How is the 1-day expected range worked out?

From the at-the-money implied volatility of the nearest expiration at the previous close, divided by the square root of 252, the number of trading days in a year. An implied volatility of 32% gives a range of about plus or minus 2.0%.

Where today's IV30 sits against the past year: the share of the past year's daily values that today's IV30 is above. 70% or more counts as Elevated, 30% or less as Subdued and anything between as Moderate.

Why does the expected range chart show a different group each time?

It opens on a random one of its 12 groups, or the last one you viewed in this browser session. Use the arrows to move between groups.

Does the page update by itself?

No. It shows the latest values when it loads; reload it for newer ones. Before the open, and on weekends and holidays, it shows the last trading day.

Is Options Broad View free?

Yes, for everyone, with no sign-in needed.

Feature guide · Updated November 12, 2026

Options Broad View

Options Broad View shows on one free page today's price change for groups of ETFs and stocks against the one-day range their options imply, the 30-day implied volatility (IV30) of SPY, IWM and QQQ through the day, how many S&P 500 stocks have elevated, moderate or subdued IV rank and whether their IV30 rose or fell, and today's change for the sector ETFs.

Open Options Broad View

1 · What it is

What is Options Broad View?

Options Broad View, also called the Options Market Dashboard, is a quick read on the options market for the day: are stocks moving more or less than their options expected, is implied volatility rising or falling, how many S&P 500 stocks have high implied volatility, and which sectors are up. It puts these charts on one free page, built from the stocks and ETFs we track.

2 · How we build it

How the charts are built

Expected range. The 1 Day Expected Range for each symbol is the at-the-money implied volatility of its nearest expiration at the previous close, scaled to one trading day: divided by the square root of 252. An implied volatility of 32% gives a range of about ±2.0%.
Actual change. Each dot is the symbol's change from the previous close to its latest price: green up, red down. Symbols are sorted from the biggest gain to the biggest loss.
12 groups. Sector and Broad-Based ETFs (with SPY, IWM and QQQ), Most Active Products (the 12 stocks, not ETFs, with the most option volume today), Broad Economy ETFs, Commodity and Dollar-Sensitive ETFs, Interest Rate-Sensitive ETFs, Mixed-Industry ETFs, and the 12 stocks with the most option volume today in each of Consumer Cyclical, Technology, Financial Services, Basic Materials, Communication Services and Healthcare. The chart opens on a random group, or the last one you viewed in this browser session.
IV30 charts. For SPY, IWM and QQQ: IV30 - implied volatility for a 30-day period - through the day against the previous close, the price and its change, and today's option volume with the share in calls and in puts.
S&P 500 Summary. How many S&P 500 stocks have an IV rank of 70% or more (Elevated), 30% or less (Subdued) or in between (Moderate), and how many saw IV30 rise or fall since the previous close.
Sector ETF Performance. Today's price change for 11 Select Sector SPDR ETFs - XLB, XLC, XLE, XLF, XLI, XLK, XLP, XLRE, XLU, XLV and XLY - from best to worst.
Which day. The latest values of the current session; before the open, and on weekends and holidays, the last trading day. The page doesn't refresh itself; reload it for newer values.

The expected range is a one-standard-deviation estimate from option prices, so moves beyond it are not rare. Nothing on the page is a buy or sell signal.

3 · Questions it answers

What you can find out

Is the market moving more than options expected today?

In the 1 Day Actual Change chart, a dot outside its bar means the symbol has moved more today than its options priced in for one day; a dot near zero inside a wide bar means a quiet day so far. Hover for the numbers. See today's moves

Is implied volatility rising today on SPY, QQQ or IWM?

Each IV30 chart shows the day's IV30 against the dashed line of the previous close, with the change in percent above it. Rising IV30 means options have become more expensive. Implied and historical volatility

How many S&P 500 stocks have high implied volatility right now?

The S&P 500 IV Rankings pie splits the index's stocks into Elevated, Moderate and Subdued IV rank, and S&P 500 30-Day IV Movers counts how many saw IV30 rise or fall today. How IV rank is worked out

Which sectors are up or down today?

Sector ETF Performance ranks the sector ETFs by today's change. For their implied volatility and returns over longer periods, follow the link to Market Snapshot. Open Market Snapshot

Which heavily traded stocks are moving more than their options priced?

Use the arrows to reach Most Active Products or one of the sector groups, each the stocks with the most option volume today. Click a symbol under the chart to open its page. Today's option volume by stock

4 · Where to find it

Where to find it

Menu: Options › Features › Options Broad View, or go straight to /Home/DailyDashboard.

Options Broad View is free for everyone, with no sign-in needed.

What each chart shows

Chart	What it shows
1 Day Actual Change(%) -vs- 1 Day Expected Range(±)	Each symbol's change since the previous close against the one-day range from its implied volatility, one group at a time
30-Day Implied Volatility	IV30 through the day for SPY, IWM and QQQ, with the price and today's option volume
S&P 500 IV Rankings	The S&P 500 stocks by IV rank level: Elevated, Moderate or Subdued
S&P 500 30-Day IV Movers	How many S&P 500 stocks saw IV30 rise (Gainers) or fall (Decliners) since the previous close, with the share of each
Sector ETF Performance	Today's change for 11 sector ETFs, best first

FAQ

How is the 1-day expected range worked out?: From the at-the-money implied volatility of the nearest expiration at the previous close, divided by the square root of 252, the number of trading days in a year. An implied volatility of 32% gives a range of about plus or minus 2.0%.
What is IV rank?: Where today's IV30 sits against the past year: the share of the past year's daily values that today's IV30 is above. 70% or more counts as Elevated, 30% or less as Subdued and anything between as Moderate.
Why does the expected range chart show a different group each time?: It opens on a random one of its 12 groups, or the last one you viewed in this browser session. Use the arrows to move between groups.
Does the page update by itself?: No. It shows the latest values when it loads; reload it for newer ones. Before the open, and on weekends and holidays, it shows the last trading day.
Is Options Broad View free?: Yes, for everyone, with no sign-in needed.
Is a move outside the expected range a trading signal?: No. The range is a one-standard-deviation estimate from option prices, so moves beyond it are not rare, and nothing on the page says where a stock goes next.

Market Snapshot Implied Volatility Movers Option Volume Report Implied and historical volatility

Terms on this page

IV30 IV rank Expected move Implied volatility

Market Chameleon provides data, not investment advice.