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SPY Analytics
Expected Moves Overview
Highest Implied Move
0th percentile
Most Accurate
Insufficient data
High Volatility Timeframes
0
Above 85th percentile
Range Breach
All ranges intact
Price within expected move
Net Greeks
Net Gamma
-5.74B
-4.36B
High Volatility
Net Delta
49.37M
-37.70M
Neutral
Market Analytics
Market Containment Accuracy
Weekly
Monthly (Standard)
Quarterly
Expected Move Volatility Leaders
Top 5 (1W)
Bottom 5 (1W)
Top 5 (1M)
Bottom 5 (1M)
Market Expected Moves
| Symbol | Move % | Range Breach | Underlying | Upper Level | Lower Level | Period | Expiration |
|---|---|---|---|---|---|---|---|
| IWM | ±8.65% | Within | $243.34 | 221.02 | 262.90 | Quarterly | 2025-12-31 |
| QQQ | ±7.60% | Within | $605.49 | 554.72 | 646.02 | Quarterly | 2025-12-31 |
| SPY | ±5.96% | Within | $667.80 | 626.50 | 705.86 | Quarterly | 2025-12-31 |
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