Share price$158.54
1D+1.6%
Sold putSold call
Danaos Corporation DAC
i
Market datapartial · fetched 2026-10-22T17:34:18.177Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T17:33:55.261963638Z
FundamentalsAlpha Vantage · unavailable
Danaos Corporation options
PutsCheap0.82×
CallsCheap0.83×
SkewBearish+4.13 pp
Implied moveBearish±$11.60
TiltBearish13.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 171.63 | 30.2% | 9.2% | 146.75 | 35.5% | 8.6% |
| 25Δ | 169.01 | 29.8% | 7.8% | 149.96 | 33.2% | 6.9% |
| 30Δ | 166.92 | 29.8% | 6.8% | 152.05 | 32.7% | 6.0% |
| 35Δ | 164.86 | 29.8% | 5.9% | 154.13 | 32.2% | 5.0% |
| 40Δ | 163.10 | 29.9% | 5.2% | 156.08 | 32.5% | 4.4% |
| 45Δ | 161.34 | 30.0% | 4.5% | 157.93 | 33.3% | 3.8% |
| 50Δ | 159.59 | 30.1% | 3.9% | 159.78 | 34.1% | 3.3% |
| 55Δ | 157.87 | 30.3% | 3.4% | 161.87 | 34.8% | 2.8% |
| 60Δ | 156.14 | 30.6% | 2.9% | 164.00 | 35.5% | 2.4% |
| 65Δ | 154.35 | 30.7% | 2.5% | 166.19 | 35.6% | 1.9% |
| 70Δ | 152.43 | 30.8% | 2.1% | 168.46 | 35.3% | 1.5% |
| 75Δ | 150.51 | 30.8% | 1.7% | 171.18 | 35.7% | 1.1% |
| 80Δ | 148.01 | 31.4% | 1.3% | 174.91 | 37.7% | 0.8% |
20Δ
- Pseudo strike
- 171.63
- IV
- 30.2%
- B/E move
- 9.2%
- Pseudo strike
- 146.75
- IV
- 35.5%
- B/E move
- 8.6%
25Δ
- Pseudo strike
- 169.01
- IV
- 29.8%
- B/E move
- 7.8%
- Pseudo strike
- 149.96
- IV
- 33.2%
- B/E move
- 6.9%
30Δ
- Pseudo strike
- 166.92
- IV
- 29.8%
- B/E move
- 6.8%
- Pseudo strike
- 152.05
- IV
- 32.7%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 164.86
- IV
- 29.8%
- B/E move
- 5.9%
- Pseudo strike
- 154.13
- IV
- 32.2%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 163.10
- IV
- 29.9%
- B/E move
- 5.2%
- Pseudo strike
- 156.08
- IV
- 32.5%
- B/E move
- 4.4%
45Δ
- Pseudo strike
- 161.34
- IV
- 30.0%
- B/E move
- 4.5%
- Pseudo strike
- 157.93
- IV
- 33.3%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 159.59
- IV
- 30.1%
- B/E move
- 3.9%
- Pseudo strike
- 159.78
- IV
- 34.1%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 157.87
- IV
- 30.3%
- B/E move
- 3.4%
- Pseudo strike
- 161.87
- IV
- 34.8%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 156.14
- IV
- 30.6%
- B/E move
- 2.9%
- Pseudo strike
- 164.00
- IV
- 35.5%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 154.35
- IV
- 30.7%
- B/E move
- 2.5%
- Pseudo strike
- 166.19
- IV
- 35.6%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 152.43
- IV
- 30.8%
- B/E move
- 2.1%
- Pseudo strike
- 168.46
- IV
- 35.3%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 150.51
- IV
- 30.8%
- B/E move
- 1.7%
- Pseudo strike
- 171.18
- IV
- 35.7%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 148.01
- IV
- 31.4%
- B/E move
- 1.3%
- Pseudo strike
- 174.91
- IV
- 37.7%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 29.17% | |
| 28.31% |