DCTH · Expected Move

Delcath Systems Inc

The expected move for DCTH 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).

DCTH 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 DCTH Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
117.6%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to DCTH'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.
DCTH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $5.00 $5.00 117.6% 91%
20261021 $2.70 $2.70 79.8% 38%
20261020 $2.60 $2.60 — —
20261019 $3.55 $3.55 82.7% 42%
20261016 $2.92 $1.40 82.4% 42%
20261015 $3.08 $0.88 — —
20261014 $2.83 $0.90 74.7% 31%
20261013 $3.85 $1.23 — —
20261012 $2.95 $1.10 73.0% 28%
20261009 $2.88 $3.18 83.6% 43%
20261008 $4.65 $1.20 80.6% 39%
20261007 $3.00 $2.95 76.9% 34%
20261006 $2.97 $1.40 68.7% 22%
20261005 $3.10 $1.68 69.6% 23%
20261002 $1.65 $1.65 68.0% 21%
20261001 $1.57 $1.57 68.7% 22%
20260930 $2.48 $2.48 85.3% 46%
20260929 $3.25 $3.25 83.8% 43%
20260928 $1.90 $1.90 69.2% 23%
20260925 $2.10 $2.10 66.7% 19%
20260924 $2.25 $2.25 74.4% 30%
20260923 $2.50 $2.50 70.1% 24%
20260922 $2.02 $2.02 63.6% 15%
20260921 $2.73 $2.73 75.6% 32%
20260918 $4.50 $1.75 79.6% 38%
20260917 $2.20 $1.77 64.3% 16%
20260916 $3.75 $2.45 81.2% 40%
20260915 $3.78 $2.42 77.8% 35%
20260914 $2.48 $1.55 74.6% 30%
20260911 $2.55 $2.00 78.1% 35%
20260910 $2.83 $2.17 66.2% 19%
20260909 $2.57 $2.27 64.3% 16%
20260908 $3.17 $2.00 88.4% 50%
20260904 $2.60 $1.65 57.8% 7%
20260903 $2.25 $2.95 61.6% 12%
20260902 $1.60 $1.60 — —
20260901 $2.90 $2.90 56.0% 4%
20260831 $2.40 $2.40 75.2% 31%
20260828 $2.85 $2.85 66.2% 20%
20260827 $1.80 $1.80 66.1% 20%
20260826 $2.02 $2.02 64.3% 15%
20260825 $1.75 $1.75 59.5% 9%
20260824 $2.23 $2.23 63.9% 14%
20260821 $1.92 $1.18 53.1% 1%
20260820 $3.45 $1.30 73.4% 26%
20260819 $2.30 $1.33 59.6% 8%
20260818 $2.00 $1.60 55.5% 4%
20260817 $3.10 $2.98 63.9% 13%
20260814 $1.88 $1.20 54.5% 2%
20260813 $2.78 $1.02 66.8% 11%
20260812 $3.38 $1.48 55.3% 2%
20260811 $2.20 $1.48 53.9% 1%
20260810 $3.45 $2.45 73.5% 16%
20260807 — — 77.4% 19%
20260806 $3.83 $2.05 84.2% 23%
20260805 $2.27 $2.27 104.6% 38%
20260804 $2.98 $2.98 86.4% 25%
20260803 $3.60 $3.60 94.2% 31%
20260731 $2.30 $2.30 84.0% 23%
20260730 $2.25 $2.25 89.0% 27%

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.