Denali Therapeutics (DNLI) Options Chain

NASDAQ: DNLIHealth CareBiotechnology: Biological Products (No Diagnostic Substances)USD

19.45+0.78 (+4.18%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Mar 19, 2027
Days to expiration: 159
Share price: $19.45
Put/call ratio (OI): 0.95
Put/call ratio (volume): 1.00
ATM implied volatility: 72.3%
Expected move: ±$9.28
Open interest (C / P): 1.69K / 1.60K

DNLI options summary

The DNLI options chain for the March 19, 2027 expiration lists 8 call and 7 put contracts, with 159 days until expiration. Open interest stands at 1,686 calls and 1,598 puts, a put/call ratio of 0.95, which is fairly balanced between calls and puts. At-the-money implied volatility near the $20.00 strike is 72.3%, which implies the market expects a move of about ±$9.28 (47.7%) in Denali Therapeutics stock by expiration.

The most open interest sits at the $22.50 call (990 contracts) and the $25.00 put (706 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

DNLI options chain · March 19, 2027

DNLI calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
13	1	70.1%	7.04	5.70	9.50	12.50	—	—	—	—	—	—
26	390	67.2%	5.90	4.40	7.10	15.00	0.00	3.50	1.10	79.1%	1	3
205	66	70.1%	4.30	3.90	5.00	17.50	0.40	4.60	2.26	70.1%	43	33
DNLI $19.45
293	1	78.0%	3.20	2.50	5.00	20.00	2.25	5.20	3.79	66.7%	16	74
990	41	74.8%	2.15	1.10	4.40	22.50	3.40	7.40	5.60	67.0%	176	258
73	30	67.1%	2.01	0.05	3.40	25.00	6.30	8.50	7.25	69.7%	86	706
61	15	92.9%	1.00	0.80	3.30	30.00	9.50	13.50	10.45	67.8%	132	429
25	2	99.6%	0.80	0.30	3.10	35.00	14.20	18.00	15.50	69.1%	90	95

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the DNLI put/call ratio?

For the March 19, 2027 expiration, the DNLI put/call ratio based on open interest is 0.95 (1,598 puts vs 1,686 calls), and 1.00 based on today's volume. A ratio above 1 means more puts than calls.

What is DNLI's implied volatility?

At-the-money implied volatility for DNLI options expiring March 19, 2027 is about 72.3%, an annualized estimate of how much the market expects Denali Therapeutics stock to move.

How many DNLI option expiration dates are there?

DNLI has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.