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Dollar General Corporation DG

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-15T21:11:42.255Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003444532Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:11:39.034972+00:00

Share price$133.89
1D+1.4%
AH$131.77$132.76$133.75$134.75$135.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDG
Sold putSold callAH

Dollar General Corporation options

Live interpolated DG call and put midpoint premiums by absolute delta.Dollar General Corporation$0.14$1.33$2.53$3.72$4.91$128.49$131.24$133.99$136.74$139.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $133.89OPTION PRICELive DG spot · $133.89DG PRICE$0.27$0.41$0.54$0.68$0.81$0.95$1.09$1.26$1.42$1.79$2.72$2.88$3.04$0.54$0.80$1.02$1.12$1.19$1.34$1.50$1.91$2.36$2.98$3.40$3.76$4.57
PutsExpensive1.78×
CallsCheap0.63×
SkewBearish+21.60 pp
Implied moveBearish±$2.60
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ135.9635.0%1.7%130.2864.3%3.1%
25Δ135.6537.1%1.6%130.7071.7%3.0%
30Δ135.3539.2%1.5%131.2674.8%2.7%
35Δ135.0541.2%1.4%132.1766.9%2.1%
40Δ134.6840.9%1.2%132.9258.6%1.6%
45Δ134.3140.2%1.0%133.4555.4%1.3%
50Δ133.9439.4%0.8%133.9552.9%1.1%
55Δ133.6038.7%0.7%134.5056.6%1.0%
60Δ133.2637.9%0.6%135.0761.1%0.9%
65Δ132.7941.2%0.5%135.8166.5%0.8%
70Δ131.9455.5%0.6%136.4365.9%0.6%
75Δ131.6150.9%0.4%137.0263.5%0.5%
80Δ131.2746.3%0.3%137.9666.3%0.4%

20Δ

Calls
Pseudo strike
135.96
IV
35.0%
B/E move
1.7%
Puts
Pseudo strike
130.28
IV
64.3%
B/E move
3.1%

25Δ

Calls
Pseudo strike
135.65
IV
37.1%
B/E move
1.6%
Puts
Pseudo strike
130.70
IV
71.7%
B/E move
3.0%

30Δ

Calls
Pseudo strike
135.35
IV
39.2%
B/E move
1.5%
Puts
Pseudo strike
131.26
IV
74.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
135.05
IV
41.2%
B/E move
1.4%
Puts
Pseudo strike
132.17
IV
66.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
134.68
IV
40.9%
B/E move
1.2%
Puts
Pseudo strike
132.92
IV
58.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
134.31
IV
40.2%
B/E move
1.0%
Puts
Pseudo strike
133.45
IV
55.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
133.94
IV
39.4%
B/E move
0.8%
Puts
Pseudo strike
133.95
IV
52.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
133.60
IV
38.7%
B/E move
0.7%
Puts
Pseudo strike
134.50
IV
56.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
133.26
IV
37.9%
B/E move
0.6%
Puts
Pseudo strike
135.07
IV
61.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
132.79
IV
41.2%
B/E move
0.5%
Puts
Pseudo strike
135.81
IV
66.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
131.94
IV
55.5%
B/E move
0.6%
Puts
Pseudo strike
136.43
IV
65.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
131.61
IV
50.9%
B/E move
0.4%
Puts
Pseudo strike
137.02
IV
63.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
131.27
IV
46.3%
B/E move
0.3%
Puts
Pseudo strike
137.96
IV
66.3%
B/E move
0.4%