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SPY expected move (delayed 1σ)

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Spot765.15
EM low759.95
EM high770.35
Flip

OTM put wing fattening vs ATM — downside fear bid (confirm with rails/candle; not a trigger).

Updated 2026-08-31T12:09:38.918112-04:00

The 1σ expected move is the options market’s implied range for the session, from ATM IV. Tagging the band edge is a level, not a trigger — you still want a candle and a wall or flip nearby. Delayed public print only.

Read: SPY expected move for 0DTE · gamma walls · all delayed levels

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Not investment advice. Delayed public data only.