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

SPY expected move this week is ±3.84 (0.50%) to 2026-09-21, range 757.85–765.53.

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

757.85765.53spot 761.69

Term structure · expected move %

3d0.50%4d0.70%5d0.86%6d1.01%7d1.14%10d1.31%11d1.45%
ExpiryDTEATMMove $Move %Source
2026-09-180762.0±0.880.12%close_straddle
2026-09-213762.0±3.840.50%close_straddle
2026-09-224762.0±5.330.70%close_straddle
2026-09-235762.0±6.540.86%close_straddle
2026-09-246762.0±7.661.01%close_straddle
2026-09-257762.0±8.701.14%close_straddle
2026-09-2810762.0±10.001.31%close_straddle
2026-09-2911762.0±11.031.45%close_straddle

Questions

What is SPY expected move this week?

On the 2026-09-18 close, the ATM call+put straddle for 2026-09-21 was ±3.84. That is a delayed close price, not NBBO mid, and not a forecast.

What is SPY 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 SPY 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.