DNN · Expected Move
Denison Mines Corp
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).
DNN 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 DNN Expected Move
30-Day Straddle
$0.43
7-Day Straddle
$0.30
30-Day ATM IV
75.4%
IV Rank
64%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.43 | $0.30 | 75.4% | 64% |
| 20261021 | $0.42 | $0.35 | 72.4% | 55% |
| 20261020 | $0.43 | $0.30 | — | — |
| 20261019 | $0.42 | $0.28 | — | — |
| 20261016 | $0.40 | $0.25 | 74.3% | 61% |
| 20261015 | $0.40 | $0.28 | 65.9% | 36% |
| 20261014 | $0.38 | $0.25 | 71.5% | 52% |
| 20261013 | $0.38 | $0.25 | 65.1% | 33% |
| 20261012 | $0.38 | $0.17 | 67.3% | 40% |
| 20261009 | $0.40 | $0.17 | 69.7% | 47% |
| 20261008 | $0.40 | $0.20 | 70.5% | 49% |
| 20261007 | $0.33 | $0.20 | 67.3% | 40% |
| 20261006 | $0.43 | $0.33 | 61.6% | 23% |
| 20261005 | $0.40 | $0.23 | 60.7% | 20% |
| 20261002 | $0.33 | $0.17 | 59.6% | 17% |
| 20261001 | $1.50 | $0.20 | 59.2% | 16% |
| 20260930 | $0.35 | $0.28 | 59.0% | 15% |
| 20260929 | $0.38 | $0.17 | 60.8% | 21% |
| 20260928 | $0.82 | $0.12 | 61.0% | 21% |
| 20260925 | $0.40 | $0.20 | 64.3% | 31% |
| 20260924 | $0.38 | $0.20 | 63.3% | 28% |
| 20260923 | $0.43 | $0.28 | 65.1% | 33% |
| 20260922 | $0.43 | $0.22 | 61.0% | 21% |
| 20260921 | $0.40 | $0.22 | 59.6% | 17% |
| 20260918 | $0.40 | $0.30 | 62.9% | 27% |
| 20260917 | $0.45 | $0.22 | 64.1% | 31% |
| 20260916 | $0.45 | $0.30 | 64.3% | 31% |
| 20260915 | $0.42 | $0.25 | 63.4% | 28% |
| 20260914 | $0.45 | $0.15 | 62.7% | 26% |
| 20260911 | $0.38 | $0.20 | 57.0% | 9% |
| 20260910 | $0.50 | $0.30 | 67.2% | 40% |
| 20260909 | $0.50 | $0.30 | 64.7% | 32% |
| 20260908 | $0.50 | $0.30 | 64.5% | 32% |
| 20260904 | $0.42 | $0.20 | 58.1% | 13% |
| 20260903 | $0.45 | $0.22 | 56.0% | 6% |
| 20260902 | $0.45 | $0.33 | 59.4% | 16% |
| 20260901 | $0.50 | $0.28 | 61.9% | 24% |
| 20260831 | $0.47 | $0.20 | 60.4% | 20% |
| 20260828 | $0.45 | $0.25 | 63.4% | 28% |
| 20260827 | $0.50 | $0.33 | 60.4% | 19% |
| 20260826 | $0.45 | $0.35 | 53.8% | 0% |
| 20260825 | $0.55 | $0.42 | 60.0% | 6% |
| 20260824 | $0.50 | $0.20 | 59.5% | 5% |
| 20260821 | $0.45 | $0.23 | 63.5% | 18% |
| 20260820 | $0.50 | $0.28 | 65.4% | 25% |
| 20260819 | $0.47 | $0.35 | 60.9% | 10% |
| 20260818 | $0.43 | $0.28 | 58.1% | 0% |
| 20260817 | $0.50 | $0.23 | 62.5% | 13% |
| 20260814 | $0.50 | $0.28 | 66.0% | 26% |
| 20260813 | $0.47 | $0.30 | 64.8% | 21% |
| 20260812 | $0.52 | $0.33 | 66.8% | 28% |
| 20260811 | $0.57 | $0.35 | 66.3% | 26% |
| 20260810 | $0.53 | $0.28 | 67.3% | 30% |
| 20260807 | — | — | 70.7% | 42% |
| 20260806 | $0.50 | $0.35 | 73.0% | 50% |
| 20260805 | $0.57 | $0.33 | 81.5% | 79% |
| 20260804 | $0.53 | $0.28 | 75.6% | 59% |
| 20260803 | $0.60 | $0.20 | 80.3% | 62% |
| 20260731 | $0.50 | $0.30 | 72.5% | 40% |
| 20260730 | $0.47 | $0.25 | 77.4% | 54% |
More on DNN
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.