SPX expected move over 30 days, with expiry markers
Recorded in cvforge on June 21, 2026 by ConvexValue · Published July 25, 2026
The 30-day expected move for SPX with markers on this week’s expirations and the 30-day expiration, so the near-term and the horizon are on the same picture.
Exact prompt
Give me a graphic to visualize expected move for $SPX for the next 30 days. Give me markers for this week's expirations and the 30 day expiration.
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
implied_volatility, delta, strike_price, expiration_date, underlying_price, fair_market_value
How to read it
Expected move scales with the square root of time, so a 30-day figure is not five times a weekly one — and putting both markers on the same graphic makes the compression visible instead of leaving it as arithmetic.
The markers matter for a second reason: expected move is only defined against a specific expiration. Quoting a “30-day expected move” when the nearest expiration is 23 or 37 days away involves interpolation, and seeing which real expirations bracket the horizon tells you how much of the number is measured and how much is inferred.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Where it went next
The build did not stop at the first prompt. Each follow-up below was typed into the same session, against the same running app.
Follow-up 1
Follow-up prompt 1
Lets incorporate a monte-carlo simulator
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- These are risk-neutral probabilities implied by option prices, not forecasts. They shift with volatility as much as with expectations.
- Anything derived from implied volatility inherits the model behind it; treat the numbers as a market-implied range, not a measurement.
Related demos
- A session-open expected move board for SPX, SPY or any stock
- META implied price ranges over the next 60 days
- Building an SPX probability cone at one and two standard deviations
Search focus: spx expected move 30 days. Related: spx expected move chart with expirations, 30 day implied move index. Originally posted on X.