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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Danaos Corporation (DAC) - NYSE Next Earnings Date: Estimated on Aug. 3, 2026
OS Projected Window: Aug. 17, 2026 to Aug. 22, 2026
EVR: 1.4
Avg Daily Volume: 89,693    Market Cap: 2.3B
Sector: Services    Short Interest: 3.58
Live Interactive Chart
Days to Next Earnings: 38 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 22
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 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 $4.75
($103.00)
4.52% 4.46% I 1.9% I $104.96 $3.30
( $104.96 )
-30.53%
Nov. 17, 2025 AC 1.6 $95.25 @$95.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 13, 2023 AC 2.2 $63.34 @$65.00

 
 
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