SPX Expected Move Performance — 2026
In 2026 so far, 57% of weeks touched the pre-open expected-move band (20 of 35 weeks), and 41% of trading days moved at least as much as the previous session's daily expected move. Longest weekly streak: 5 weeks.
- Weekly EM touched: 20/35
- Daily EM hit rate: 41% (69/169)
- Longest weekly streak: 5
- Avg weekly EM: 127.38