Mettler-Toledo International Inc. (MTD) 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.
Mettler-Toledo International Inc. (MTD) operates in the Healthcare sector, specifically the Medical - Diagnostics & Research industry, with a market capitalization near $29.07B, listed on NYSE, employing roughly 16,600 people, carrying a beta of 1.23 to the broader market. Mettler-Toledo International Inc. Led by Patrick K. Kaltenbach, public since 1997-11-14.
Snapshot as of Aug 14, 2026.
- Spot Price
- $1418.03
- Expected Move
- 7.0%
- Implied High
- $1516.82
- Implied Low
- $1319.24
- Front DTE
- 35 days
As of Aug 14, 2026, Mettler-Toledo International Inc. (MTD) has an expected move of 6.97%, a one-standard-deviation implied price range of roughly $1319.24 to $1516.82 from the current $1418.03. 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.
MTD Strategy Sizing to the Expected Move
With Mettler-Toledo International Inc. pricing an expected move of 6.97% from $1418.03, 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 MTD 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 6.97%, anchoring an implied range of approximately $1319.24 to $1516.82. 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.
MTD 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. MTD term-structure is in contango (slope 0.015), so longer-dated tenors price in proportionally more vol than √time scaling alone would suggest - typically because long-dated cycles include uncertain macro states. With IV rank at 4.4%, the implied move is at the low end of the typical MTD range - cheap optionality for buyers, thin premium for sellers.
Sizing MTD 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. MTD put/call volume ratio currently at 0.15 indicates speculative call flow dominates - look for upside-skewed sentiment. 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 →
Per-expiration expected move for MTD derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $1418.03 × (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 | 24.4% | 3.4% | $1465.95 | $1370.11 |
| Sep 18, 2026 | 35 | 24.3% | 7.5% | $1524.73 | $1311.33 |
| Oct 16, 2026 | 63 | 25.8% | 10.7% | $1570.02 | $1266.04 |
| Nov 20, 2026 | 98 | 29.4% | 15.2% | $1634.05 | $1202.01 |
| Jan 15, 2027 | 154 | 28.1% | 18.3% | $1676.85 | $1159.21 |
| May 21, 2027 | 280 | 29.9% | 26.2% | $1789.39 | $1046.67 |
| Aug 20, 2027 | 371 | 29.7% | 29.9% | $1842.63 | $993.43 |
| Nov 19, 2027 | 462 | 30.3% | 34.1% | $1901.43 | $934.63 |
| Dec 17, 2027 | 490 | 30.2% | 35.0% | $1914.22 | $921.84 |
Frequently asked MTD expected move questions
- What is the current MTD expected move?
- As of Aug 14, 2026, Mettler-Toledo International Inc. (MTD) has an expected move of 6.97% over the next 35 days, implying a one-standard-deviation price range of $1319.24 to $1516.82 from the current $1418.03. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the MTD 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 MTD 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.