DNB · Expected Move
Dun & Bradstreet Holdings, Inc.
The expected move for DNB 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).
DNB 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 DNB Expected Move
30-Day Straddle
$10.00
7-Day Straddle
$10.00
30-Day ATM IV
51.1%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to DNB'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.
DNB Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250825 | $10.00 | $10.00 | 51.1% | 12% |
| 20250822 | $10.00 | $10.00 | 83.3% | 25% |
| 20250821 | $5.10 | $5.10 | — | — |
| 20250820 | $0.12 | $0.12 | 80.6% | 24% |
| 20250819 | $10.00 | $10.00 | 76.8% | 22% |
| 20250818 | $5.10 | $5.10 | 48.5% | 11% |
| 20250815 | $5.03 | $0.12 | 23.2% | 1% |
| 20250814 | $5.10 | $5.10 | — | — |
| 20250813 | $5.10 | $10.00 | — | — |
| 20250812 | $10.00 | $10.00 | 38.7% | 7% |
| 20250811 | $10.00 | $5.10 | 19.5% | 0% |
| 20250808 | $10.00 | $5.10 | 85.9% | 26% |
| 20250807 | $10.00 | $10.00 | 77.0% | 22% |
| 20250806 | $10.00 | $10.00 | 108.4% | 35% |
| 20250805 | $10.00 | $5.08 | 49.8% | 12% |
| 20250804 | $5.03 | $5.15 | 61.1% | 16% |
| 20250801 | $5.15 | $5.15 | 55.8% | 14% |
| 20250731 | $0.20 | $0.20 | — | — |
| 20250730 | $2.20 | $2.20 | 49.0% | 11% |
| 20250729 | $10.00 | $10.00 | 40.6% | 8% |
| 20250728 | $5.15 | $5.15 | 42.0% | 9% |
| 20250725 | $0.12 | $0.12 | 61.1% | 16% |
| 20250724 | $10.00 | $10.00 | 55.6% | 14% |
| 20250723 | $5.03 | $5.03 | — | — |
| 20250722 | $10.00 | $10.00 | 55.2% | 14% |
| 20250721 | $10.00 | $10.00 | 75.2% | 22% |
| 20250718 | $5.03 | $5.12 | 96.3% | 30% |
| 20250717 | $10.00 | $5.05 | 39.3% | 8% |
| 20250716 | $10.00 | $5.12 | 47.3% | 11% |
| 20250715 | $10.00 | $0.17 | — | — |
| 20250714 | $5.15 | $10.00 | 82.8% | 25% |
| 20250711 | $6.22 | $1.15 | — | — |
| 20250710 | $5.15 | $5.12 | — | — |
| 20250709 | $5.38 | $5.15 | — | — |
| 20250708 | $5.17 | $5.05 | — | — |
| 20250707 | $5.53 | $5.10 | 119.7% | 39% |
| 20250703 | $5.17 | $5.03 | 27.2% | 3% |
| 20250702 | $10.00 | $10.00 | 32.5% | 5% |
| 20250701 | $5.10 | $5.10 | — | — |
| 20250630 | $5.10 | $5.10 | 27.7% | 3% |
| 20250627 | $10.00 | $10.00 | 62.0% | 16% |
| 20250626 | $5.10 | $5.10 | 25.2% | 2% |
| 20250625 | $10.00 | $10.00 | — | — |
| 20250624 | $5.10 | $5.10 | 20.0% | 0% |
| 20250623 | $10.00 | $10.00 | 41.4% | 8% |
| 20250620 | $5.10 | $5.08 | — | — |
| 20250618 | $10.00 | $10.00 | 27.3% | 2% |
| 20250617 | $10.00 | $5.03 | 52.8% | 12% |
| 20250616 | $1.18 | $1.15 | 49.8% | 11% |
| 20250613 | $6.17 | $10.00 | 276.1% | 100% |
| 20250612 | $10.00 | $10.00 | 65.0% | 22% |
| 20250611 | $2.28 | $2.20 | 72.3% | 25% |
| 20250610 | $2.52 | $10.00 | 222.8% | 100% |
| 20250609 | $10.00 | $10.00 | 79.7% | 32% |
| 20250606 | $10.00 | $10.00 | 92.3% | 39% |
| 20250605 | $10.00 | $5.05 | 25.7% | 2% |
| 20250604 | $10.00 | $10.00 | 182.9% | 90% |
| 20250603 | $5.10 | $5.10 | 24.8% | 2% |
| 20250530 | $10.00 | $10.00 | 114.1% | 52% |
| 20250529 | $10.00 | $10.00 | 115.4% | 52% |
More on DNB
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.