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Danaos Corporation DAC

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Market datapartial · fetched 2026-11-03T23:07:04.001Z

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 · 2026-11-03T21:10:00.000383029Z

FundamentalsAlpha Vantage · unavailable

Share price$153.14
1D+0.6%
AH$151.27$152.08$152.89$153.70$154.515:30 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$0.90$3.88$6.86$9.85$12.83$133.67$143.72$153.76$163.80$173.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAC spot · $153.14DAC PRICE$1.22$1.61$2.02$2.53$3.03$3.54$4.27$5.05$5.82$6.78$8.15$9.52$11.12$1.57$1.98$2.41$2.83$3.41$4.05$4.70$5.42$6.52$7.63$8.75$10.36$11.97
PutsCheap0.75×
CallsCheap0.67×
SkewBearish+1.27 pp
Implied moveBearish±$8.98
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.7233.7%7.7%142.8040.8%7.8%
25Δ161.6733.4%6.6%145.4738.5%6.3%
30Δ159.7233.1%5.6%147.4236.7%5.3%
35Δ158.2133.0%5.0%149.3634.9%4.3%
40Δ156.7032.9%4.3%150.9534.1%3.7%
45Δ155.1932.8%3.6%152.3733.9%3.1%
50Δ153.7733.1%3.2%153.7933.6%2.6%
55Δ152.3733.4%2.8%155.2433.4%2.2%
60Δ150.9733.8%2.4%156.8533.9%1.8%
65Δ149.4334.4%2.0%158.4534.4%1.5%
70Δ147.6035.5%1.7%160.0734.9%1.2%
75Δ145.7836.7%1.4%162.1135.0%0.9%
80Δ143.7337.0%1.1%164.1435.2%0.6%

20Δ

Calls
Pseudo strike
163.72
IV
33.7%
B/E move
7.7%
Puts
Pseudo strike
142.80
IV
40.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
161.67
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
145.47
IV
38.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
159.72
IV
33.1%
B/E move
5.6%
Puts
Pseudo strike
147.42
IV
36.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
158.21
IV
33.0%
B/E move
5.0%
Puts
Pseudo strike
149.36
IV
34.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
156.70
IV
32.9%
B/E move
4.3%
Puts
Pseudo strike
150.95
IV
34.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
155.19
IV
32.8%
B/E move
3.6%
Puts
Pseudo strike
152.37
IV
33.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
153.77
IV
33.1%
B/E move
3.2%
Puts
Pseudo strike
153.79
IV
33.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
152.37
IV
33.4%
B/E move
2.8%
Puts
Pseudo strike
155.24
IV
33.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
150.97
IV
33.8%
B/E move
2.4%
Puts
Pseudo strike
156.85
IV
33.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
149.43
IV
34.4%
B/E move
2.0%
Puts
Pseudo strike
158.45
IV
34.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
147.60
IV
35.5%
B/E move
1.7%
Puts
Pseudo strike
160.07
IV
34.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
145.78
IV
36.7%
B/E move
1.4%
Puts
Pseudo strike
162.11
IV
35.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
143.73
IV
37.0%
B/E move
1.1%
Puts
Pseudo strike
164.14
IV
35.2%
B/E move
0.6%

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%