37.1% | 8.9% | $14.63 | $12.23 |
| Jun 12, 2026 | 28 | 37.3% | 10.3% | $14.82 | $12.04 |
| Jun 18, 2026 | 34 | 35.6% | 10.9% | $14.89 | $11.97 |
| Jun 26, 2026 | 42 | 36.0% | 12.2% | $15.07 | $11.79 |
| Jul 17, 2026 | 63 | 37.1% | 15.4% | $15.50 | $11.36 |
| Sep 18, 2026 | 126 | 38.7% | 22.7% | $16.48 | $10.38 |
| Dec 18, 2026 | 217 | 38.7% | 29.8% | $17.44 | $9.42 |
| Jan 15, 2027 | 245 | 38.5% | 31.5% | $17.67 | $9.19 |
| Mar 19, 2027 | 308 | 39.9% | 36.7% | $18.35 | $8.51 |
| Jun 17, 2027 | 398 | 39.6% | 41.4% | $18.98 | $7.88 |
| Dec 17, 2027 | 581 | 39.6% | 50.0% | $20.14 | $6.72 |
| Jan 21, 2028 | 616 | 39.6% | 51.4% | $20.34 | $6.52 |
F highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $14.00 | May 29, 2026 | 43.9K | 2.2K | 39.9% | $0.21 | $0.22 |
| CALL | $15.00 | May 29, 2026 | 42.5K | 45.5K | 45.8% | $0.07 | $0.08 |
| CALL | $15.00 | Jun 18, 2026 | 27.4K | 71.3K | 40.7% | $0.18 | $0.20 |
| CALL | $14.00 | May 29, 2026 | 43.9K | 2.2K | 39.9% | $0.21 | $0.22 |
| PUT | $7.85 | Jan 15, 2027 | 7 | 75.6K | 45.1% | $0.11 | $0.14 |
| CALL | $15.00 | Jun 18, 2026 | 27.4K | 71.3K | 40.7% | $0.18 | $0.20 |
| CALL | $16.85 | Jan 15, 2027 | 13.9K | 25.3K | 40.1% | $0.70 | $0.77 |
| CALL | $14.85 | Jan 15, 2027 | 4.8K | 53.1K | 38.8% | $1.15 | $1.19 |
| CALL | $17.00 | Jul 17, 2026 | 12.1K | 52.6K | 45.3% | $0.15 | $0.17 |
Top 9 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked F expected move questions
- What is the current F expected move?
- As of May 15, 2026, Ford Motor Company (F) has an expected move of 10.51% over the next 28 days, implying a one-standard-deviation price range of $12.02 to $14.84 from the current $13.43. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the F 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 F 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.