DENN (DENNY'S CORP)
Expected Move & Straddle Price History
The expected move for DENN 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).
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.
Current DENN Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$2.25
Avg IV
1.9%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to DENN'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.
DENN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260120 | $2.25 | $2.25 | 1.9% | 41% |
| 20260116 | $2.25 | $3.85 | 1.8% | 37% |
| 20260115 | $1.27 | $4.17 | 1.7% | 33% |
| 20260114 | $2.95 | $3.62 | 1.6% | 31% |
| 20260113 | $11.25 | $1.02 | 1.5% | 32% |
| 20260112 | $1.27 | $8.60 | 1.5% | 31% |
| 20260109 | $11.25 | $1.05 | 1.3% | 28% |
| 20260108 | $8.75 | $8.60 | 1.5% | 32% |
| 20260107 | $8.78 | $8.72 | 1.3% | 27% |
| 20260106 | $1.62 | $3.15 | 1.5% | 32% |
| 20260105 | $1.77 | $3.42 | 1.6% | 36% |
| 20260102 | $0.70 | $0.70 | 3.4% | 100% |
| 20251231 | $2.92 | $2.92 | 2.2% | 64% |
| 20251230 | $3.02 | $3.02 | 2.9% | 91% |
| 20251229 | $8.72 | $8.72 | 2.0% | 57% |
| 20251226 | $3.83 | $3.83 | 2.6% | 79% |
| 20251224 | $9.62 | $9.62 | 1.7% | 44% |
| 20251223 | $4.62 | $4.62 | 1.8% | 50% |
| 20251222 | $2.92 | $2.92 | 1.1% | 21% |
| 20251219 | $1.25 | $8.72 | 1.6% | 40% |
| 20251218 | $9.62 | $8.72 | 2.2% | 64% |
| 20251217 | $2.15 | $8.72 | 2.9% | 90% |
| 20251216 | $9.62 | $8.70 | 2.8% | 88% |
| 20251215 | $9.62 | $8.85 | 2.6% | 78% |
| 20251212 | $2.27 | $1.65 | 1.9% | 52% |
| 20251211 | $0.93 | $1.65 | 1.6% | 42% |
| 20251210 | $3.73 | $1.22 | 2.0% | 57% |
| 20251209 | $3.15 | $1.22 | 3.2% | 100% |
| 20251208 | $8.50 | $11.20 | 2.0% | 59% |
| 20251205 | $2.38 | $1.22 | 2.7% | 88% |
| 20251204 | $8.32 | $1.22 | 2.8% | 89% |
| 20251203 | $1.22 | $1.22 | 2.1% | 61% |
| 20251202 | $1.22 | $1.22 | 2.3% | 73% |
| 20251201 | $8.12 | $8.12 | 2.0% | 60% |
| 20251128 | $8.70 | $8.70 | 1.6% | 44% |
| 20251126 | $1.22 | $1.22 | 1.7% | 48% |
| 20251125 | $8.70 | $8.70 | 1.7% | 48% |
| 20251124 | $1.22 | $1.22 | 1.6% | 43% |
| 20251121 | $3.70 | $1.35 | 1.6% | 44% |
| 20251120 | $8.70 | $8.45 | 2.3% | 71% |
| 20251119 | $3.70 | $1.15 | 1.7% | 47% |
| 20251118 | $2.90 | $2.57 | 1.7% | 45% |
| 20251117 | $2.90 | $1.62 | 1.6% | 44% |
| 20251114 | $9.12 | $8.65 | 1.4% | 36% |
| 20251113 | $9.10 | $1.17 | 2.1% | 65% |
| 20251112 | $8.88 | $8.68 | 1.9% | 56% |
| 20251111 | $1.20 | $8.65 | 1.8% | 50% |
| 20251110 | $9.72 | $1.20 | 1.5% | 38% |
| 20251107 | $4.70 | $0.93 | 1.4% | 34% |
| 20251106 | $8.75 | $8.65 | 1.1% | 21% |
| 20251105 | $1.20 | $1.20 | 3.0% | 100% |
| 20251104 | $1.20 | $1.20 | 2.4% | 100% |
| 20251103 | $1.03 | $1.03 | 2.0% | 93% |
| 20251031 | $1.27 | $1.27 | 1.7% | 70% |
| 20251030 | $1.25 | $1.25 | 1.7% | 73% |
| 20251029 | $1.10 | $1.10 | 1.7% | 73% |
| 20251028 | $0.85 | $0.85 | 1.7% | 72% |
| 20251027 | $0.75 | $0.75 | 1.4% | 55% |
| 20251024 | $0.73 | $0.73 | 1.7% | 70% |
| 20251023 | $0.78 | $0.78 | 1.6% | 66% |