DNN (Denison Mines Corp)

Expected Move & Straddle Price History

The expected move for DNN 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 DNN Expected Move
30-Day Straddle
$0.42
7-Day Straddle
$0.20
Avg IV
1.3%
IV Rank
37%
Implied one-standard-deviation move through the next 30 days. Compare to DNN'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.
DNN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $0.42 $0.20 1.3% 37%
20260903 $0.45 $0.22 1.0% 20%
20260902 $0.45 $0.33 1.5% 44%
20260901 $0.50 $0.28 1.4% 42%
20260831 $0.47 $0.20 1.1% 24%
20260828 $0.45 $0.25 1.4% 41%
20260827 $0.50 $0.33 0.9% 17%
20260826 $0.45 $0.35 1.4% 41%
20260825 $0.55 $0.42 1.3% 33%
20260824 $0.50 $0.20 1.5% 49%
20260821 $0.45 $0.23 0.9% 14%
20260820 $0.50 $0.28 1.3% 35%
20260819 $0.47 $0.35 0.8% 10%
20260818 $0.43 $0.28 0.6% 0%
20260817 $0.50 $0.23 1.1% 21%
20260814 $0.50 $0.28 1.8% 61%
20260813 $0.47 $0.30 1.3% 32%
20260812 $0.52 $0.33 1.7% 58%
20260811 $0.57 $0.35 1.2% 28%
20260810 $0.53 $0.28 1.0% 19%
20260806 $0.50 $0.35 1.1% 21%
20260805 $0.57 $0.33 0.9% 13%
20260804 $0.53 $0.28 1.2% 28%
20260803 $0.60 $0.20 1.3% 31%
20260731 $0.50 $0.30 1.5% 43%
20260730 $0.47 $0.25 1.0% 18%
20260729 $0.45 $0.35 1.3% 35%
20260728 $0.53 $0.38 0.9% 14%
20260727 $0.50 $0.17 1.0% 19%
20260724 $0.50 $0.20 1.7% 56%
20260723 $0.43 $0.25 1.0% 15%
20260722 $0.50 $0.28 1.2% 27%
20260721 $0.50 $0.28 1.0% 18%
20260720 $0.47 $0.23 1.2% 28%
20260716 $0.50 $0.25 1.9% 64%
20260715 $0.53 $0.28 1.1% 24%
20260714 $0.52 $0.30 1.3% 32%
20260713 $0.53 $0.20 1.4% 40%
20260710 $0.45 $0.35 1.7% 56%
20260709 $0.50 $0.30 1.1% 21%
20260708 $0.47 $0.28 1.0% 19%
20260707 $0.45 $0.30 1.1% 24%
20260706 $0.52 $0.30 1.1% 23%
20260702 $0.50 $0.70 1.1% 26%
20260701 $0.47 $0.25 1.7% 53%
20260630 $0.50 $0.28 1.1% 24%
20260629 $0.48 $0.17 0.9% 14%
20260626 $0.53 $0.22 1.4% 38%
20260625 $0.50 $0.30 1.4% 39%
20260624 $0.53 $0.28 1.1% 22%
20260623 $0.55 $0.38 0.8% 7%
20260622 $0.55 $0.28 1.5% 45%
20260618 $0.45 $0.30 1.0% 16%
20260617 $0.53 $0.35 1.6% 50%
20260616 $0.50 $0.30 1.0% 19%
20260615 $0.55 $0.23 1.3% 34%
20260613 $0.40 $0.22 2.5% 100%
20260612 $0.42 $0.22 1.9% 100%
20260611 $0.50 $0.28 1.1% 33%
20260610 $0.50 $0.28 1.5% 64%