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Dana Incorporated DAN

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Market datapartial · fetched 2026-10-22T21:37:18.756Z

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 · 2026-10-22T20:10:00.00167928Z

FundamentalsAlpha Vantage · unavailable

Share price$28.23
1D-1.7%
AH$27.94$28.21$28.48$28.74$29.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAN
Sold putSold callAH

Dana Incorporated options

Live interpolated DAN call and put midpoint premiums by absolute delta.Dana Incorporated$0.97$1.93$2.88$3.83$4.79$21.24$24.95$28.65$32.35$36.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAN spot · $28.23DAN PRICE$1.07$1.07$1.15$1.33$1.53$1.73$1.97$2.32$2.58$2.87$3.33$3.83$4.51$1.19$1.35$1.58$1.70$1.79$1.94$2.11$2.43$2.93$3.20$3.48$3.81$4.26
PutsExpensive1.67×
CallsExpensive2.05×
SkewBullish-10.58 pp
Implied moveBearish±$4.08
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.42150.8%64.7%22.76114.0%23.6%
25Δ36.05104.2%31.5%24.4098.5%18.4%
30Δ33.1085.6%21.3%25.5790.7%15.0%
35Δ31.7780.3%17.3%26.6080.2%11.8%
40Δ30.6175.9%13.8%27.4470.3%9.1%
45Δ29.6772.1%11.2%28.1264.2%7.2%
50Δ28.8769.5%9.2%28.7059.7%5.8%
55Δ28.1770.7%8.0%29.3258.3%4.8%
60Δ27.5068.2%6.5%30.0060.5%4.1%
65Δ26.8265.7%5.2%30.5257.3%3.2%
70Δ26.1167.0%4.3%31.0454.2%2.4%
75Δ25.3667.1%3.4%31.5651.4%1.7%
80Δ24.4769.2%2.7%32.1849.4%1.1%

20Δ

Calls
Pseudo strike
45.42
IV
150.8%
B/E move
64.7%
Puts
Pseudo strike
22.76
IV
114.0%
B/E move
23.6%

25Δ

Calls
Pseudo strike
36.05
IV
104.2%
B/E move
31.5%
Puts
Pseudo strike
24.40
IV
98.5%
B/E move
18.4%

30Δ

Calls
Pseudo strike
33.10
IV
85.6%
B/E move
21.3%
Puts
Pseudo strike
25.57
IV
90.7%
B/E move
15.0%

35Δ

Calls
Pseudo strike
31.77
IV
80.3%
B/E move
17.3%
Puts
Pseudo strike
26.60
IV
80.2%
B/E move
11.8%

40Δ

Calls
Pseudo strike
30.61
IV
75.9%
B/E move
13.8%
Puts
Pseudo strike
27.44
IV
70.3%
B/E move
9.1%

45Δ

Calls
Pseudo strike
29.67
IV
72.1%
B/E move
11.2%
Puts
Pseudo strike
28.12
IV
64.2%
B/E move
7.2%

50Δ

Calls
Pseudo strike
28.87
IV
69.5%
B/E move
9.2%
Puts
Pseudo strike
28.70
IV
59.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
28.17
IV
70.7%
B/E move
8.0%
Puts
Pseudo strike
29.32
IV
58.3%
B/E move
4.8%

60Δ

Calls
Pseudo strike
27.50
IV
68.2%
B/E move
6.5%
Puts
Pseudo strike
30.00
IV
60.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.82
IV
65.7%
B/E move
5.2%
Puts
Pseudo strike
30.52
IV
57.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
26.11
IV
67.0%
B/E move
4.3%
Puts
Pseudo strike
31.04
IV
54.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.36
IV
67.1%
B/E move
3.4%
Puts
Pseudo strike
31.56
IV
51.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
24.47
IV
69.2%
B/E move
2.7%
Puts
Pseudo strike
32.18
IV
49.4%
B/E move
1.1%

Options history

DAN50.0550.9351.802026-10-20: 50.17%2026-10-21: 51.68%Oct 20Oct 21
Table
DateIV
50.17%
51.68%