DAY · Expected Move
Dayforce, Inc.
The expected move for DAY 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).
DAY 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 DAY Expected Move
30-Day Straddle
$8.88
7-Day Straddle
$8.88
30-Day ATM IV
24.6%
IV Rank
61%
Implied one-standard-deviation move through the next 30 days. Compare to DAY'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.
DAY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20260203 | $8.88 | $8.88 | 24.6% | 61% |
| 20260202 | $1.15 | $1.15 | 11.2% | 13% |
| 20260130 | $0.78 | $0.78 | 8.9% | 5% |
| 20260129 | $1.20 | $1.20 | 21.6% | 51% |
| 20260128 | $8.90 | $8.90 | 17.3% | 35% |
| 20260127 | $9.55 | $9.55 | 15.9% | 30% |
| 20260126 | $1.32 | $1.32 | 13.1% | 20% |
| 20260123 | $8.22 | $8.22 | 23.5% | 58% |
| 20260122 | $8.80 | $8.80 | 15.2% | 28% |
| 20260121 | $8.80 | $8.80 | 10.6% | 11% |
| 20260120 | $8.80 | $8.80 | 18.9% | 41% |
| 20260116 | $0.55 | $1.67 | 9.0% | 6% |
| 20260115 | $1.35 | $1.88 | 14.0% | 23% |
| 20260114 | $1.35 | $9.40 | 7.8% | 1% |
| 20260113 | $1.35 | $9.35 | 19.0% | 41% |
| 20260112 | $8.80 | $8.85 | 10.4% | 10% |
| 20260109 | $8.80 | $1.38 | 17.5% | 37% |
| 20260108 | $8.80 | $9.40 | 19.4% | 44% |
| 20260107 | $8.80 | $9.30 | 25.8% | 69% |
| 20260106 | $9.90 | $1.38 | 13.2% | 28% |
| 20260105 | $9.50 | $2.42 | 14.1% | 31% |
| 20260102 | $2.42 | $2.42 | 21.4% | 54% |
| 20251231 | $3.25 | $3.25 | 21.1% | 53% |
| 20251230 | $8.97 | $8.97 | 24.9% | 66% |
| 20251229 | $0.75 | $0.75 | 22.2% | 57% |
| 20251226 | $8.22 | $8.22 | 18.7% | 45% |
| 20251224 | $0.80 | $0.80 | 19.1% | 47% |
| 20251223 | $4.00 | $4.00 | 16.6% | 39% |
| 20251222 | $1.92 | $1.92 | 22.7% | 53% |
| 20251219 | $5.05 | $0.65 | 30.1% | 75% |
| 20251218 | $9.90 | $8.93 | 21.6% | 50% |
| 20251217 | $9.10 | $8.45 | 23.8% | 57% |
| 20251216 | $3.70 | $0.55 | 22.2% | 52% |
| 20251215 | $8.68 | $0.58 | 16.1% | 34% |
| 20251212 | $9.40 | $8.93 | 30.2% | 76% |
| 20251211 | $0.80 | $1.50 | 27.4% | 67% |
| 20251210 | $2.12 | $0.60 | 22.6% | 43% |
| 20251209 | $4.15 | $0.90 | 21.6% | 40% |
| 20251208 | $9.90 | $8.45 | 25.1% | 47% |
| 20251205 | $4.90 | $3.25 | 17.9% | 30% |
| 20251204 | $9.90 | $8.43 | 22.8% | 41% |
| 20251203 | $8.55 | $8.55 | 30.2% | 58% |
| 20251202 | $8.18 | $8.18 | 23.0% | 41% |
| 20251201 | $8.10 | $8.10 | 29.9% | 57% |
| 20251128 | $1.43 | $1.43 | 34.9% | 68% |
| 20251126 | $3.02 | $3.02 | 15.0% | 23% |
| 20251125 | $2.80 | $2.80 | 11.6% | 15% |
| 20251124 | $9.55 | $9.55 | 18.9% | 32% |
| 20251121 | $3.15 | $3.30 | 10.2% | 12% |
| 20251120 | $3.48 | $3.65 | 11.5% | 15% |
| 20251119 | $8.57 | $8.43 | 33.3% | 65% |
| 20251118 | $2.35 | $3.20 | 8.9% | 9% |
| 20251117 | $3.12 | $9.35 | 35.4% | 69% |
| 20251114 | $2.35 | $2.00 | 12.7% | 18% |
| 20251113 | $0.65 | $9.50 | 12.5% | 18% |
| 20251112 | $0.65 | $1.75 | 10.5% | 13% |
| 20251111 | $1.23 | $2.27 | 12.8% | 18% |
| 20251110 | $2.62 | $3.27 | 15.2% | 24% |
| 20251107 | $2.60 | $1.93 | 12.2% | 17% |
| 20251106 | $4.95 | $3.77 | 22.0% | 39% |
More on DAY
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.