DNLI (Denali Therapeutics Inc. Common Stock)

Historical IV Rank & Volatility Regime

IV Rank measures where DNLI's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on DNLI are priced rich or cheap relative to its own recent 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.

DNLI IV Rank Summary
Current
14%
Compressed — premium buying regime
30-Day Avg
38%
60-Day Avg
34%
90-Day Avg
36%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in DNLI's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
DNLI IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260911 14% 0.8%
20260910 8% 0.7%
20260909 11% 0.7%
20260908 10% 0.7%
20260904 7% 0.7%
20260903 0% 0.6%
20260902 85% 1.8%
20260901 85% 1.8%
20260831 66% 1.6%
20260828 81% 1.8%
20260827 61% 1.5%
20260826 34% 1.2%
20260825 62% 1.5%
20260824 61% 1.5%
20260821 36% 1.2%
20260820 31% 1.1%
20260819 38% 1.2%
20260818 47% 1.3%
20260817 56% 1.4%
20260814 40% 1.2%
20260813 59% 1.5%
20260812 34% 1.2%
20260811 54% 1.4%
20260810 16% 0.9%
20260806 43% 1.3%
20260805 26% 1.1%
20260804 31% 1.1%
20260803 12% 0.9%
20260731 26% 1.1%
20260730 14% 0.9%
20260729 14% 0.9%
20260728 9% 0.8%
20260727 19% 1.0%
20260724 4% 0.8%
20260723 6% 0.8%
20260722 14% 0.9%
20260721 12% 0.9%
20260720 14% 0.9%
20260716 10% 0.8%
20260715 0% 0.7%
20260714 6% 0.9%
20260713 5% 0.9%
20260710 0% 0.8%
20260709 3% 0.9%
20260708 3% 0.9%
20260707 7% 0.9%
20260706 11% 1.0%
20260702 68% 1.6%
20260701 100% 2.0%
20260630 75% 1.7%
20260629 54% 1.5%
20260626 57% 1.5%
20260625 68% 1.6%
20260624 75% 1.7%
20260623 26% 1.1%
20260622 5% 0.9%
20260618 64% 1.6%
20260617 40% 1.3%
20260616 58% 1.5%
20260615 37% 1.3%
20260613 18% 1.0%
20260612 29% 1.2%
20260611 47% 1.4%
20260610 13% 1.0%
20260609 0% 0.8%
20260608 0% 0.8%
20260605 5% 0.9%
20260604 18% 1.1%
20260603 0% 0.9%
20260602 100% 2.0%
20260601 80% 1.7%
20260529 77% 1.6%
20260528 47% 1.3%
20260527 66% 1.5%
20260526 44% 1.3%
20260522 82% 1.7%
20260521 60% 1.4%
20260520 59% 1.4%
20260519 53% 1.4%
20260518 36% 1.2%
20260515 51% 1.3%
20260514 29% 1.1%
20260513 43% 1.3%
20260512 29% 1.1%
20260511 24% 1.0%
20260510 58% 1.4%
20260508 49% 1.3%
20260507 31% 1.1%
20260506 23% 1.1%
20260505 19% 1.0%