Expected move (EM) Is the price level (Up or Down) that a stock is expected to move from the current price level based on the current level of Implied volatility (IV). Implied volatility (IV) of an option contract is that value of the volatility of the underlying instrument which, when input in an option pricing model (such as Black– Scholes), will return a theoretical value equal to the current market price of said option. Expected Moves can be plotted for Charts with Implied Volatility and can be viewed also on RadarScreen for multiple stocks.
