DNLI (Denali Therapeutics Inc. Common Stock)
Expected Move & Straddle Price History
The expected move for DNLI 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 DNLI Expected Move
30-Day Straddle
$3.98
7-Day Straddle
$1.80
Avg IV
0.8%
IV Rank
14%
Implied one-standard-deviation move through the next 30 days. Compare to DNLI'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.
DNLI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $3.98 | $1.80 | 0.8% | 14% |
| 20260910 | $3.78 | $2.35 | 0.7% | 8% |
| 20260909 | $3.73 | $2.17 | 0.7% | 11% |
| 20260908 | $3.53 | $2.05 | 0.7% | 10% |
| 20260904 | $3.62 | $1.20 | 0.7% | 7% |
| 20260903 | $4.08 | $2.05 | 0.6% | 0% |
| 20260902 | $1.93 | $1.93 | 1.8% | 85% |
| 20260901 | $2.02 | $2.02 | 1.8% | 85% |
| 20260831 | $2.40 | $2.40 | 1.6% | 66% |
| 20260828 | $1.73 | $1.73 | 1.8% | 81% |
| 20260827 | $2.00 | $2.00 | 1.5% | 61% |
| 20260826 | $2.00 | $2.00 | 1.2% | 34% |
| 20260825 | $2.20 | $2.20 | 1.5% | 62% |
| 20260824 | $1.93 | $1.93 | 1.5% | 61% |
| 20260821 | $2.90 | $2.25 | 1.2% | 36% |
| 20260820 | $2.88 | $1.40 | 1.1% | 31% |
| 20260819 | $3.40 | $2.20 | 1.2% | 38% |
| 20260818 | $2.35 | $2.35 | 1.3% | 47% |
| 20260817 | $1.83 | $2.27 | 1.4% | 56% |
| 20260814 | $2.27 | $1.25 | 1.2% | 40% |
| 20260813 | $2.38 | $2.02 | 1.5% | 59% |
| 20260812 | $2.65 | $1.70 | 1.2% | 34% |
| 20260811 | $2.60 | $2.35 | 1.4% | 54% |
| 20260810 | $3.05 | $2.45 | 0.9% | 16% |
| 20260806 | $2.98 | $3.15 | 1.3% | 43% |
| 20260805 | $3.77 | $3.77 | 1.1% | 26% |
| 20260804 | $3.95 | $3.95 | 1.1% | 31% |
| 20260803 | $2.98 | $2.98 | 0.9% | 12% |
| 20260731 | $2.70 | $2.70 | 1.1% | 26% |
| 20260730 | $3.80 | $3.80 | 0.9% | 14% |
| 20260729 | $3.45 | $3.45 | 0.9% | 14% |
| 20260728 | $3.95 | $3.95 | 0.8% | 9% |
| 20260727 | $3.33 | $3.33 | 1.0% | 19% |
| 20260724 | $3.48 | $3.48 | 0.8% | 4% |
| 20260723 | $3.60 | $3.60 | 0.8% | 6% |
| 20260722 | $3.77 | $3.77 | 0.9% | 14% |
| 20260721 | $3.80 | $3.80 | 0.9% | 12% |
| 20260720 | $3.70 | $3.70 | 0.9% | 14% |
| 20260716 | $3.23 | $0.75 | 0.8% | 10% |
| 20260715 | $3.52 | $1.92 | 0.7% | 0% |
| 20260714 | $3.38 | $1.15 | 0.9% | 6% |
| 20260713 | $6.42 | $3.62 | 0.9% | 5% |
| 20260710 | $5.28 | $3.25 | 0.8% | 0% |
| 20260709 | $5.32 | $3.50 | 0.9% | 3% |
| 20260708 | $6.47 | $3.52 | 0.9% | 3% |
| 20260707 | $6.07 | $3.60 | 0.9% | 7% |
| 20260706 | $6.10 | $2.98 | 1.0% | 11% |
| 20260702 | $4.10 | $4.10 | 1.6% | 68% |
| 20260701 | $4.75 | $4.75 | 2.0% | 100% |
| 20260630 | $4.12 | $4.12 | 1.7% | 75% |
| 20260629 | $3.92 | $3.92 | 1.5% | 54% |
| 20260626 | $4.40 | $4.40 | 1.5% | 57% |
| 20260625 | $3.62 | $3.62 | 1.6% | 68% |
| 20260624 | $3.48 | $3.48 | 1.7% | 75% |
| 20260623 | $3.50 | $3.50 | 1.1% | 26% |
| 20260622 | $3.58 | $3.58 | 0.9% | 5% |
| 20260618 | $4.00 | $2.65 | 1.6% | 64% |
| 20260617 | $3.90 | $2.20 | 1.3% | 40% |
| 20260616 | $2.95 | $1.88 | 1.5% | 58% |
| 20260615 | $3.60 | $1.07 | 1.3% | 37% |