Delayed derived options structure
TAPE·PIN
Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00

QQQ expected move this week is ±5.15 (0.71%) to 2026-09-21, range 716.30–726.60.

From ATM call+put close on 2026-09-18. Not bid/ask mid. DTE 0 rows are expired by publish time.

This week's band

716.3726.6spot 721.45

Term structure · expected move %

3d0.71%4d0.97%5d1.23%6d1.41%7d1.57%10d1.79%11d1.91%
ExpiryDTEATMMove $Move %Source
2026-09-180721.0±1.570.22%close_straddle
2026-09-213721.0±5.150.71%close_straddle
2026-09-224721.0±7.000.97%close_straddle
2026-09-235721.0±8.851.23%close_straddle
2026-09-246721.0±10.191.41%close_straddle
2026-09-257721.0±11.301.57%close_straddle
2026-09-2810721.0±12.931.79%close_straddle
2026-09-2911721.0±13.791.91%close_straddle

Questions

What is QQQ expected move this week?

On the 2026-09-18 close, the ATM call+put straddle for 2026-09-21 was ±5.15. That is a delayed close price, not NBBO mid, and not a forecast.

What is QQQ expected move today?

This site publishes after the cash close plus 180 minutes. Use the shortest live expiry on the table, not a 0DTE row after it has expired.

What is QQQ expected move for earnings?

This page is the weekly close-straddle term structure. It is not an earnings implied move. No earnings date is asserted here.