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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Danaos Corporation (DAC) - NYSE Next Earnings Date: Estimated on May 13, 2024
EVR: 2.2
Avg Daily Volume: 83,805    Market Cap: 1.39B
Sector: Services    Short Interest: 5.12
Live Interactive Chart
Days to Next Earnings: 15 Days
Implied Move Weekly: 5.21%       Expires on: May 17, 2024
Implied Move Monthly: 7.69%       Expires on: June 21, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 12
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 13, 2024 AC None $0.00 @$75.00 $5.78
($75.21)
7.69% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 7, 2023 BO 2.5 $68.13 @$70.00 $4.88
($68.13)
6.97% 2.73% I 0.05% I $68.17 $3.20
( $68.17 )
-34.43%
May 16, 2023 AC 2.7 $61.70 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 15, 2023 AC 3.1 $57.38 @$55.00
Aug. 1, 2022 AC 3.4 $73.49 @$75.00
May 16, 2022 AC 3.6 $81.65 @$80.00
Feb. 7, 2022 AC 3.7 $97.38 @$95.00
Nov. 8, 2021 AC 4.3 $72.64 @$75.00
Aug. 2, 2021 AC 4.4 $69.49 @$70.00
May 10, 2021 AC 4.3 $63.75 @$65.00

 
 
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