SPX Expected Move Performance — 2026
In 2026 so far, 62% of weeks touched the pre-open expected-move band (18 of 29 weeks), and 40% of trading days moved at least as much as the previous session's daily expected move. Longest weekly streak: 5 weeks.
- Weekly EM touched: 18/29
- Daily EM hit rate: 40% (54/135)
- Longest weekly streak: 5
- Avg weekly EM: 132.15