"Expected Move Differential"

April 3rd, 2013, 03:32 AM

I'd always wondered how in ThinkOrSwim they came up with the "Expected Move Differential" function which is
available to use as a "Marketwatch" "Quotes" column only. There was just a general description in the TOS reference material.

Then one day I happened to see this video on youtube where the TOS founder explains it in detail on a Tastytrade clip:

Option Trading Math - Calculating [AUTOLINK]Expected Move[/AUTOLINK] and Probability of Success - YouTube

update:

np, BM. Attached .jpg showing the "Expected Move Diff" column in Marketwatch pane to better show what I'm referring to.

April 3rd, 2013, 05:48 AM

Don't use tos haven't seen video, but from name only sounds like their version of a measured move

Sent from my Nexus 4

April 3rd, 2013, 05:53 AM

Ah nope

they are talking options. My bad

Sent from my Nexus 4

"Expected Move Differential"

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"Expected Move Differential"