DNN Options Chain, Open Interest, and Volatility Data

DNN Options Open Interest & Strategy Insights

DNN – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
4	82666	1886	84552
3	69941	6574	76515
5	69720	63	69783
2.5	36858	12831	49689
2	30155	16428	46583
3.5	43998	1855	45853
1.5	21698	19668	41366
4.5	24966	73	25039
1	9374	2876	12250
5.5	9111	4	9115

DNN – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.28	0.05	92.68%	80.94%	-11.74%

Data Analysis

Symbol: DNN Current Price: 2.67
Max Pain: 5.00 (below)

📌 Absolute OI Peak: 4.00 (84552 contracts)
🛡️ Short-term Key Levels: 2.50（49689 contracts，minor support） , 2.00（46583 contracts，minor support） , 1.50（41366 contracts，minor support）

📈 Put/Call OI Ratio: 0.28 (bullish, Call OI dominant)
Put/Call Volume Ratio: 0.05 (bullish, Call volume dominant)

📊 Avg Call IV: 92.68%
Avg Put IV: 80.94%
IV Skew: -11.74% (Call IV higher than Put IV by 11.74%, upward expectation slightly stronger)

⚠️ Unusual OI concentration at far OTM strike 4.00 (84552 contracts), sentiment: bullish (Call OI dominant). May reflect speculative bets or hedging demand.

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	228	8	1423	0.035	Moderate Bullish 📈 (70) ⚠️
2025-11-14	183	113	449	0.617	Slight Bullish 📈 (60)
2025-11-21	367	309	56913	0.842	Moderate Bullish 📈 (65)
2025-11-28	72	3	164	0.042	Moderate Bullish 📈 (70) ⚠️
2025-12-05	4	0	172	0.000	Moderate Bullish 📈 (70) ⚠️
2025-12-12	4	0	34	0.000	Moderate Bullish 📈 (70) ⚠️
2025-12-19	138	7	4498	0.051	Moderate Bullish 📈 (70) ⚠️
2026-01-16	9629	100	156337	0.010	Strong Bullish 📈💥 (85) ⚠️
2026-04-17	5859	76	44129	0.013	Moderate Bullish 📈 (70) ⚠️
2027-01-15	313	107	68342	0.342	Strong Bullish 📈💥 (85)
2028-01-21	165	39	20242	0.236	Moderate Bullish 📈 (70) ⚠️
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.