Enter a ticker and a number of days. The tool reads that symbol's 30-day implied volatility from this site's delayed quote feed and converts it into an expected move in dollars.
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IV30 is the market's 30-day implied volatility for that symbol, quoted as an annualized percentage — 12 means 12% a year, not 12% a month. To use it over a shorter window you scale it by the square root of the time you are holding, so the one-standard-deviation move is:
price × (IV30 ÷ 100) × √(days ÷ 365)
The result is a band, not a forecast. Roughly two-thirds of outcomes sit inside a 1-sigma range and roughly one in three falls outside it, and the band says nothing about direction: the price can leave it upward or downward. The arithmetic line under the result shows the exact numbers used, so you can reproduce it.
A last price of $376.88 with IV30 of 12 over 30 days: √(30 ÷ 365) = 0.286691, and 376.88 × 0.12 × 0.286691 = $12.9658, shown as +$12.97 / −$12.97. That is 3.44% of the price, so the band runs $363.91 to $389.85. Double the horizon to 60 days and the percentage only reaches 4.87%, because time enters under a square root rather than linearly.
Nothing about which way the price goes, and nothing about what actually happens: realised moves routinely exceed implied ones and routinely fall short of them. The square-root rule assumes volatility is flat across the window and returns are roughly lognormal; real volatility clusters, jumps on earnings and drops around macro prints. It also ignores the volatility skew between strikes, the term structure between expiries, dividends, borrow costs and the fact that the feed's price is delayed. If IV30 is missing for a symbol the tool says so instead of inventing a number.
This is arithmetic on public delayed data. It has no view on any security, knows nothing about your positions, costs or taxes, and cannot tell you whether an option is liquid enough to trade. Informational only.