Denali Therapeutics Inc (DNLI) Expected Move

Tracking the DNLI expected move helps you see how far Denali Therapeutics Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Denali Therapeutics Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the DNLI expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For DNLI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The DNLI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Denali Therapeutics Inc is unlikely to go.

Denali Therapeutics Inc., a biopharmaceutical company, discovers and develops therapeutic candidates for neurodegenerative diseases in the United States. It offers leucine-rich repeat kinase 2 (LRRK2) inhibitor product candidate, including BIIB122/DNL151, a small molecule inhibitor, which is in phase I and phase Ib clinical trials for the treatment of Parkinson's disease. The company also develops DNL310 that is in Phase I/II clinical trials for the treatment of hunter syndrome; DNL343, which is in phase 1 clinical trial the treatment of amyotrophic lateral sclerosis (ALS); AR443820/DNL788 completed a phase I clinical trial for the treatment of ALS, multiple sclerosis (MS), and Alzheimer's disease; and SAR443122/DNL758, which is in phase II clinical trial for the treatment of cutaneous lupus erythematosus.

It has collaboration agreement with Takeda Pharmaceutical Company, Genentech, Inc., Sanofi, F-star Gamma Limited, F-star Biotechnologische Forschungs-Und Entwicklungsges M.B.H, F-star Biotechnology Limited, SIRION Biotech GmbH, Genzyme Corporation, Harvard University, the Michael J. Fox Foundation, and Centogene; and a research and option agreement with Secarna Pharmaceuticals GmbH & Co. KG. to develop antisense therapies in the field of neurodegenerative diseases. The company was formerly known as SPR Pharma Inc. and changed its name to Denali Therapeutics Inc. in March 2015. Denali Therapeutics Inc. was incorporated in 2013 and is headquartered in South San Francisco, California.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the DNLI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Denali Therapeutics Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about DNLI.