# Expected-move extremes

Canonical: https://halfonadouble.com/screens/expected-move-extremes
Data through: 2026-10-16 close
Publisher: Half on a Double

Which liquid tickers carried the largest near-term one-standard-deviation option-implied moves on Oct 16, 2026?

Near-term ATM implied volatility scaled by the square root of time. The front window prefers expirations from 2–21 DTE and falls back to the nearest positive-DTE expiration.

Results unavailable: This view requires option-pricing inputs that are outside the public aggregate dataset. This is not a zero-match result.

[Definitions and limitations](https://halfonadouble.com/methodology.md).