DFIN · Expected Move
Donnelley Financial Solutions, Inc.
The expected move for DFIN 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).
DFIN 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 DFIN Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$5.97
30-Day ATM IV
40.5%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to DFIN'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.
DFIN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $7.05 | $5.97 | 40.5% | 3% |
| 20261106 | $6.68 | $6.30 | 42.2% | 11% |
| 20261105 | $7.50 | $7.10 | 40.2% | 2% |
| 20261104 | $5.67 | $5.67 | 43.6% | 17% |
| 20261103 | $5.30 | $5.30 | 43.4% | 15% |
| 20261102 | $6.65 | $6.65 | 42.4% | 12% |
| 20261030 | $7.32 | $7.32 | 45.2% | 24% |
| 20261029 | $6.03 | $6.03 | 44.0% | 18% |
| 20261028 | $7.75 | $7.75 | 62.9% | 100% |
| 20261027 | $7.35 | $7.35 | 61.0% | 92% |
| 20261026 | $7.25 | $7.25 | 60.1% | 88% |
| 20261023 | $7.80 | $7.80 | 60.7% | 91% |
| 20261022 | $7.95 | $7.95 | 59.9% | 87% |
| 20261021 | $7.68 | $7.68 | 62.4% | 98% |
| 20261020 | $7.80 | $7.80 | 60.2% | 88% |
| 20261019 | $7.55 | $7.55 | 58.3% | 80% |
| 20261016 | $8.10 | $4.97 | 57.4% | 76% |
| 20261015 | $7.45 | $4.90 | 58.0% | 76% |
| 20261014 | $7.20 | $4.90 | 57.9% | 75% |
| 20261013 | $6.95 | $5.00 | 54.3% | 60% |
| 20261012 | $7.20 | $4.90 | 57.2% | 73% |
| 20261009 | $6.90 | $4.90 | 56.6% | 70% |
| 20261008 | $7.53 | $4.45 | 54.1% | 60% |
| 20261007 | $7.35 | $4.90 | 52.4% | 53% |
| 20261006 | $7.30 | $4.55 | 53.4% | 57% |
| 20261005 | $7.43 | $5.55 | 53.4% | 57% |
| 20261002 | $5.53 | $5.53 | 51.7% | 50% |
| 20261001 | $5.62 | $5.62 | 57.1% | 72% |
| 20260930 | $5.30 | $5.30 | 48.5% | 36% |
| 20260929 | $5.28 | $5.28 | 48.3% | 36% |
| 20260928 | $4.32 | $4.32 | 50.4% | 44% |
| 20260925 | $5.45 | $5.45 | 49.5% | 41% |
| 20260924 | $4.07 | $4.07 | 45.5% | 24% |
| 20260923 | $4.25 | $4.25 | 46.0% | 26% |
| 20260922 | $5.45 | $5.45 | 46.0% | 26% |
| 20260921 | $5.45 | $5.45 | 43.1% | 15% |
| 20260918 | $5.70 | $3.00 | 47.2% | 32% |
| 20260917 | $5.85 | $2.90 | 49.5% | 42% |
| 20260916 | $5.57 | $5.05 | 50.5% | 45% |
| 20260915 | $5.70 | $5.10 | 52.2% | 53% |
| 20260914 | $5.85 | $5.15 | 52.0% | 51% |
| 20260911 | $5.60 | $2.05 | 43.8% | 18% |
| 20260910 | $5.83 | $2.05 | 49.9% | 42% |
| 20260909 | $5.60 | $4.07 | 48.8% | 38% |
| 20260908 | $5.88 | $4.07 | 47.6% | 33% |
| 20260904 | $5.95 | $3.82 | 42.5% | 13% |
| 20260903 | $5.70 | $4.33 | 41.2% | 7% |
| 20260902 | $4.95 | $4.95 | 44.6% | 21% |
| 20260901 | $5.00 | $5.00 | 39.8% | 2% |
| 20260831 | $4.95 | $4.95 | 40.4% | 4% |
| 20260828 | $4.95 | $4.95 | 41.6% | 9% |
| 20260827 | $3.68 | $3.68 | 42.5% | 13% |
| 20260826 | $5.65 | $5.65 | 43.9% | 18% |
| 20260825 | $5.70 | $5.70 | 43.3% | 16% |
| 20260824 | $6.15 | $6.15 | 43.5% | 17% |
| 20260821 | $5.53 | $2.73 | 46.4% | 28% |
| 20260820 | $5.15 | $3.00 | 49.4% | 40% |
| 20260819 | $5.53 | $5.07 | 46.9% | 30% |
| 20260818 | $5.72 | $5.10 | 48.0% | 35% |
| 20260817 | $6.07 | $5.20 | 48.3% | 36% |
More on DFIN
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.