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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Danaos Corporation (DAC) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2026 AC
OS Projected Window: Feb. 23, 2026 to Feb. 28, 2026
EVR: 1.5
Avg Daily Volume: 77,721    Market Cap: 1.7B
Sector: Services    Short Interest: 2.7
Live Interactive Chart
Days to Next Earnings: 66 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 20
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
Nov. 17, 2025 AC 1.6 $95.25 @$95.00 $6.18
($95.25)
6.51% 2.11% I 1.19% I $96.39 $4.03
( $96.39 )
-34.79%
Aug. 4, 2025 AC 1.7 $92.34 @$90.00 $4.00
($92.34)
4.44% -2.53% I 0.51% I $92.82 $4.10
( $92.82 )
2.5%
May 13, 2025 AC 1.8 $88.80 @$90.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 13, 2023 AC 2.2 $63.34 @$65.00
Aug. 7, 2023 BO 2.8 $68.13 @$70.00
May 15, 2023 AC 2.8 $59.00 @$60.00

 
 
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