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 $20.72B, listed on NYSE, employing roughly 16,000 people, carrying a beta of 1.31 to the broader market. Mettler-Toledo International Inc. Led by Patrick K. Kaltenbach, public since 1997-11-14.

Snapshot as of May 15, 2026.

Spot Price
$1034.60
Expected Move
9.1%
Implied High
$1129.22
Implied Low
$939.98
Front DTE
34 days

As of May 15, 2026, Mettler-Toledo International Inc. (MTD) has an expected move of 9.15%, a one-standard-deviation implied price range of roughly $939.98 to $1129.22 from the current $1034.60. 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 9.15% from $1034.60, 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 MTD derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $1034.60 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.

ExpirationDTEATM IVExpected MoveImplied HighImplied Low
Jun 18, 20263431.9%9.7%$1135.33$933.87
Jul 17, 20266330.6%12.7%$1166.13$903.07
Oct 16, 202615431.8%20.7%$1248.30$820.90
Nov 20, 202618932.3%23.2%$1275.07$794.13
Jan 15, 202724531.6%25.9%$1302.45$766.75

Frequently asked MTD expected move questions

What is the current MTD expected move?
As of May 15, 2026, Mettler-Toledo International Inc. (MTD) has an expected move of 9.15% over the next 34 days, implying a one-standard-deviation price range of $939.98 to $1129.22 from the current $1034.60. 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.