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Danaos Corporation DAC

i

Market datapartial · fetched 2026-11-11T13:59:29.528Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002861206Z

FundamentalsAlpha Vantage · unavailable

Share price$147.24
1D+1.1%
AH$144.58$145.41$146.24$147.06$147.895:30 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$0.67$2.96$5.25$7.54$9.83$135.11$140.99$146.87$152.75$158.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAC spot · $147.24DAC PRICE$0.92$1.28$1.64$2.00$2.39$2.97$3.55$4.13$4.71$5.65$6.77$7.88$9.17$1.51$2.01$2.35$2.62$2.93$3.37$3.81$4.25$4.69$5.47$6.35$7.24$8.13
PutsExpensive1.36×
CallsExpensive1.44×
SkewBearish+3.13 pp
Implied moveBearish±$7.36
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.9336.5%5.8%137.6253.6%7.6%
25Δ153.6536.6%5.2%139.4955.1%6.6%
30Δ152.3736.8%4.6%141.4252.0%5.5%
35Δ151.0837.0%4.0%143.3847.0%4.4%
40Δ149.8337.2%3.4%145.1942.6%3.4%
45Δ148.7137.6%3.0%146.3241.0%2.9%
50Δ147.5938.1%2.7%147.4639.4%2.4%
55Δ146.4838.6%2.3%148.5937.8%2.0%
60Δ145.3639.0%1.9%149.7236.2%1.5%
65Δ143.9940.1%1.6%150.9335.6%1.2%
70Δ142.5141.3%1.4%152.1635.3%1.0%
75Δ141.0242.6%1.1%153.3935.0%0.7%
80Δ139.3843.4%0.9%154.6234.8%0.5%

20Δ

Calls
Pseudo strike
154.93
IV
36.5%
B/E move
5.8%
Puts
Pseudo strike
137.62
IV
53.6%
B/E move
7.6%

25Δ

Calls
Pseudo strike
153.65
IV
36.6%
B/E move
5.2%
Puts
Pseudo strike
139.49
IV
55.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
152.37
IV
36.8%
B/E move
4.6%
Puts
Pseudo strike
141.42
IV
52.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
151.08
IV
37.0%
B/E move
4.0%
Puts
Pseudo strike
143.38
IV
47.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
149.83
IV
37.2%
B/E move
3.4%
Puts
Pseudo strike
145.19
IV
42.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
148.71
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
146.32
IV
41.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
147.59
IV
38.1%
B/E move
2.7%
Puts
Pseudo strike
147.46
IV
39.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
146.48
IV
38.6%
B/E move
2.3%
Puts
Pseudo strike
148.59
IV
37.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
145.36
IV
39.0%
B/E move
1.9%
Puts
Pseudo strike
149.72
IV
36.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
143.99
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
150.93
IV
35.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
142.51
IV
41.3%
B/E move
1.4%
Puts
Pseudo strike
152.16
IV
35.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
141.02
IV
42.6%
B/E move
1.1%
Puts
Pseudo strike
153.39
IV
35.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
139.38
IV
43.4%
B/E move
0.9%
Puts
Pseudo strike
154.62
IV
34.8%
B/E move
0.5%

Options history

IV · four-Friday blend29.34%
Daily EOD
DAC28.2%28.9%29.6%2026-10-19: 29.02%2026-10-20: 29.17%2026-10-21: 28.31%2026-10-22: 29.33%2026-10-23: 28.88%2026-10-26: 29.10%2026-10-27: 29.16%2026-10-28: 29.48%2026-10-29: 29.09%2026-10-30: 29.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.02%
29.17%
28.31%
29.33%
28.88%
29.10%
29.16%
29.48%
29.09%
29.34%