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SPY Analytics
Expected Moves Overview
Highest Implied Move
th percentile
Most Accurate
Insufficient data
High Volatility Timeframes
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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