DNLI · Expected Move
Denali Therapeutics Inc. Common Stock
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).
DNLI 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 DNLI Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$3.58
30-Day ATM IV
83.5%
IV Rank
82%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261028 | $3.58 | $3.58 | 83.5% | 82% |
| 20261027 | $3.08 | $3.08 | 86.6% | 87% |
| 20261026 | $3.80 | $3.80 | 68.5% | 57% |
| 20261023 | $3.30 | $3.30 | 89.3% | 91% |
| 20261022 | $3.52 | $3.52 | 85.2% | 84% |
| 20261021 | $3.42 | $3.42 | 81.2% | 78% |
| 20261020 | $3.70 | $3.70 | 83.8% | 82% |
| 20261019 | $3.20 | $3.20 | 85.0% | 84% |
| 20261016 | $2.90 | $1.95 | 76.3% | 70% |
| 20261015 | $3.17 | $2.62 | 81.4% | 78% |
| 20261014 | $2.92 | $2.12 | — | — |
| 20261013 | $3.15 | $2.05 | 72.8% | 64% |
| 20261012 | $4.05 | $2.53 | 74.3% | 67% |
| 20261009 | $4.05 | $2.20 | 75.8% | 69% |
| 20261008 | $3.42 | $2.12 | 75.5% | 69% |
| 20261007 | $3.42 | $3.10 | 73.7% | 66% |
| 20261006 | $3.92 | $2.20 | 70.6% | 61% |
| 20261005 | $4.32 | $3.55 | 82.3% | 80% |
| 20261002 | $2.55 | $2.55 | 71.3% | 62% |
| 20261001 | $3.35 | $3.35 | 75.6% | 69% |
| 20260930 | $3.55 | $3.55 | 72.4% | 64% |
| 20260929 | $3.42 | $3.42 | 72.7% | 64% |
| 20260928 | $3.47 | $3.47 | 74.1% | 66% |
| 20260925 | $1.85 | $1.85 | 63.1% | 48% |
| 20260924 | $2.05 | $2.05 | 65.8% | 53% |
| 20260923 | $3.12 | $3.12 | 66.1% | 53% |
| 20260922 | $2.95 | $2.95 | 53.1% | 32% |
| 20260921 | $2.48 | $2.48 | 64.6% | 51% |
| 20260918 | $3.57 | $0.90 | 78.3% | 73% |
| 20260917 | $3.45 | $1.75 | 64.2% | 50% |
| 20260916 | $3.58 | $0.82 | 79.4% | 75% |
| 20260915 | $3.38 | $1.33 | 57.1% | 39% |
| 20260914 | $3.60 | $1.95 | 60.0% | 43% |
| 20260911 | $3.98 | $1.80 | 62.9% | 48% |
| 20260910 | $3.78 | $2.35 | 60.3% | 44% |
| 20260909 | $3.73 | $2.17 | 59.6% | 43% |
| 20260908 | $3.53 | $2.05 | 64.3% | 50% |
| 20260904 | $3.62 | $1.20 | 57.3% | 39% |
| 20260903 | $4.08 | $2.05 | 61.9% | 46% |
| 20260902 | $1.93 | $1.93 | 67.4% | 55% |
| 20260901 | $2.02 | $2.02 | 56.3% | 37% |
| 20260831 | $2.40 | $2.40 | 53.4% | 33% |
| 20260828 | $1.73 | $1.73 | 46.4% | 21% |
| 20260827 | $2.00 | $2.00 | 47.5% | 23% |
| 20260826 | $2.00 | $2.00 | 49.3% | 26% |
| 20260825 | $2.20 | $2.20 | 48.1% | 24% |
| 20260824 | $1.93 | $1.93 | 44.1% | 17% |
| 20260821 | $2.90 | $2.25 | 53.2% | 32% |
| 20260820 | $2.88 | $1.40 | 51.7% | 30% |
| 20260819 | $3.40 | $2.20 | 57.6% | 39% |
| 20260818 | $2.35 | $2.35 | 45.0% | 18% |
| 20260817 | $1.83 | $2.27 | 33.4% | 0% |
| 20260814 | $2.27 | $1.25 | 38.9% | 6% |
| 20260813 | $2.38 | $2.02 | 40.6% | 8% |
| 20260812 | $2.65 | $1.70 | 41.1% | 9% |
| 20260811 | $2.60 | $2.35 | 42.6% | 12% |
| 20260810 | $3.05 | $2.45 | 49.7% | 23% |
| 20260807 | — | — | 35.3% | 0% |
| 20260806 | $2.98 | $3.15 | 55.5% | 25% |
| 20260805 | $3.77 | $3.77 | 60.8% | 34% |
More on DNLI
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.