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Dana Incorporated DAN 23.19 -0.7 -2.93%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for DAN.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.62%
Average actual move
0.49%
Beyond the implied move
0 / 1
Median IV change
-14.81%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±7.62% -0.49% 0.06× 50.7% → 43.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →