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Danaos Corporation DAC

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Market datapartial · fetched 2026-10-22T13:16:35.021Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003261046Z

FundamentalsAlpha Vantage · unavailable

Share price$158.49
1D+0.1%
AH$157.63$158.49$159.35$160.21$161.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAC
Sold putSold callAH

Danaos Corporation options

Live interpolated DAC call and put midpoint premiums by absolute delta.Danaos Corporation$1.02$5.17$9.32$13.47$17.61$135.84$146.56$157.29$168.01$178.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAC spot · $158.49DAC PRICE$1.47$1.94$2.45$2.99$3.69$4.38$5.14$6.07$7.00$8.10$9.51$10.93$12.84$1.76$2.27$2.89$3.50$4.31$5.24$6.18$7.44$8.78$10.23$11.88$13.71$16.42
PutsCheap0.80×
CallsCheap0.85×
SkewBearish+2.60 pp
Implied moveBearish±$11.32
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ171.6630.3%9.2%147.2833.6%8.2%
25Δ169.0830.1%7.9%150.0732.5%6.7%
30Δ166.9029.9%6.9%152.1232.0%5.8%
35Δ164.7729.6%5.9%154.1831.5%4.9%
40Δ163.0329.8%5.2%156.0731.6%4.2%
45Δ161.2930.0%4.5%157.8732.1%3.7%
50Δ159.5630.2%3.9%159.6732.5%3.2%
55Δ157.8330.3%3.4%161.6533.1%2.7%
60Δ156.1130.5%2.9%163.6933.7%2.3%
65Δ154.2830.8%2.5%165.8134.1%1.8%
70Δ152.2631.2%2.1%168.1034.1%1.4%
75Δ150.2531.7%1.7%170.5534.3%1.0%
80Δ147.8031.9%1.4%173.7735.1%0.7%

20Δ

Calls
Pseudo strike
171.66
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
147.28
IV
33.6%
B/E move
8.2%

25Δ

Calls
Pseudo strike
169.08
IV
30.1%
B/E move
7.9%
Puts
Pseudo strike
150.07
IV
32.5%
B/E move
6.7%

30Δ

Calls
Pseudo strike
166.90
IV
29.9%
B/E move
6.9%
Puts
Pseudo strike
152.12
IV
32.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
164.77
IV
29.6%
B/E move
5.9%
Puts
Pseudo strike
154.18
IV
31.5%
B/E move
4.9%

40Δ

Calls
Pseudo strike
163.03
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
156.07
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
161.29
IV
30.0%
B/E move
4.5%
Puts
Pseudo strike
157.87
IV
32.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
159.56
IV
30.2%
B/E move
3.9%
Puts
Pseudo strike
159.67
IV
32.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
157.83
IV
30.3%
B/E move
3.4%
Puts
Pseudo strike
161.65
IV
33.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
156.11
IV
30.5%
B/E move
2.9%
Puts
Pseudo strike
163.69
IV
33.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
154.28
IV
30.8%
B/E move
2.5%
Puts
Pseudo strike
165.81
IV
34.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
152.26
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
168.10
IV
34.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
150.25
IV
31.7%
B/E move
1.7%
Puts
Pseudo strike
170.55
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
147.80
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
173.77
IV
35.1%
B/E move
0.7%

Options history

No recorded observations