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Donegal Group, Inc. Class A Common Stock DGICA

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-12T03:12:12.073Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:03.47186422Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:12:11.719951+00:00

Share price$18.95
1D+0.1%
AH$18.73$18.79$18.86$18.92$18.985:30 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$1.02$1.51$2.00$2.48$2.97$14.50$16.03$17.55$19.08$20.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DGICA spot · $18.95DGICA PRICE$1.07$1.07$1.07$1.07$1.12$1.24$1.36$1.48$1.60$1.72$1.84$1.07$1.08$1.09$1.14$1.22$1.30$1.38$1.46$1.54$1.71$2.09$2.46$2.83
PutsExpensive3.77×
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.52270.3%29.1%
25Δ29.41307.3%60.8%15.85217.4%22.1%
30Δ24.47230.8%34.8%16.97175.2%16.2%
35Δ22.13182.8%22.5%17.71148.9%12.6%
40Δ20.85149.9%15.7%18.11137.4%10.9%
45Δ19.87125.6%10.7%18.51125.9%9.2%
50Δ19.48118.7%9.3%18.92114.5%7.5%
55Δ19.09111.8%7.9%19.32103.0%5.8%
60Δ18.70104.9%6.5%19.7291.5%4.1%
65Δ18.3198.0%5.1%20.1483.3%2.8%
70Δ17.9291.1%3.7%20.6082.4%2.3%
75Δ17.5484.2%2.2%21.0681.5%1.8%
80Δ21.5280.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.52
IV
270.3%
B/E move
29.1%

25Δ

Calls
Pseudo strike
29.41
IV
307.3%
B/E move
60.8%
Puts
Pseudo strike
15.85
IV
217.4%
B/E move
22.1%

30Δ

Calls
Pseudo strike
24.47
IV
230.8%
B/E move
34.8%
Puts
Pseudo strike
16.97
IV
175.2%
B/E move
16.2%

35Δ

Calls
Pseudo strike
22.13
IV
182.8%
B/E move
22.5%
Puts
Pseudo strike
17.71
IV
148.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
20.85
IV
149.9%
B/E move
15.7%
Puts
Pseudo strike
18.11
IV
137.4%
B/E move
10.9%

45Δ

Calls
Pseudo strike
19.87
IV
125.6%
B/E move
10.7%
Puts
Pseudo strike
18.51
IV
125.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
19.48
IV
118.7%
B/E move
9.3%
Puts
Pseudo strike
18.92
IV
114.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
19.09
IV
111.8%
B/E move
7.9%
Puts
Pseudo strike
19.32
IV
103.0%
B/E move
5.8%

60Δ

Calls
Pseudo strike
18.70
IV
104.9%
B/E move
6.5%
Puts
Pseudo strike
19.72
IV
91.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
18.31
IV
98.0%
B/E move
5.1%
Puts
Pseudo strike
20.14
IV
83.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
17.92
IV
91.1%
B/E move
3.7%
Puts
Pseudo strike
20.60
IV
82.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.54
IV
84.2%
B/E move
2.2%
Puts
Pseudo strike
21.06
IV
81.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.52
IV
80.6%
B/E move
1.4%

Options history

IV · four-Friday blend55.11%
Daily EOD
DGICA47.3%55.1%62.9%2026-10-19: 52.34%2026-10-20: 51.31%2026-10-21: 48.37%2026-10-22: 55.20%2026-10-23: 57.16%2026-10-26: 59.56%2026-10-27: 59.83%2026-10-28: 61.85%2026-10-29: 53.48%2026-10-30: 55.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.34%
51.31%
48.37%
55.20%
57.16%
59.56%
59.83%
61.85%
53.48%
55.11%