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Digi International Inc. Common Stock DGII

i

Market dataready · fetched 2026-11-12T15:28:59.103Z

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 · 2026-11-12T15:28:48.959707517Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T15:28:57.267806+00:00

Share price$57.46
1D+5.1%
$53$54$55$56$585:30 AM6:30 AM9:00 AM1:00 PMDGII
Sold putSold call

Digi International Inc. Common Stock options

Live interpolated DGII call and put midpoint premiums by absolute delta.Digi International Inc. Common Stock$0.40$4.61$8.83$13.04$17.26$40.00$49.16$58.32$67.48$76.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DGII spot · $57.46DGII PRICE$0.98$0.99$1.13$1.39$1.66$1.92$2.19$2.45$2.72$2.99$0.86$1.11$1.36$1.70$2.14$2.58$3.02$3.46$3.90$5.13$7.03$16.04
Puts——
Calls——
Skew——
Implied moveBearish±$4.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.9481.3%11.1%
25Δ63.5684.9%12.3%53.1479.7%9.5%
30Δ61.2266.4%8.3%54.3578.1%7.8%
35Δ59.7156.4%5.9%55.3977.2%6.6%
40Δ59.1155.6%5.3%56.2377.2%5.9%
45Δ58.5054.7%4.7%57.0877.2%5.2%
50Δ57.9053.8%4.1%57.9277.2%4.5%
55Δ57.3053.0%3.5%58.7777.2%3.8%
60Δ56.6952.1%2.9%59.6177.2%3.0%
65Δ56.0951.2%2.3%61.1084.6%2.6%
70Δ55.4950.4%1.8%63.1298.1%2.4%
75Δ
80Δ72.23157.5%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.94
IV
81.3%
B/E move
11.1%

25Δ

Calls
Pseudo strike
63.56
IV
84.9%
B/E move
12.3%
Puts
Pseudo strike
53.14
IV
79.7%
B/E move
9.5%

30Δ

Calls
Pseudo strike
61.22
IV
66.4%
B/E move
8.3%
Puts
Pseudo strike
54.35
IV
78.1%
B/E move
7.8%

35Δ

Calls
Pseudo strike
59.71
IV
56.4%
B/E move
5.9%
Puts
Pseudo strike
55.39
IV
77.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
59.11
IV
55.6%
B/E move
5.3%
Puts
Pseudo strike
56.23
IV
77.2%
B/E move
5.9%

45Δ

Calls
Pseudo strike
58.50
IV
54.7%
B/E move
4.7%
Puts
Pseudo strike
57.08
IV
77.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
57.90
IV
53.8%
B/E move
4.1%
Puts
Pseudo strike
57.92
IV
77.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
57.30
IV
53.0%
B/E move
3.5%
Puts
Pseudo strike
58.77
IV
77.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
56.69
IV
52.1%
B/E move
2.9%
Puts
Pseudo strike
59.61
IV
77.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
56.09
IV
51.2%
B/E move
2.3%
Puts
Pseudo strike
61.10
IV
84.6%
B/E move
2.6%

70Δ

Calls
Pseudo strike
55.49
IV
50.4%
B/E move
1.8%
Puts
Pseudo strike
63.12
IV
98.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.23
IV
157.5%
B/E move
2.2%

Options history

IV · four-Friday blend50.83%
Daily EOD
DGII48.5%49.7%51.0%2026-10-19: 49.43%2026-10-20: 48.73%2026-10-21: 49.26%2026-10-22: 50.18%2026-10-23: 50.36%2026-10-26: 49.33%2026-10-27: 48.64%2026-10-28: 48.71%2026-10-29: 49.45%2026-10-30: 50.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.43%
48.73%
49.26%
50.18%
50.36%
49.33%
48.64%
48.71%
49.45%
50.83%