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
$3.50
7-Day Straddle
$3.50
Avg IV
0.8%
IV Rank
9%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260729 $3.50 $3.50 0.8% 9%
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%
20260613 $4.03 $2.15 1.0% 18%
20260612 $4.22 $2.02 1.2% 29%
20260611 $4.22 $2.67 1.4% 47%
20260610 $4.10 $2.70 1.0% 13%
20260609 $3.80 $3.27 0.8% 0%
20260608 $3.38 $2.10 0.8% 0%
20260605 $2.90 $1.58 0.9% 5%
20260604 $2.80 $2.17 1.1% 18%
20260603 $4.50 $2.98 0.9% 0%
20260602 $2.17 $2.17 2.0% 100%
20260601 $1.85 $1.85 1.7% 80%
20260529 $2.80 $2.80 1.6% 77%
20260528 $3.25 $3.25 1.3% 47%
20260527 $2.60 $2.60 1.5% 66%
20260526 $2.88 $2.88 1.3% 44%
20260522 $3.25 $3.25 1.7% 82%
20260521 $2.47 $2.47 1.4% 60%
20260520 $3.17 $3.17 1.4% 59%
20260519 $1.62 $1.62 1.4% 53%
20260518 $4.10 $4.10 1.2% 36%
20260515 $3.52 $1.62 1.3% 51%
20260514 $3.45 $1.60 1.1% 29%
20260513 $3.05 $1.80 1.3% 43%
20260512 $2.90 $0.98 1.1% 29%
20260511 $2.30 $1.10 1.0% 24%
20260510 $2.50 $1.45 1.4% 58%
20260508 $2.50 $1.45 1.3% 49%
20260507 $3.73 $2.52 1.1% 31%
20260506 $3.77 $2.58 1.1% 23%
20260505 $3.50 $2.90 1.0% 19%