How to calculate expected move based on Implied Vol?

Discussion in 'Options' started by carmine782, Oct 5, 2011.

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  1. Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that?
     

  2. .....i think joe is going to get some help from spin, check with him...
     
  3. Nah, I think you should take care of it with one of your other Elite Trader handles
     
  4. baro-san

    baro-san

    Plug it in a B-S model and see where's the breakeven.
     
  5. Hmmmm, I always thought the vol IS the breakeven...
     
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