DNUT · Expected Move
Krispy Kreme, Inc. Common Stock
The expected move for DNUT 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).
DNUT 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 DNUT Expected Move
30-Day Straddle
$0.53
7-Day Straddle
$0.22
30-Day ATM IV
77.4%
IV Rank
12%
Implied one-standard-deviation move through the next 30 days. Compare to DNUT'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.
DNUT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $0.53 | $0.22 | 77.4% | 12% |
| 20261021 | $0.55 | $0.20 | 80.5% | 13% |
| 20261020 | $0.55 | $0.28 | 80.1% | 13% |
| 20261019 | $0.57 | $0.17 | 82.8% | 14% |
| 20261016 | $0.47 | $0.17 | 72.4% | 10% |
| 20261015 | $0.50 | $0.25 | 71.5% | 9% |
| 20261014 | $0.53 | $0.22 | 75.3% | 11% |
| 20261013 | $0.55 | $0.25 | 76.8% | 12% |
| 20261012 | $0.53 | $0.17 | 76.0% | 11% |
| 20261009 | $0.47 | $0.17 | 72.7% | 10% |
| 20261008 | $0.53 | $0.17 | 76.2% | 11% |
| 20261007 | $0.47 | $0.22 | 69.0% | 8% |
| 20261006 | $0.53 | $0.23 | 72.9% | 10% |
| 20261005 | $0.57 | $0.17 | 75.1% | 11% |
| 20261002 | $0.38 | $0.25 | 59.8% | 4% |
| 20261001 | $0.38 | $0.22 | 57.7% | 3% |
| 20260930 | $0.43 | $0.25 | 61.2% | 5% |
| 20260929 | $0.42 | $0.22 | 59.8% | 4% |
| 20260928 | $0.45 | $0.12 | 61.2% | 5% |
| 20260925 | $0.40 | $0.17 | 58.7% | 4% |
| 20260924 | $0.38 | $0.20 | 55.9% | 2% |
| 20260923 | $0.40 | $0.23 | 58.0% | 3% |
| 20260922 | $0.40 | $0.28 | 55.9% | 2% |
| 20260921 | $0.43 | $0.15 | 59.1% | 4% |
| 20260918 | $0.32 | $0.17 | 50.8% | 0% |
| 20260917 | $0.38 | $0.22 | 55.4% | 0% |
| 20260916 | $0.43 | $0.25 | 59.0% | 2% |
| 20260915 | $0.38 | $0.28 | 63.3% | 3% |
| 20260914 | $0.47 | $0.60 | 60.7% | 2% |
| 20260911 | $0.47 | $0.65 | 63.8% | 4% |
| 20260910 | $0.47 | $1.52 | 65.0% | 4% |
| 20260909 | $0.45 | $0.33 | 60.0% | 2% |
| 20260908 | $0.55 | $0.33 | 65.9% | 5% |
| 20260904 | $0.57 | $0.28 | 65.3% | 4% |
| 20260903 | $0.55 | $0.25 | 63.3% | 3% |
| 20260902 | $0.58 | $0.30 | 55.7% | 0% |
| 20260901 | $0.62 | $0.28 | 65.5% | 3% |
| 20260831 | $0.57 | $0.22 | 64.5% | 2% |
| 20260828 | $0.70 | $0.25 | 76.7% | 8% |
| 20260827 | $0.65 | $0.25 | 66.2% | 3% |
| 20260826 | $0.62 | $0.30 | 64.7% | 2% |
| 20260825 | $0.62 | $0.30 | 63.3% | 1% |
| 20260824 | $0.68 | $0.20 | 69.4% | 4% |
| 20260821 | $0.55 | $0.25 | 66.6% | 3% |
| 20260820 | $0.50 | $0.32 | 64.6% | 2% |
| 20260819 | $0.57 | $0.32 | 72.3% | 6% |
| 20260818 | $0.55 | $0.40 | 72.4% | 6% |
| 20260817 | $0.50 | $0.23 | 68.0% | 4% |
| 20260814 | $0.65 | $0.35 | 80.3% | 9% |
| 20260813 | $0.53 | $0.35 | 68.0% | 4% |
| 20260812 | $0.65 | $0.35 | 68.2% | 4% |
| 20260811 | $0.47 | $0.25 | 60.1% | 0% |
| 20260810 | $0.55 | $0.23 | 70.8% | 5% |
| 20260807 | — | — | 64.6% | 2% |
| 20260806 | $0.45 | $0.40 | 65.3% | 2% |
| 20260805 | $0.55 | $0.47 | 77.2% | 8% |
| 20260804 | $0.57 | $0.43 | 80.6% | 9% |
| 20260803 | $0.55 | $0.33 | 78.7% | 8% |
| 20260731 | $0.60 | $0.45 | 82.7% | 10% |
| 20260730 | $0.00 | $0.45 | 275.0% | 100% |
More on DNUT
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.