What is DELL's IV rank?

At the last close, DELL's IV rank was 84 with 30-day implied volatility of 91.2%. IV sits 84% of the way from its one-year low to its one-year high. Its IV percentile was 97: IV is higher than 97% of the past year's readings.

What is the expected move for DELL?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $87.90 (25.5%), a range of $256.63 to $432.43. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on DELL?

At the last close, these OptionClaws preset screens had passing trades on DELL: Cash-Secured Put Entries on Mega Caps (4). Open a screen in the app to see the individual trades, refreshed intraday.

Is DELL option volume above average?

At the last close, DELL option volume was 1.1x its average, close to normal.

DELL options: IV rank, expected move and trade screens

Dell Technologies Inc. · Technology

In the app, stock prices are live and options data is refreshed intraday.

DELL last closed at $344.53 with 30-day implied volatility of 91.2%. That is near the top of its one-year range (IV rank 84), so option premiums on DELL are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 97% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $87.90, or 25.5%.

The price is above its 200-day moving average (+1.4%) but below its 50-day (-30.2%), a pullback inside a longer uptrend. It is 41.4% below its 52-week high and 210.2% above its 52-week low. The 14-day RSI of 36.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $35.86, about 10.4% of the price, a measure of a typical day's range.

Option volume at the close (93.2K contracts) was 1.1x its average, close to normal. A beta of 2.63 means DELL has tended to move about 2.6 times as much as the broad market. 1 of our preset screen found trades on DELL at the close, led by Cash-Secured Put Entries on Mega Caps with 4 trades.

DELL stats at the close

Price: $344.53; Market cap $223B
Implied volatility: 91.2%; 30-day, at the money
IV rank: 84; IV sits 84% of the way from its one-year low to its one-year high.
IV percentile: 97; IV is higher than 97% of the past year's readings.
ATR (14-day): $35.86; 10.4% of the price on a typical day
RSI (14-day): 36.0; Between 30 and 70, neutral
52-week range: -41.4% from high; +210.2% from the 52-week low
Moving averages: -30.2% vs 50-day; +1.4% vs the 200-day
Beta: 2.63; Sensitivity to the broad market
Option volume: 1.1x avg; 93.2K contracts vs 85.2K average

DELL expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	93.0%	±$44.39 (12.9%)	$300.14 to $388.92	$35.40
Dec 11, 202628 days	92.1%	±$87.90 (25.5%)	$256.63 to $432.43	$69.88
Jan 15, 202763 days	79.9%	±$114.38 (33.2%)	$230.15 to $458.91	$90.08
Feb 19, 202798 days	76.1%	±$135.86 (39.4%)	$208.67 to $480.39	$106.57

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for DELL from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

4 trades pass on DELL

Annualized return: 13.0% to 24.7%
Probability of profit: 91.3% to 97.0%

Cash-secured put screener

DELL options FAQ

What is DELL's IV rank?: At the last close, DELL's IV rank was 84 with 30-day implied volatility of 91.2%. IV sits 84% of the way from its one-year low to its one-year high. Its IV percentile was 97: IV is higher than 97% of the past year's readings.
What is the expected move for DELL?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $87.90 (25.5%), a range of $256.63 to $432.43. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on DELL?: At the last close, these OptionClaws preset screens had passing trades on DELL: Cash-Secured Put Entries on Mega Caps (4). Open a screen in the app to see the individual trades, refreshed intraday.
Is DELL option volume above average?: At the last close, DELL option volume was 1.1x its average, close to normal.

Stocks by IV rank Expected move by stock All options screeners Options guides

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.