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DAC

Danaos CorporationClose $122.32EOD only

Max Pain

$120.00

Next expiry Jul 17, 2026

Expected Move

±$5.42

4.4% from close

Price Gap

-2.32

Distance to max pain

IV Rank

Low premium

P/C OI

0.51

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Jul 2, 2026 close

End-of-day snapshot

This page reflects DAC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Jul 2, 2026 close

DAC Options Chain

Data as of market close Jul 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 15)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
80.00	32.00	0.00	0.00	0.00	13	0	0.0%	1.000	0.0000	-0.009	0.000	0.031
90.00	14.01	17.30	20.40	0.00	10	11	0.0%	1.000	0.0000	-0.011	0.000	0.034
95.00	10.30	17.60	21.10	0.00	1	61	0.0%	1.000	0.0000	-0.011	0.000	0.036
100.00	30.00	21.30	24.90	0.00	6	0	76.5%	0.924	0.0078	-0.104	0.034	0.034
105.00	16.30	23.00	27.40	0.00	1	2	164.0%	0.739	0.0083	-0.463	0.078	0.025
110.00	14.15	11.90	14.70	0.00	30	46	51.6%	0.868	0.0173	-0.105	0.051	0.036
115.00	7.39	6.50	8.70	0.00	10	89	42.0%	0.792	0.0285	-0.113	0.069	0.034
120.00	4.68	3.00	4.60	0.00	1	109	33.8%	0.636	0.0464	-0.117	0.090	0.028
125.00	11.76	0.65	2.00	0.00	2	153	31.6%	0.385	0.0505	-0.109	0.092	0.017
130.00	1.00	0.10	0.80	0.00	6	377	32.5%	0.184	0.0342	-0.077	0.064	0.008
135.00	0.63	0.05	1.25	0.00	1	61	51.7%	0.182	0.0213	-0.119	0.063	0.008
140.00	0.30	0.00	1.20	0.00	22	119	50.8%	0.099	0.0143	-0.077	0.042	0.004
145.00	0.24	0.00	2.20	0.00	2	9	70.7%	0.126	0.0122	-0.127	0.050	0.006
150.00	0.05	0.00	2.15	0.00	1	6	79.7%	0.112	0.0099	-0.131	0.045	0.005
155.00	0.05	0.00	0.30	-0.30	1	32	59.2%	0.024	0.0040	-0.029	0.014	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
75.00	0.65	0.00	0.00	0.00	1	0	50.0%	0.000	0.0000	0.000	0.000	0.000
80.00	0.47	0.00	0.00	0.00	1	0	50.0%	-0.000	0.0000	-0.000	0.000	0.000
85.00	1.00	0.00	0.00	0.00	3	0	50.0%	-0.000	0.0000	-0.000	0.000	-0.000
90.00	1.60	0.35	2.65	0.00	1	2	126.2%	-0.085	0.0052	-0.167	0.037	-0.004
95.00	0.01	0.00	0.15	-0.12	10	989	58.4%	-0.011	0.0021	-0.015	0.007	-0.001
100.00	0.35	0.00	1.00	0.00	1,400	773	68.5%	-0.057	0.0070	-0.066	0.027	-0.003
105.00	1.95	0.00	2.40	0.00	1	51	70.9%	-0.119	0.0117	-0.119	0.048	-0.006
110.00	0.45	0.10	1.35	0.00	1	13	57.8%	-0.157	0.0173	-0.116	0.057	-0.008
115.00	0.80	0.25	0.65	0.00	1	97	31.1%	-0.142	0.0302	-0.058	0.054	-0.007
120.00	1.50	0.15	3.10	0.00	1	492	42.4%	-0.385	0.0376	-0.133	0.092	-0.019
125.00	3.33	2.25	4.60	0.00	52	78	30.8%	-0.619	0.0517	-0.091	0.091	-0.031
130.00	3.53	6.10	9.00	0.00	1	1	39.8%	-0.765	0.0323	-0.093	0.074	-0.039

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.