Your chart shows where price is.
Daily Implied Move shows how far it can travel.
Every morning, the options market prices in an expected move for the day. Daily Implied Move surfaces that range across your watchlist — so you walk into the open knowing the realistic playing field, not guessing at it.
ANNUAL SUBSCRIPTION · CANCEL ANYTIME · INCLUDED WITH YOUR PFP MEMBERSHIP
You set a profit target — and price stalls two points short. Again.
You get stopped out on a move that felt violent in the moment — but was just an ordinary day’s range.
You size the same on a quiet Tuesday as you do on a CPI morning, because nothing told you they were different animals.
Here’s what’s missing: the market prices the day’s expected range into options every single morning. It’s a number. It’s knowable before the open. Most traders never look at it — so they target moves that were never on the table, and get shaken out by moves that were completely normal.
The day has a range before it starts.
Daily Implied Move shows you what it is.
How far is price expected to move today? Where’s the realistic ceiling and floor? Is the market pricing a big day or a quiet one? Daily Implied Move answers all of it — updated each morning, across [100+] tickers.
Expected Daily Move
The market’s priced one-day move, in dollars and percent — pulled from live options pricing and updated every morning. This is the realistic distance price is expected to cover today, before you set a single target.
Expected Range — Upper & Lower
The implied high and low for the session. These are your realistic target and stop boundaries: where price is statistically likely to stay, and a meaningful signal when it breaks out of the band. Stop targeting moves outside the day’s expected range.
Implied vs. Realized
Is today’s expected move rich or cheap versus how this ticker has actually been moving lately? Tells you when options are overpricing the day (fade the range) or underpricing it (a move may be coming).
Weekly / Event Move
The expected move through the week — and the isolated implied move heading into earnings or a scheduled catalyst. Know how much event risk is already priced in before you hold through it.
| Ticker | Spot | Expiry | ± Move | ± % |
|---|---|---|---|---|
| SPYS&P 500 ETF | 548.20 | Jun 19 | ±$3.40 | 0.62% |
| QQQNasdaq 100 ETF | 472.85 | Jun 19 | ±$3.95 | 0.84% |
| IWMRussell 2000 ETF | 201.40 | Jun 19 | ±$2.05 | 1.02% |
| NVDANVIDIA | 131.26 | Jun 20 | ±$4.10 | 3.12% |
| TSLATesla | 182.47 | Jun 20 | ±$6.85 | 3.75% |
| AAPLApple | 209.68 | Jun 20 | ±$2.55 | 1.22% |
Daily Implied Move — expected range for the session, per ticker. Representative view; live app UI to come.
[LIVE PROOF EXAMPLE — headline of a real, timestamped call]
On [date], Daily Implied Move showed [TICKER]’s expected range as [low]–[high], noted in the morning commentary at [time] MT, before the open.
→ [TICKER] closed at [price] — inside the band. The day’s move landed exactly where the options market said it would.
This isn’t hindsight. The options market prices the expected range every morning — Daily Implied Move just makes it readable, before the day plays out.
Structure tells you where.
Implied Move tells you how far.
GammaLens shows you where price is drawn — the strikes institutions defend, the pivots that flip dealer flow. Daily Implied Move shows you how far price can realistically travel to get there.
Used together, you stop setting targets price was never going to reach today, and you stop mistaking a normal day’s range for a breakout. The levels that matter — and whether today’s expected move is even large enough to reach them.
Both included in your PFP membership. One system, built to be read together.
The PFP course — Positioning, Flows & Price Action.
Daily Implied Move and GammaLens are the real-time tools. The PFP course is the complete system for understanding what they’re telling you — and how to act on it.
357 minutes of structured content
Positioning, flows, price action, setups, risk management, and the neuroscience of trading. Built for day traders, swing traders, and portfolio hedgers.
Direct access to Chris Capre
Weekly webinars: market analysis, trade feedback, live Q&A. All sessions recorded. Ask your questions in real time.
Published every Monday open
How flows and dealer hedges moved markets last week. Where institutional players are positioned for the week ahead. Who’s in control, and at what levels.
Levels, commentary, Discord
Key positional levels for SPY/QQQ each morning. Morning market commentary Tue–Fri. Live Discord access during market hours (9am–2pm ET).
The apps + PFP Course
More apps are coming — and the price rises as we add them. Join now to lock in today’s rate.
Everything above, plus GammaLens and Daily Implied Move live across [100+] tickers — with OptionsLens included at launch.
Annual subscription · Cancel anytime · Instant access to all course content, apps, and live sessions.
Join now — $999/yearChris Capre — trader, educator, neuroscientist-in-training.
Former Wall Street broker and hedge fund trader. Chris built 2nd Skies Trading in 2007 with one purpose: teach traders how markets actually work — through positioning, flows, and price action, not lagging indicators and retail mythology. He is currently completing an MSc in Biomedical Neuroscience at the University of Florida, with a focus on how the brain drives trading performance.
How is the implied move calculated?
It’s derived from live options pricing — the market’s own read on how far price is likely to move — and refreshed each morning. You don’t need to run any math; the app surfaces the expected move and range for you.
How is this different from GammaLens?
GammaLens shows you structure — the strikes and levels institutions are positioned around. Daily Implied Move shows you range — how far price is expected to travel today. They answer different questions and are built to be used together.
Is this just for options traders?
No. The expected daily range helps any directional trader: it frames realistic targets and stops, and tells you whether to size up or down based on the day’s expected volatility. If you trade equities, ETFs, or index products, it’s relevant to every trade.
What tickers are covered?
[100+] tickers — the same universe as GammaLens.
Is it included in my membership?
Yes. Daily Implied Move is included in the annual PFP subscription at no extra cost — alongside GammaLens, and OptionsLens at launch.
Know the range before the open.
Stop targeting moves that were never on the table. Start trading inside the day the market actually priced.
Join now — $999/year