DRAM Expiry Performance
As of the close, Tue 1 Sep 2026
| Moneyness | Mon | Tue | Wed | Thu | Fri | Samples |
|---|---|---|---|---|---|---|
| ATM | no price2 dropped | — | no price2 dropped | — | -26.19%−$0.20 · n=7 of 8med -89.1% · 6/7 lower | 7 |
ITM and OTM — DRAM
DRAM in the money and out of the money, the same five weekdays across the same year of expiries.
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A sample of 6 expiry dates, not every one the symbol traded through. Each cell is the mean of a handful of contracts; the median beside it is the steadier reading, and a mean of eight moves forty points on one contract.
How this is computed
Every contract is measured from its own open to its own close on the day it expired — the percentage is the move in that contract's premium, not in the underlying. Moneyness is fixed at the open of the expiry session. A contract whose own expiry-day bar cannot be priced — it never traded, or traded too little to mean anything — is dropped rather than averaged in, and counted where it falls. a sample of 6 expiry dates across 2026-04-17 to 2026-08-28 produced a priced contract, 25 in all, with 15 more that could not be priced. The dates are a sample the scanner chooses across the year, not every date the symbol expired on, and each cell is the mean of a small number of contracts; the median and how many finished lower are printed beside it, because one contract that closed up three hundred per cent moves a mean of eight by forty points.