Dell Technologies Inc. (DELL)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:34 UTC · Figures derived from the full chain (3,484 contracts, 20 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±10.1% (range 462.62–566.22) by Sep 18, 2026. ATM straddle: 51.80 @ strike 510 · ATM IV: 61.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 462.97 | -10% | 78.2% | 21.8% |
| 488.69 | -5% | 63.6% | 36.4% |
| 514.41 | -0% | 47.5% | 52.5% |
| 540.14 | +5% | 32.6% | 67.4% |
| 565.86 | +10% | 20.5% | 79.5% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±4.0% | 85.8% | 172.0K |
| Sep 11, 2026 | 8 | ±7.5% | 62.3% | 34.1K |
| Sep 18, 2026 | 15 | ±10.1% | 61.8% | 158.8K |
| Sep 25, 2026 | 22 | ±12.1% | 61.3% | 8,826 |
| Oct 02, 2026 | 29 | ±13.8% | 61.3% | 7,170 |
| Oct 09, 2026 | 36 | ±15.5% | 61.7% | 4,087 |
| Oct 16, 2026 | 43 | ±16.9% | 61.7% | 41.2K |
| Oct 23, 2026 | 50 | ±18.2% | 61.9% | 0 |
| Nov 20, 2026 | 78 | ±23.0% | 62.7% | 26.5K |
| Dec 18, 2026 | 106 | ±28.1% | 65.9% | 70.3K |
| Jan 15, 2027 | 134 | ±31.0% | 64.9% | 118.2K |
| Feb 19, 2027 | 169 | ±34.3% | 64.1% | 577 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 400 P · 13.9K600 C · 13.1K500 C · 9,341450 C · 8,065420 P · 6,992
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 11.7% · median 7.9% (21 reports) — two-session close-to-close window; definition
About Dell Technologies Inc.
Dell Technologies Inc. is a worldwide technology leader that designs, develops, manufactures, markets, sells, and provides support for a broad spectrum of information technology (IT) solutions, products, and services. The company's business activities are structured into three primary segments: the Infrastructure Solutions Group (ISG), the Client Solutions Group (CSG), and VMware. The ISG division focuses on delivering enterprise-grade offerings, including both traditional and next-generation storage solutions, alongside various server configurations such as rack, blade, tower, and hyperscale models. This segment also provides networking products and related services aimed at helping corporate clients modernize their IT infrastructure, enrich end-user experiences, and accelerate critical business applications and processes. Complementary software, peripherals, and extensive support services—encompassing deployment, configuration, and extended warranties—are also part of its portfolio. The CSG segment addresses end-user computing requirements by offering personal computers like desktops, workstations, and notebooks, as well as displays and projectors. It further includes proprietary
Technology · Computer Hardware · NYSE · Profile: Financial Modeling Prep
DELL news
All news →Bullish Option Traders Might Like This Play On Dell Stock
Yahoo Finance · 16:03 UTC ↗Dell Just Jumped 16% and One Strategist Says That Is the Whole Tech Argument Right Now
Yahoo Finance · 15:03 UTC ↗HPE follows in Dell’s footsteps as it rides the AI server boom to a big earnings beat
Unlike Dell, HPE focuses on enterprise and sovereign customers, which one analyst noted have a better profit profile.
MarketWatch · Sep 02, 20:42 UTC ↗Related securities — Technology
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