DDS · Expected Move
DILLARD'S INC A
The expected move for DDS 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).
DDS straddle price & implied vol
9 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 DDS Expected Move
30-Day Straddle
—
7-Day Straddle
—
30-Day ATM IV
32.9%
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to DDS'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.
DDS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20230512 | — | — | 32.9% | — |
| 20230511 | — | — | 42.4% | — |
| 20230510 | — | — | 68.9% | — |
| 20230509 | — | — | 71.7% | — |
| 20230508 | — | — | 70.7% | — |
| 20230505 | — | — | 70.8% | — |
| 20230504 | — | — | 62.9% | — |
| 20230503 | — | — | 59.0% | — |
| 20230502 | — | — | 62.0% | — |
More on DDS
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.