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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Danaos Corporation (DAC) - NYSE Next Earnings Date: OS Estimate: Nov. 10, 2026 AC
OS Projected Window: Nov. 9, 2026 to Nov. 14, 2026
EVR: 1.4
Avg Daily Volume: 108,505    Market Cap: 2.6B
Sector: Industrials    Short Interest: 2.95
Live Interactive Chart
Days to Next Earnings: 92 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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
Aug. 3, 2026 AC 1.4 $142.08 @$140.00 $8.25
($142.08)
5.89% -4.63% I -2.36% I $138.72 $5.60
( $138.72 )
-32.12%
May 11, 2026 AC 1.5 $133.34 @$135.00 $8.82
($133.34)
6.53% -5.24% I -0.38% I $132.83 $8.90
( $132.83 )
0.91%
Feb. 9, 2026 AC 1.5 $103.00 @$105.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 17, 2025 AC 1.6 $95.25 @$95.00
Aug. 4, 2025 AC 1.7 $92.34 @$90.00
May 13, 2025 AC 1.8 $88.80 @$90.00
Feb. 10, 2025 AC 1.8 $80.95 @$80.00
Nov. 12, 2024 BO 1.9 $81.11 @$80.00
May 28, 2024 BO 2.1 $90.59 @$90.00
Feb. 13, 2024 AC 2.2 $75.45 @$75.00

 
 
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