DB · Expected Move

Deutsche Bank Aktiengesellschaft

The expected move for DB 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).

DB straddle price & implied vol

60 sessions

Bars: 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 DB Expected Move
30-Day Straddle
$2.10
7-Day Straddle
$2.10
30-Day ATM IV
32.7%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to DB'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.
DB Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $2.10 $2.10 32.7% 28%
20261029 $2.33 $2.33 32.5% 27%
20261028 $2.15 $2.15 31.7% 22%
20261027 $2.67 $2.67 39.4% 68%
20261026 $2.62 $2.62 38.5% 62%
20261023 $2.78 $2.78 39.6% 69%
20261022 $2.83 $2.83 38.5% 63%
20261021 $2.73 $2.73 37.2% 55%
20261020 $3.20 $3.20 41.5% 80%
20261019 $2.80 $2.80 37.5% 57%
20261016 $3.15 $0.65 37.7% 58%
20261015 $2.80 $0.57 34.6% 39%
20261014 $2.92 $0.70 35.3% 44%
20261013 $3.12 $0.90 36.0% 48%
20261012 $3.20 $1.00 36.4% 50%
20261009 $3.33 $1.35 36.4% 50%
20261008 $3.55 $1.45 38.2% 61%
20261007 $4.17 $2.20 44.8% 100%
20261006 $3.60 $1.60 36.3% 53%
20261005 $3.67 $1.70 37.1% 58%
20261002 $1.90 $1.90 37.6% 62%
20261001 $2.10 $2.10 37.7% 63%
20260930 $2.10 $2.10 36.3% 43%
20260929 $2.08 $2.08 36.5% 44%
20260928 $2.10 $2.10 32.5% 23%
20260925 $2.27 $2.27 33.9% 30%
20260924 $2.52 $2.52 32.5% 23%
20260923 $2.50 $2.50 35.6% 39%
20260922 $2.67 $2.67 34.2% 32%
20260921 $2.50 $2.50 32.1% 21%
20260918 $2.65 $1.27 31.8% 19%
20260917 $2.75 $0.57 31.4% 18%
20260916 $2.83 $1.02 32.0% 20%
20260915 $3.45 $1.68 38.1% 52%
20260914 $3.40 $1.33 35.5% 38%
20260911 $3.12 $1.38 30.4% 12%
20260910 $3.30 $1.73 32.3% 22%
20260909 $3.12 $1.55 30.9% 15%
20260908 $3.10 $1.65 29.5% 8%
20260904 $3.27 $1.77 28.4% 2%
20260903 $3.45 $1.95 29.5% 8%
20260902 $2.12 $2.12 30.6% 13%
20260901 $2.20 $2.20 31.9% 20%
20260831 $2.12 $2.12 30.8% 14%
20260828 $2.28 $2.28 30.2% 11%
20260827 $2.38 $2.38 31.2% 16%
20260826 $2.77 $2.77 36.2% 42%
20260825 $2.35 $2.35 30.4% 12%
20260824 $2.35 $2.35 29.3% 7%
20260821 $2.30 $0.30 28.5% 2%
20260820 $2.45 $0.57 29.0% 5%
20260819 $2.95 $0.65 33.9% 30%
20260818 $2.48 $0.78 28.0% 0%
20260817 $2.55 $0.82 28.2% 0%
20260814 $2.70 $1.07 28.1% 0%
20260813 $2.90 $1.23 29.4% 0%
20260812 $3.00 $1.43 30.3% 0%
20260811 $3.05 $1.42 30.5% 0%
20260810 $3.30 $1.75 32.6% 8%
20260807 — — 31.2% 0%

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.