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
$0.50
7-Day Straddle
$0.22
Avg IV
1.4%
IV Rank
56%
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
20260608 $0.50 $0.22 1.4% 56%
20260605 $0.55 $0.25 1.7% 85%
20260604 $0.53 $0.33 1.1% 37%
20260603 $0.62 $0.35 1.1% 37%
20260602 $0.65 $0.35 1.1% 35%
20260601 $0.60 $0.22 1.3% 49%
20260529 $0.57 $0.30 1.1% 35%
20260528 $0.55 $0.30 1.2% 39%
20260527 $0.55 $0.33 0.9% 16%
20260526 $0.53 $0.35 1.3% 48%
20260522 $0.53 $0.28 1.1% 38%
20260521 $0.47 $0.30 0.8% 14%
20260520 $0.50 $0.33 1.2% 40%
20260519 $0.47 $0.33 1.0% 30%
20260518 $0.53 $0.30 1.1% 33%
20260515 $0.62 $0.35 1.5% 62%
20260514 $0.53 $0.30 1.1% 38%
20260513 $0.55 $0.33 1.2% 41%
20260512 $0.57 $0.40 1.1% 37%
20260511 $0.68 $0.28 0.7% 0%
20260510 $0.65 $0.40 1.2% 38%
20260508 $0.57 $0.40 1.3% 45%
20260507 $0.73 $0.38 1.0% 20%
20260506 $0.68 $0.38 0.9% 14%
20260505 $0.60 $0.38 1.2% 39%
20260504 $0.68 $0.33 1.0% 24%
20260502 $0.62 $0.35 1.2% 38%
20260501 $0.60 $0.33 1.2% 43%
20260430 $0.62 $0.35 1.3% 44%
20260429 $0.50 $0.35 1.2% 44%
20260428 $0.62 $0.38 1.2% 43%
20260427 $0.68 $0.30 0.8% 8%
20260424 $0.65 $0.35 1.3% 50%
20260423 $0.68 $0.35 1.9% 100%
20260422 $0.62 $0.38 1.1% 32%
20260421 $0.70 $0.38 1.5% 77%
20260420 $0.65 $0.22 1.0% 23%
20260417 $0.60 $0.33 1.2% 47%
20260416 $0.65 $0.30 1.2% 41%
20260415 $0.62 $0.33 1.1% 31%
20260414 $0.65 $0.40 1.1% 36%
20260413 $0.68 $0.35 1.0% 20%
20260410 $0.50 $0.30 1.5% 68%
20260409 $0.62 $0.32 1.3% 48%
20260408 $0.57 $0.35 1.2% 43%
20260407 $0.65 $0.38 1.4% 61%
20260406 $0.68 $0.25 1.3% 50%
20260402 $0.65 $0.33 1.4% 60%
20260401 $0.65 $0.33 1.3% 50%
20260331 $0.65 $0.35 1.4% 59%
20260330 $0.68 $0.30 1.3% 50%
20260327 $0.65 $0.22 1.3% 54%
20260326 $0.62 $0.33 1.4% 56%
20260325 $0.60 $0.30 1.5% 68%
20260324 $0.78 $0.32 1.3% 50%
20260323 $0.62 $0.28 1.4% 59%
20260320 $0.68 $0.40 1.6% 73%
20260319 $0.65 $0.40 1.2% 39%
20260318 $0.60 $0.40 1.3% 52%
20260317 $0.70 $0.47 1.4% 47%