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Danaos Corporation DAC 148.91 -3.54 -2.32%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $148.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.81 $147.01 – $150.62 $146.66 – $150.97 $144.95 – $152.68
2 sessions ±1.7% ±$2.50 $146.31 – $151.32 $145.78 – $151.85 $143.41 – $154.22
3 sessions ±2.1% ±$3.16 $145.66 – $151.97 $145.05 – $152.58 $142.09 – $155.54
1 week ±2.7% ±$4.02 $144.80 – $152.83 $143.90 – $153.73 $140.27 – $157.36
2 weeks Earnings ±5.0% ±$7.49 $141.33 – $156.30 $139.57 – $158.06 $133.04 – $164.59
3 weeks Earnings ±5.8% ±$8.59 $140.23 – $157.40 $138.19 – $159.44 $130.78 – $166.85
1 month Earnings ±6.5% ±$9.72 $139.10 – $158.53 $136.76 – $160.87 $128.40 – $169.23
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DAC reports in 8 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.24%
Average actual move
0.38%
Beyond the implied move
0 / 1
Reaction session Implied Actual Used ATM IV before → after
May 12, 2026 ±4.24% -0.38% 0.09× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →