Expected move is the amount that a stock is predicted to increase
or decrease from its current price, based on the current level of
implied volatility.
This project calculates the expected move of a given ticker
TODO: recommend options positions to hedge against potential downside.
VOO Implied Moves
2025-03-28: 1.76%
2025-04-04: 2.6%
2025-04-11: 3.15%
2025-04-17: 3.09%
2025-04-25: 4.0%
2025-05-02: 4.29%
2025-05-16: 4.34%
2025-07-18: 6.96%
2025-10-17: 9.59%
2025-12-19: 11.32%
2026-01-16: 11.66%
2027-01-15: 18.15%
MSFT Implied Moves
2025-03-28: 2.01%
2025-04-04: 2.97%
2025-04-11: 3.37%
2025-04-17: 3.86%
2025-04-25: 5.13%
2025-05-02: 6.69%
2025-05-16: 6.95%
2025-06-20: 8.57%
2025-07-18: 9.79%
2025-08-15: 11.41%
2025-09-19: 11.94%
2025-10-17: 13.56%
2025-12-19: 15.65%
2026-01-16: 16.43%
2026-03-20: 17.72%
2026-06-18: 20.73%
2026-12-18: 25.0%
2027-01-15: 25.01%
2027-06-17: 28.87%
2027-12-17: 32.27%
python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
deactivate