DAC · Expected Move
Danaos Corporation
The expected move for DAC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DAC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DAC Expected Move
30-Day Straddle
$10.65
7-Day Straddle
$8.12
30-Day ATM IV
28.8%
IV Rank
76%
Implied one-standard-deviation move through the next 30 days. Compare to DAC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DAC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $10.65 | $8.12 | 28.8% | 76% |
| 20261106 | $10.95 | $7.85 | 29.3% | 80% |
| 20261105 | $11.60 | $8.07 | 29.4% | 81% |
| 20261104 | $8.45 | $8.45 | 28.7% | 75% |
| 20261103 | $8.85 | $8.85 | 30.7% | 93% |
| 20261102 | $9.05 | $9.05 | 30.7% | 93% |
| 20261030 | $10.10 | $10.10 | 30.6% | 92% |
| 20261029 | $10.15 | $10.15 | 30.6% | 92% |
| 20261028 | $10.80 | $10.80 | 31.4% | 100% |
| 20261027 | $10.60 | $10.60 | 30.9% | 99% |
| 20261026 | $10.15 | $10.15 | 30.2% | 92% |
| 20261023 | $11.15 | $11.15 | 30.7% | 96% |
| 20261022 | $11.25 | $11.25 | 30.6% | 96% |
| 20261021 | $11.30 | $11.30 | 30.6% | 96% |
| 20261020 | $11.45 | $11.45 | 31.0% | 100% |
| 20261019 | $11.50 | $11.50 | 30.9% | 99% |
| 20261016 | $12.10 | $2.52 | 30.3% | 94% |
| 20261015 | $12.35 | $3.25 | 31.0% | 100% |
| 20261014 | $12.75 | $4.70 | 30.8% | 100% |
| 20261013 | $12.70 | $3.65 | 30.2% | 99% |
| 20261012 | $12.40 | $4.60 | 28.2% | 79% |
| 20261009 | $12.65 | $5.85 | 28.0% | 76% |
| 20261008 | $13.30 | $5.45 | 28.6% | 83% |
| 20261007 | $11.75 | $5.33 | 26.0% | 56% |
| 20261006 | $12.55 | $5.68 | 26.5% | 61% |
| 20261005 | $12.45 | $6.60 | 26.0% | 56% |
| 20261002 | $5.50 | $5.50 | 25.0% | 46% |
| 20261001 | $5.93 | $5.93 | 24.4% | 39% |
| 20260930 | $5.88 | $5.88 | 25.6% | 52% |
| 20260929 | $6.62 | $6.62 | 25.4% | 50% |
| 20260928 | $6.08 | $6.08 | 25.4% | 50% |
| 20260925 | $7.15 | $7.15 | 24.1% | 36% |
| 20260924 | $7.08 | $7.08 | 24.3% | 38% |
| 20260923 | $7.33 | $7.33 | 24.5% | 40% |
| 20260922 | $7.35 | $7.35 | 22.8% | 23% |
| 20260921 | $7.35 | $7.35 | 22.9% | 24% |
| 20260918 | $7.72 | $2.48 | 21.4% | 8% |
| 20260917 | $8.07 | $3.40 | 20.8% | 2% |
| 20260916 | $7.33 | $4.50 | 20.6% | 0% |
| 20260915 | $8.10 | $3.78 | 22.0% | 10% |
| 20260914 | $8.50 | $4.72 | 22.9% | 19% |
| 20260911 | $9.10 | $3.67 | 22.9% | 18% |
| 20260910 | $8.95 | $4.85 | 22.7% | 16% |
| 20260909 | $8.70 | $4.12 | 22.2% | 11% |
| 20260908 | $9.00 | $5.20 | 23.2% | 21% |
| 20260904 | $8.85 | $5.05 | 21.1% | 0% |
| 20260903 | $9.90 | $5.00 | 22.9% | 17% |
| 20260902 | $5.70 | $5.70 | 22.1% | 9% |
| 20260901 | $6.00 | $6.00 | 23.0% | 19% |
| 20260831 | $4.90 | $4.90 | 21.8% | 6% |
| 20260828 | $6.35 | $6.35 | 23.1% | 20% |
| 20260827 | $6.10 | $6.10 | 22.8% | 17% |
| 20260826 | $7.65 | $7.65 | 24.2% | 30% |
| 20260825 | $7.08 | $7.08 | 22.1% | 9% |
| 20260824 | $6.00 | $6.00 | 21.2% | 0% |
| 20260821 | $6.97 | $1.12 | 21.8% | 0% |
| 20260820 | $7.83 | $2.67 | 23.4% | 11% |
| 20260819 | $8.00 | $3.50 | 23.8% | 17% |
| 20260818 | $8.55 | $3.10 | 25.3% | 34% |
| 20260817 | $8.27 | $3.12 | 24.2% | 21% |
More on DAC
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.