What is DELL's IV rank?

At the close on Sep 28, 2026, DELL's IV rank was 35 with 30-day implied volatility of 60.3%. IV sits 35% of the way from its one-year low to its one-year high. Its IV percentile was 50: IV is higher than 50% of the past year's readings.

What is the expected move for DELL?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $97.31 (17.9%), a range of $446.12 to $640.74. 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 close on Sep 28, 2026, 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?

On Sep 28, 2026, DELL option volume was 0.3x its average, much quieter than usual.

DELL options: IV rank, expected move and trade screens

Dell Technologies Inc. · Technology

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

DELL closed at $543.43 on Sep 28, 2026 with 30-day implied volatility of 60.3%. That is in the lower half of its one-year range (IV rank 35), so premiums are on the modest side for DELL. Measured by IV percentile, IV is higher than 50% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $97.31, or 17.9%.

The price is above both its 50-day (+14.4%) and 200-day (+93.0%) moving averages. It is 7.6% below its 52-week high and 389.3% above its 52-week low. The 14-day RSI of 55.0 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $31.32, about 5.8% of the price, a measure of a typical day's range.

Option volume at the close (58.1K contracts) was 0.3x its average, much quieter than usual. A beta of 2.19 means DELL has tended to move about 2.2 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: $543.43; Market cap $352B
Implied volatility: 60.3%; 30-day, at the money
IV rank: 35; IV sits 35% of the way from its one-year low to its one-year high.
IV percentile: 50; IV is higher than 50% of the past year's readings.
ATR (14-day): $31.32; 5.8% of the price on a typical day
RSI (14-day): 55.0; Between 30 and 70, neutral
52-week range: -7.6% from high; +389.3% from the 52-week low
Moving averages: +14.4% vs 50-day; +93.0% vs the 200-day
Beta: 2.19; Sensitivity to the broad market
Option volume: 0.3x avg; 58.1K contracts vs 178K 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
Oct 2, 20264 days	65.1%	±$37.03 (6.8%)	$506.40 to $580.46	$29.53
Oct 30, 202632 days	60.5%	±$97.31 (17.9%)	$446.12 to $640.74	$77.50
Nov 20, 202653 days	61.5%	±$127.28 (23.4%)	$416.15 to $670.71	$100.83
Dec 18, 202681 days	65.9%	±$168.75 (31.1%)	$374.68 to $712.18	$133.20

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: 8.3% to 44.6%
Probability of profit: 76.9% to 94.0%

Cash-secured put screener

DELL options FAQ

What is DELL's IV rank?: At the close on Sep 28, 2026, DELL's IV rank was 35 with 30-day implied volatility of 60.3%. IV sits 35% of the way from its one-year low to its one-year high. Its IV percentile was 50: IV is higher than 50% of the past year's readings.
What is the expected move for DELL?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $97.31 (17.9%), a range of $446.12 to $640.74. 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 close on Sep 28, 2026, 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?: On Sep 28, 2026, DELL option volume was 0.3x its average, much quieter than usual.

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