DELL · Expected Move
Dell Technologies Inc.
The expected move for DELL 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).
DELL 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 DELL Expected Move
30-Day Straddle
$68.55
7-Day Straddle
$27.73
30-Day ATM IV
64.3%
IV Rank
19%
Implied one-standard-deviation move through the next 30 days. Compare to DELL'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.
DELL Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $68.55 | $27.73 | 64.3% | 19% |
| 20261016 | $65.65 | $35.60 | 66.1% | 23% |
| 20261015 | $68.62 | $38.70 | 64.5% | 20% |
| 20261014 | $72.33 | $41.72 | 62.3% | 15% |
| 20261013 | $78.15 | $44.62 | 59.1% | 7% |
| 20261012 | $78.35 | $30.23 | 58.3% | 6% |
| 20261009 | $73.22 | $34.20 | 56.8% | 2% |
| 20261008 | $74.33 | $38.73 | 57.7% | 4% |
| 20261007 | $75.35 | $40.08 | 57.0% | 3% |
| 20261006 | $76.18 | $42.12 | 57.1% | 3% |
| 20261005 | $72.88 | $25.58 | 55.9% | 0% |
| 20261002 | $70.55 | $32.55 | 57.5% | 0% |
| 20261001 | $71.22 | $35.88 | 58.9% | 1% |
| 20260930 | $72.90 | $40.33 | 59.4% | 2% |
| 20260929 | $75.20 | $43.00 | 60.3% | 4% |
| 20260928 | $77.50 | $29.52 | 60.2% | 4% |
| 20260925 | $73.35 | $35.85 | 59.4% | 2% |
| 20260924 | $72.38 | $38.55 | 60.4% | 4% |
| 20260923 | $75.38 | $40.85 | 60.2% | 4% |
| 20260922 | $77.83 | $44.70 | 61.3% | 6% |
| 20260921 | $82.47 | $30.85 | 60.9% | 5% |
| 20260918 | $73.38 | $35.75 | 58.7% | 0% |
| 20260917 | $80.90 | $41.25 | 61.4% | 4% |
| 20260916 | $81.00 | $45.33 | 63.1% | 8% |
| 20260915 | $76.95 | $44.27 | 61.0% | 3% |
| 20260914 | $76.15 | $30.55 | 60.5% | 2% |
| 20260911 | $77.10 | $38.80 | 62.1% | 6% |
| 20260910 | $67.67 | $35.42 | 59.7% | 0% |
| 20260909 | $76.75 | $42.30 | 63.2% | 6% |
| 20260908 | $79.78 | $45.98 | 64.5% | 9% |
| 20260904 | $70.15 | $32.70 | 61.0% | 0% |
| 20260903 | $70.22 | $35.83 | 61.1% | 0% |
| 20260902 | $68.20 | $38.78 | 61.0% | 5% |
| 20260901 | $73.33 | $55.42 | 75.0% | 40% |
| 20260831 | $75.92 | $47.52 | 71.1% | 30% |
| 20260828 | $73.68 | $51.28 | 72.7% | 34% |
| 20260827 | $80.40 | $57.50 | 76.1% | 47% |
| 20260826 | $81.93 | $59.60 | 77.5% | 54% |
| 20260825 | $81.30 | $59.22 | 78.4% | 56% |
| 20260824 | $80.62 | $27.48 | 79.6% | 59% |
| 20260821 | $77.12 | $31.48 | 78.6% | 56% |
| 20260820 | $76.90 | $33.38 | 78.8% | 57% |
| 20260819 | $80.35 | $36.75 | 80.3% | 60% |
| 20260818 | $88.80 | $43.48 | 82.0% | 64% |
| 20260817 | $89.93 | $27.80 | 80.5% | 60% |
| 20260814 | $86.90 | $33.97 | 79.9% | 59% |
| 20260813 | $92.35 | $39.83 | 84.0% | 67% |
| 20260812 | $94.90 | $45.23 | 86.2% | 72% |
| 20260811 | $86.47 | $43.70 | 85.5% | 71% |
| 20260810 | $97.05 | $33.55 | 90.1% | 80% |
| 20260807 | — | — | 90.7% | 81% |
| 20260806 | $97.65 | $46.70 | 97.4% | 95% |
| 20260805 | $100.62 | $50.10 | 95.9% | 92% |
| 20260804 | $108.78 | $57.85 | 99.8% | 100% |
| 20260803 | $98.00 | $35.08 | 94.6% | 100% |
| 20260731 | $72.95 | $36.40 | 85.2% | 95% |
| 20260730 | $75.53 | $41.30 | 84.4% | 93% |
| 20260729 | $73.28 | $43.58 | 87.1% | 100% |
| 20260728 | $78.60 | $47.95 | 86.7% | 99% |
| 20260727 | $84.50 | $34.88 | 84.8% | 94% |
More on DELL
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.