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Danaos Corporation DAC

INDUSTRIALS · MARINE SHIPPING
i

Market dataready · fetched 2026-10-22T23:27:27.605Z

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 · 2026-10-22T23:00:00.003993594Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:27:25.232978+00:00

Share price$157.81
1D+1.2%
AH$155.77$156.54$157.31$158.08$158.855:30 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$1.00$5.00$9.00$13.00$17.00$134.90$145.73$156.57$167.40$178.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAC spot · $157.81DAC PRICE$1.43$1.92$2.43$3.00$3.65$4.29$5.11$6.01$6.91$8.17$9.57$11.00$12.55$1.82$2.31$2.92$3.58$4.30$5.29$6.27$7.41$8.73$10.05$11.54$13.04$15.84
PutsCheap0.79×
CallsCheap0.83×
SkewBearish+2.79 pp
Implied moveBearish±$11.38
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ170.6529.9%9.0%146.2834.9%8.5%
25Δ168.2829.8%7.8%149.1833.2%6.9%
30Δ166.0829.7%6.8%151.4232.5%5.9%
35Δ164.1029.6%5.9%153.4132.1%5.1%
40Δ162.3429.7%5.2%155.3732.0%4.3%
45Δ160.5729.7%4.5%157.2032.4%3.7%
50Δ158.8529.9%3.9%159.0232.9%3.2%
55Δ157.1530.1%3.4%160.9433.3%2.7%
60Δ155.4630.4%2.9%162.9733.6%2.3%
65Δ153.5430.9%2.5%165.0033.9%1.8%
70Δ151.5431.6%2.1%167.1333.4%1.4%
75Δ149.5232.0%1.7%169.2732.8%1.0%
80Δ147.3931.3%1.4%172.5834.0%0.7%

20Δ

Calls
Pseudo strike
170.65
IV
29.9%
B/E move
9.0%
Puts
Pseudo strike
146.28
IV
34.9%
B/E move
8.5%

25Δ

Calls
Pseudo strike
168.28
IV
29.8%
B/E move
7.8%
Puts
Pseudo strike
149.18
IV
33.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
166.08
IV
29.7%
B/E move
6.8%
Puts
Pseudo strike
151.42
IV
32.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
164.10
IV
29.6%
B/E move
5.9%
Puts
Pseudo strike
153.41
IV
32.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
162.34
IV
29.7%
B/E move
5.2%
Puts
Pseudo strike
155.37
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
160.57
IV
29.7%
B/E move
4.5%
Puts
Pseudo strike
157.20
IV
32.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
158.85
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
159.02
IV
32.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
157.15
IV
30.1%
B/E move
3.4%
Puts
Pseudo strike
160.94
IV
33.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
155.46
IV
30.4%
B/E move
2.9%
Puts
Pseudo strike
162.97
IV
33.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
153.54
IV
30.9%
B/E move
2.5%
Puts
Pseudo strike
165.00
IV
33.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
151.54
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
167.13
IV
33.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
149.52
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
169.27
IV
32.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
147.39
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
172.58
IV
34.0%
B/E move
0.7%

Options history

DAC28.2528.7429.242026-10-20: 29.17%2026-10-21: 28.31%Oct 20Oct 21
Table
DateIV
29.17%
28.31%