Information Services Group, Inc. (III) 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.
Snapshot as of May 8, 2026.
- Spot Price
- $4.11
- Expected Move
- 5.8%
- Implied High
- $4.35
- Implied Low
- $3.87
- Front DTE
- 41 days
As of May 8, 2026, Information Services Group, Inc. (III) has an expected move of 5.82%, a one-standard-deviation implied price range of roughly $3.87 to $4.35 from the current $4.11. 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.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for III derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $4.11 × (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 15, 2026 | 7 | 20.3% | 2.8% | $4.23 | $3.99 |
| Jun 18, 2026 | 41 | 62.4% | 20.9% | $4.97 | $3.25 |
| Aug 21, 2026 | 105 | 100.9% | 54.1% | $6.33 | $1.89 |
| Nov 20, 2026 | 196 | 88.2% | 64.6% | $6.77 | $1.45 |
Frequently asked III expected move questions
- What is the current III expected move?
- As of May 8, 2026, Information Services Group, Inc. (III) has an expected move of 5.82% over the next 41 days, implying a one-standard-deviation price range of $3.87 to $4.35 from the current $4.11. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the III 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 III 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.