Expected move and close odds

SPX's expected move left to the close (twice the ATM straddle) and the 0DTE chain's own odds for the close, as READOUTS shows them; with day, the same at a minute of a finished session against what the close did.

GET/api/v1/expected_move

Plan LIVEKey scope liveLimit 120 a minute per key; a 304 is freeVersion 1.0.0Since 2026-10-03

This endpoint serves

Plan: LIVE. LIVE: today's session every second, alerts, ASK, the levels API and the platform integrations, and 5 LAB credits a month. Every finished session is free in REPLAY. Pricing.

Parameters

Name	What it does	Default	Error
symquery · SPX	SPX only.	SPX	`spx_only`
dayquery · string	A finished session, `YYYY-MM-DD`; leave it out for today.	today	`bad_day`, `not_finished`
timequery · string	With `day`: the ET minute, `HH:MM`, 09:31 to 15:59.	10:00	`bad_time`
errorsquery · 200	`200`: an error answers 200 with the same body and the real status in `X-FirmTape-Status`, for clients that cannot read a status.
keyquery · string	Legacy: the key in the address, for platforms that cannot send headers. Prefer the header.

Response

The expected move and the odds; with day, the outcome too.

Field	Meaning	Unit
sym"SPX"	`SPX`.
daystring	The ET trading day.
sessionstring	`open`, `closed` or `stale`.
as_ofstring	The reading's time, ISO 8601 in New York time.
as_of_unixinteger	The same, Unix seconds.
age_sinteger	Seconds since the reading.	seconds
pricenumber \| null	SPX at the reading.	index points
minutes_leftinteger	Minutes to 16:00 ET; 0 when closed.	minutes
left_to_closeobject \| null	Twice the ATM straddle from here to 16:00; null when closed or unpriced.
left_to_close.pointsnumber \| null	The expected move left.	index points
left_to_close.lownumber \| null	Price minus it.	index points
left_to_close.highnumber \| null	Price plus it.	index points
left_to_close.sourcestring	Where the straddle came from.
left_to_close.notestring	What it measured over the archive.
close_oddsobject \| null	The 0DTE chain's odds for the close, with 30 or more minutes left; null otherwise.
close_odds.frame_tstring \| null	The ladder frame's ET minute.
close_odds.range_80array	The 10th and 90th percentile of the close.	index points
close_odds.middle_halfarray	The 25th and 75th percentile.	index points
close_odds.mediannumber \| null	The median close.	index points
close_odds.beyond_pctobject	Odds, percent, that the close ends beyond each level, away from spot.
close_odds.beyond_pct.flipnumber \| null	Beyond the flip.	percent
close_odds.beyond_pct.call_wallnumber \| null	Beyond the call wall.	percent
close_odds.beyond_pct.put_wallnumber \| null	Beyond the put wall.	percent
close_odds.notestring	How the odds are made and how they held.
close_odds_notestring	Why `close_odds` is absent.
levelsobject	The volume book's levels at the reading.
levels.flipnumber \| null	Flip.	index points
levels.call_wallnumber \| null	Call wall.	index points
levels.put_wallnumber \| null	Put wall.	index points
levels.bookstring	`volume`.
levels_atstring	A finished day: the levels minute.
last_secondobject	A finished day: the levels at the last second.
last_second.flipnumber \| null	Flip.	index points
last_second.call_wallnumber \| null	Call wall.	index points
last_second.put_wallnumber \| null	Put wall.	index points
outcomeobject	With `day`: what the close did.
outcome.closenumber \| null	The close.	index points
outcome.close_as_ofstring	Its time.
outcome.inside_left_to_closeboolean \| null	Whether the close landed inside the expected move.
outcome.inside_range_80boolean \| null	Inside the 80% range.
outcome.inside_middle_halfboolean \| null	Inside the middle half.
outcome.vs_mediannumber \| null	Close minus the median.	index points

Errors

Status	Code	What to do
400	`spx_only`, `bad_day`, `not_finished`, `bad_time`	A parameter is wrong. Send `sym=SPX` or leave it out.
401	`no_key`, `bad_key`	No key, or an unknown or revoked one. Send `Authorization: Bearer <key>` with a key of the product's scope.
403	`live_required`	No LIVE plan. Start or renew LIVE; `pricing` names the page.
404	`no_data`	No reading for that day. Ask again after `next_update_s`, or pick another day.
429	`rate_limited`, `too_many_places`	Over a limit. Wait `Retry-After` seconds; poll with `If-None-Match`, a 304 is free.

Every code: Errors.

Caching

Answers carry an ETag: send it back as If-None-Match and an unchanged reading answers 304 with no body, not counted against the limit.

Changes

2026-10-03 Added.

OpenAPI operation getExpectedMove in /docs/developers/openapi.json.

Request

curlPythonNode

curl \
  -H "Authorization: Bearer $FIRMTAPE_LIVE_KEY" \
  "https://firmtape.com/api/v1/expected_move"

import os, requests

H = {"Authorization": f"Bearer {os.environ['FIRMTAPE_LIVE_KEY']}"}
r = requests.get("https://firmtape.com/api/v1/expected_move", headers=H)
print(r.status_code, r.text[:500])

const r = await fetch("https://firmtape.com/api/v1/expected_move", {
  method: "GET",
  headers: { Authorization: `Bearer ${process.env.FIRMTAPE_LIVE_KEY}` },
});
console.log(r.status, await r.text());

Response

200304400401403

{
  "sym": "SPX",
  "day": "2026-09-30",
  "session": "open",
  "as_of": "2026-09-30T14:00:04-04:00",
  "as_of_unix": 1790791204,
  "age_s": 1,
  "price": 6712.14,
  "minutes_left": 120,
  "left_to_close": {
    "points": 24.6,
    "low": 6687.54,
    "high": 6736.74,
    "source": "the session's ATM straddle",
    "note": "twice the ATM straddle from here to 16:00; spot plus or minus it held 91% of closes over 1,108 sessions"
  },
  "close_odds": {
    "frame_t": "14:00",
    "range_80": [
      6694.1,
      6729.8
    ],
    "middle_half": [
      6703.2,
      6720.9
    ],
    "median": 6712.3,
    "beyond_pct": {
      "flip": 18.2,
      "call_wall": 3.1,
      "put_wall": 4.4
    },
    "note": "the 0DTE chain's own odds for the close"
  },
  "levels": {
    "flip": 6692,
    "call_wall": 6742,
    "put_wall": 6662,
    "book": "volume"
  }
}

(no body)

{
  "error": {
    "code": "spx_only",
    "message": "The expected move is measured for SPX only."
  }
}

{
  "error": {
    "code": "no_key",
    "message": "No key was sent (Orders: no key, or one that is unknown or revoked)."
  }
}

{
  "error": {
    "code": "live_required",
    "message": "The key is real; its account holds no active LIVE plan."
  }
}

Headers

ETag: "3f9a0c6e21d4b7a8e5f10c2d4b7a8e5f"
X-RateLimit-Limit: 120
X-RateLimit-Remaining: 117

Measurements of dealer positioning, never a forecast or a trade call. This page is built from FirmTape's public contract, the same files the OpenAPI document is built from; the tests hold them against the route code. Markdown: /docs/developers/live/expected-move.md.