DAN · Expected Move
Dana Incorporated
The expected move for DAN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DAN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DAN Expected Move
30-Day Straddle
$2.15
7-Day Straddle
$2.15
30-Day ATM IV
55.9%
IV Rank
45%
Implied one-standard-deviation move through the next 30 days. Compare to DAN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DAN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261030 | $2.15 | $2.15 | 55.9% | 45% |
| 20261029 | $3.12 | $3.12 | 54.5% | 41% |
| 20261028 | $2.65 | $2.65 | 54.6% | 42% |
| 20261027 | $4.30 | $4.30 | 70.2% | 79% |
| 20261026 | $4.45 | $4.45 | 78.9% | 100% |
| 20261023 | $4.65 | $4.65 | 76.2% | 100% |
| 20261022 | $4.30 | $4.30 | 65.9% | 93% |
| 20261021 | $4.45 | $4.45 | 66.9% | 97% |
| 20261020 | $4.12 | $4.12 | 62.0% | 81% |
| 20261019 | $3.92 | $3.92 | 55.7% | 60% |
| 20261016 | $4.88 | $0.95 | 68.0% | 100% |
| 20261015 | $3.12 | $1.00 | 46.7% | 32% |
| 20261014 | $3.67 | $2.00 | 52.1% | 50% |
| 20261013 | $4.10 | $1.35 | 55.6% | 62% |
| 20261012 | $4.40 | $2.48 | 61.3% | 82% |
| 20261009 | $4.42 | $3.20 | 60.2% | 78% |
| 20261008 | $3.92 | $3.08 | 56.8% | 67% |
| 20261007 | $3.95 | $2.08 | 52.7% | 52% |
| 20261006 | $3.95 | $1.57 | 48.5% | 38% |
| 20261005 | $4.85 | $1.68 | 58.1% | 71% |
| 20261002 | $2.38 | $2.38 | 58.2% | 71% |
| 20261001 | $1.77 | $1.77 | 54.3% | 58% |
| 20260930 | $2.50 | $2.50 | 54.3% | 58% |
| 20260929 | $2.53 | $2.53 | 51.4% | 48% |
| 20260928 | $1.98 | $1.98 | 50.1% | 44% |
| 20260925 | $2.30 | $2.30 | 48.7% | 39% |
| 20260924 | $2.75 | $2.75 | 54.9% | 60% |
| 20260923 | $2.90 | $2.90 | 46.5% | 31% |
| 20260922 | $2.92 | $2.92 | 49.0% | 40% |
| 20260921 | $3.05 | $3.05 | 41.5% | 14% |
| 20260918 | $3.42 | $1.65 | 51.0% | 47% |
| 20260917 | $3.40 | $1.23 | — | — |
| 20260916 | $3.38 | $2.38 | 49.6% | 42% |
| 20260915 | $3.27 | $1.88 | — | — |
| 20260914 | $3.35 | $2.55 | 50.6% | 45% |
| 20260911 | $3.62 | $1.77 | 37.3% | 0% |
| 20260910 | $4.05 | $2.35 | 51.8% | 47% |
| 20260909 | $3.82 | $2.40 | 49.9% | 40% |
| 20260908 | $3.70 | $2.55 | 46.2% | 27% |
| 20260904 | $3.75 | $2.25 | 45.2% | 24% |
| 20260903 | $3.12 | $2.30 | 41.1% | 9% |
| 20260902 | $2.80 | $2.80 | 46.1% | 27% |
| 20260901 | $2.58 | $2.58 | 48.4% | 35% |
| 20260831 | $3.52 | $3.52 | 47.0% | 30% |
| 20260828 | $3.80 | $3.80 | 45.0% | 23% |
| 20260827 | $2.80 | $2.80 | 45.1% | 23% |
| 20260826 | $3.33 | $3.33 | 51.5% | 46% |
| 20260825 | $2.80 | $2.80 | 44.6% | 21% |
| 20260824 | $3.92 | $3.92 | 53.4% | 53% |
| 20260821 | $2.80 | $1.60 | 45.9% | 26% |
| 20260820 | $3.67 | $1.88 | 51.5% | 46% |
| 20260819 | $2.62 | $1.43 | — | — |
| 20260818 | $3.15 | $1.40 | 43.8% | 19% |
| 20260817 | $3.50 | $2.15 | 46.0% | 26% |
| 20260814 | $4.05 | $1.90 | 52.5% | 50% |
| 20260813 | $4.00 | $1.93 | 51.1% | 44% |
| 20260812 | $4.30 | $2.88 | 57.4% | 67% |
| 20260811 | $3.78 | $2.55 | 49.0% | 37% |
| 20260810 | $4.12 | $2.38 | 52.5% | 50% |
| 20260807 | — | — | 55.7% | 61% |
More on DAN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.