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Dana Incorporated DAN

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-12T01:10:41.166Z

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 · 2026-11-12T00:00:00.003656472Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:06:51.952687+00:00

Share price$23.19
1D-3.4%
AH$23.13$23.36$23.60$23.83$24.065:30 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$0.48$1.11$1.73$2.36$2.98$20.90$22.16$23.41$24.67$25.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DAN spot · $23.19DAN PRICE$0.77$0.78$1.03$1.28$1.42$1.52$1.70$1.89$2.14$2.45$2.80$0.55$0.72$0.90$1.00$1.26$1.52$1.72$1.85$1.99
Puts——
Calls——
Skew——
Implied moveBullish±$2.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.10124.0%15.7%
25Δ28.26158.7%25.2%20.79121.5%13.5%
30Δ21.42118.4%11.5%
35Δ24.9198.7%10.8%
40Δ24.51106.9%10.1%
45Δ24.11115.1%9.5%23.0475.7%5.0%
50Δ23.60109.6%7.9%23.4278.7%4.4%
55Δ23.0599.0%5.9%23.8081.8%3.9%
60Δ22.6295.2%4.8%24.1480.8%3.3%
65Δ22.1992.0%3.8%24.4375.6%2.7%
70Δ21.7590.4%3.0%24.7270.5%2.0%
75Δ21.2990.3%2.4%
80Δ20.8089.8%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.10
IV
124.0%
B/E move
15.7%

25Δ

Calls
Pseudo strike
28.26
IV
158.7%
B/E move
25.2%
Puts
Pseudo strike
20.79
IV
121.5%
B/E move
13.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.42
IV
118.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
24.91
IV
98.7%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
24.51
IV
106.9%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
24.11
IV
115.1%
B/E move
9.5%
Puts
Pseudo strike
23.04
IV
75.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
23.60
IV
109.6%
B/E move
7.9%
Puts
Pseudo strike
23.42
IV
78.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
23.05
IV
99.0%
B/E move
5.9%
Puts
Pseudo strike
23.80
IV
81.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
22.62
IV
95.2%
B/E move
4.8%
Puts
Pseudo strike
24.14
IV
80.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
22.19
IV
92.0%
B/E move
3.8%
Puts
Pseudo strike
24.43
IV
75.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
21.75
IV
90.4%
B/E move
3.0%
Puts
Pseudo strike
24.72
IV
70.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
21.29
IV
90.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.80
IV
89.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.53%
Daily EOD
DAN46.1%52.0%57.9%2026-10-19: 46.94%2026-10-20: 50.17%2026-10-21: 51.68%2026-10-22: 50.25%2026-10-23: 57.11%2026-10-26: 54.22%2026-10-27: 55.06%2026-10-28: 49.38%2026-10-29: 48.95%2026-10-30: 49.53%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.94%
50.17%
51.68%
50.25%
57.11%
54.22%
55.06%
49.38%
48.95%
49.53%