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Dollar General Corporation DG

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-16T00:17:36.924Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002996885Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:36.376763+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$1.04$5.41$9.78$14.16$18.53$113.50$123.77$134.04$144.31$154.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DG spot · $133.89DG PRICE$1.51$2.01$2.55$3.10$3.73$4.41$5.09$6.13$7.20$8.28$9.46$10.65$13.06$1.75$2.33$3.01$3.69$4.56$5.48$6.43$7.64$8.85$10.45$12.30$14.61$17.27
PutsFair0.98×
CallsCheap0.84×
SkewBearish+2.64 pp
Implied moveBearish±$11.52
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.7233.2%11.5%123.1035.0%9.4%
25Δ145.1833.7%9.9%125.5734.8%8.0%
30Δ142.9333.4%8.7%127.5934.8%7.0%
35Δ140.7033.0%7.4%129.6034.9%6.0%
40Δ138.7532.7%6.4%131.5035.1%5.2%
45Δ136.9332.5%5.6%133.3835.4%4.5%
50Δ135.1132.2%4.7%135.2635.6%3.8%
55Δ133.3132.9%4.1%137.2435.7%3.2%
60Δ131.5233.6%3.6%139.2235.8%2.6%
65Δ129.7134.1%3.1%141.4836.3%2.1%
70Δ127.8433.5%2.5%143.9437.1%1.7%
75Δ125.9633.0%2.0%146.8237.9%1.3%
80Δ123.0335.3%1.6%150.0238.7%0.8%

20Δ

Calls
Pseudo strike
147.72
IV
33.2%
B/E move
11.5%
Puts
Pseudo strike
123.10
IV
35.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
145.18
IV
33.7%
B/E move
9.9%
Puts
Pseudo strike
125.57
IV
34.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
142.93
IV
33.4%
B/E move
8.7%
Puts
Pseudo strike
127.59
IV
34.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
140.70
IV
33.0%
B/E move
7.4%
Puts
Pseudo strike
129.60
IV
34.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
138.75
IV
32.7%
B/E move
6.4%
Puts
Pseudo strike
131.50
IV
35.1%
B/E move
5.2%

45Δ

Calls
Pseudo strike
136.93
IV
32.5%
B/E move
5.6%
Puts
Pseudo strike
133.38
IV
35.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
135.11
IV
32.2%
B/E move
4.7%
Puts
Pseudo strike
135.26
IV
35.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
133.31
IV
32.9%
B/E move
4.1%
Puts
Pseudo strike
137.24
IV
35.7%
B/E move
3.2%

60Δ

Calls
Pseudo strike
131.52
IV
33.6%
B/E move
3.6%
Puts
Pseudo strike
139.22
IV
35.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
129.71
IV
34.1%
B/E move
3.1%
Puts
Pseudo strike
141.48
IV
36.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
127.84
IV
33.5%
B/E move
2.5%
Puts
Pseudo strike
143.94
IV
37.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
125.96
IV
33.0%
B/E move
2.0%
Puts
Pseudo strike
146.82
IV
37.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
123.03
IV
35.3%
B/E move
1.6%
Puts
Pseudo strike
150.02
IV
38.7%
B/E move
0.8%