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DACDanaos Corporation

Options Analysis Report
Market Cap $2.7B|NYSE
● 2026-08-31$150.68
VERY BULLISH
Analysis: 2026-08-28 EOD data
1Y +63.3%YTD +58.2%7D +0.1%
333
30D
±6.0%
6%

DAC Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.9VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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DAC Gamma Walls

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Value

Is IV priced right?

9.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks8/9 checks passed
≤35%

IV Rank 31.2% — cheap vs history

<1.05x

IV/HV 0.78x — IV ≤ HV

Sector Relative≤50%

Sector percentile 8% — below sector median

<1.1x

Front/Back 0.89x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 23.8% — normal range

<80%

Effective IV 59.6% (ATM 23.8% + spread 17.9% + bias) — good value

<3.0%

Total drag 24.60% (spread 17.89% + slippage 6.71%) — high friction

≥5.0

Vega efficiency 24.45 (vega 43.742 / spread 17.89%) — efficient

Sentiment

Bullish or bearish?

6.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksNeutral - Strong signal (Conviction: +7%, Raw: +11%)
|net sentiment| ≥25%

Conviction-weighted: +7% (neutral) — Raw: +11%

≥15%

|OI skew| 79.5% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +86.2%, OI skew +79.5% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +100%, ATM: +100%, OTM: +10% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 11% — very bullish vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.6x avg — normal

≥15%

Vol/OI 2.1% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +22.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 57% — neutral vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 78% — urgent

≥30

Conviction +7 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks1/8 checks passed
≤5.0%

Spread 17.9% — wide

≥10,000

OI 16,267 — adequate

≥500

Volume 333/day — thin

≤$0.50

$0.89 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 43% — neutral vs sector

≥100 contracts

Depth 20.2 contracts (bid:16.0 ask:4.2) — thin

<1.0%

Avg slippage 6.71% — poor

Timing

Is now a good time?

6.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -11.1% — contango

<30 or >70

IV percentile 31% — neutral

≥10pts kink

IV kink -3.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 1513.57 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +7% @ 53% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls7.9
bullishIV cheap, bullish flow
Long Puts5.8
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.1
bullishIV too cheap, bullish flow
Covered Call2.9
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

More on DAC

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