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Donegal Group, Inc. Class A Common Stock DGICA

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Market datapartial · fetched 2026-10-22T21:06:16.790Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.914161088Z

FundamentalsAlpha Vantage · unavailable

Share price$19.22
1D+2.8%
AH$18.32$18.58$18.83$19.08$19.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGICA
Sold putSold callAH

Donegal Group, Inc. Class A Common Stock options

Live interpolated DGICA call and put midpoint premiums by absolute delta.Donegal Group, Inc. Class A Common Stock$1.28$3.40$5.52$7.64$9.76$11.79$15.48$19.18$22.87$26.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGICA spot · $19.21DGICA PRICE$1.60$1.51$1.62$1.63$1.67$1.81$1.95$2.09$2.23$1.60$1.64$1.71$1.81$1.93$2.04$2.16$2.46$2.84$3.22$3.59$4.98$9.15
PutsExpensive4.95×
CallsExpensive3.42×
SkewBearish+1.42 pp
Implied moveBearish±$3.83
TiltBearish41.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.99201.2%35.5%
25Δ15.63162.0%27.2%
30Δ30.88204.1%69.0%16.87136.8%21.1%
35Δ24.63146.1%36.1%17.82118.7%16.7%
40Δ23.33133.2%29.8%18.48107.9%13.9%
45Δ21.56110.5%20.7%19.1497.1%11.0%
50Δ19.9489.8%12.4%19.7986.3%8.2%
55Δ19.4384.0%10.5%20.4081.8%6.6%
60Δ18.9278.1%8.6%20.9880.2%5.6%
65Δ18.4272.3%6.7%21.5678.6%4.5%
70Δ17.9166.4%4.8%22.1477.0%3.5%
75Δ23.6588.5%2.9%
80Δ27.83124.3%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.99
IV
201.2%
B/E move
35.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.63
IV
162.0%
B/E move
27.2%

30Δ

Calls
Pseudo strike
30.88
IV
204.1%
B/E move
69.0%
Puts
Pseudo strike
16.87
IV
136.8%
B/E move
21.1%

35Δ

Calls
Pseudo strike
24.63
IV
146.1%
B/E move
36.1%
Puts
Pseudo strike
17.82
IV
118.7%
B/E move
16.7%

40Δ

Calls
Pseudo strike
23.33
IV
133.2%
B/E move
29.8%
Puts
Pseudo strike
18.48
IV
107.9%
B/E move
13.9%

45Δ

Calls
Pseudo strike
21.56
IV
110.5%
B/E move
20.7%
Puts
Pseudo strike
19.14
IV
97.1%
B/E move
11.0%

50Δ

Calls
Pseudo strike
19.94
IV
89.8%
B/E move
12.4%
Puts
Pseudo strike
19.79
IV
86.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
19.43
IV
84.0%
B/E move
10.5%
Puts
Pseudo strike
20.40
IV
81.8%
B/E move
6.6%

60Δ

Calls
Pseudo strike
18.92
IV
78.1%
B/E move
8.6%
Puts
Pseudo strike
20.98
IV
80.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
18.42
IV
72.3%
B/E move
6.7%
Puts
Pseudo strike
21.56
IV
78.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
17.91
IV
66.4%
B/E move
4.8%
Puts
Pseudo strike
22.14
IV
77.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.65
IV
88.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.83
IV
124.3%
B/E move
2.8%

Options history

DGICA48.1349.8451.542026-10-20: 51.31%2026-10-21: 48.37%Oct 20Oct 21
Table
DateIV
51.31%
48.37%