Share price$72.80
1D-1.5%
Sold putSold callAH
Digi International Inc. Common Stock DGII
i
Market datapartial · fetched 2026-10-23T03:16:30.070Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:02.470055291Z
FundamentalsAlpha Vantage · unavailable
Digi International Inc. Common Stock options
PutsExpensive1.29×
CallsExpensive1.39×
SkewBullish-0.29 pp
Implied moveBearish±$9.54
TiltBearish12.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 94.77 | 94.4% | 32.8% | 60.46 | 94.7% | 20.3% |
| 25Δ | 89.81 | 91.4% | 26.7% | 65.02 | 72.5% | 14.1% |
| 30Δ | 84.81 | 78.8% | 20.2% | 67.05 | 69.0% | 12.0% |
| 35Δ | 79.91 | 66.5% | 13.8% | 69.08 | 65.5% | 9.9% |
| 40Δ | 77.61 | 59.7% | 10.9% | 70.86 | 63.0% | 8.3% |
| 45Δ | 75.31 | 52.9% | 8.1% | 72.44 | 61.3% | 7.1% |
| 50Δ | 73.79 | 53.0% | 6.9% | 74.01 | 59.6% | 5.9% |
| 55Δ | 72.40 | 54.1% | 6.1% | 75.58 | 58.3% | 4.8% |
| 60Δ | 71.00 | 55.2% | 5.2% | 77.15 | 57.5% | 4.0% |
| 65Δ | 69.54 | 56.0% | 4.4% | 78.71 | 56.7% | 3.2% |
| 70Δ | 67.92 | 56.3% | 3.7% | 80.39 | 56.1% | 2.4% |
| 75Δ | 66.30 | 56.6% | 2.9% | 82.56 | 56.5% | 1.9% |
| 80Δ | 64.62 | 56.5% | 2.2% | 84.73 | 57.0% | 1.3% |
20Δ
- Pseudo strike
- 94.77
- IV
- 94.4%
- B/E move
- 32.8%
- Pseudo strike
- 60.46
- IV
- 94.7%
- B/E move
- 20.3%
25Δ
- Pseudo strike
- 89.81
- IV
- 91.4%
- B/E move
- 26.7%
- Pseudo strike
- 65.02
- IV
- 72.5%
- B/E move
- 14.1%
30Δ
- Pseudo strike
- 84.81
- IV
- 78.8%
- B/E move
- 20.2%
- Pseudo strike
- 67.05
- IV
- 69.0%
- B/E move
- 12.0%
35Δ
- Pseudo strike
- 79.91
- IV
- 66.5%
- B/E move
- 13.8%
- Pseudo strike
- 69.08
- IV
- 65.5%
- B/E move
- 9.9%
40Δ
- Pseudo strike
- 77.61
- IV
- 59.7%
- B/E move
- 10.9%
- Pseudo strike
- 70.86
- IV
- 63.0%
- B/E move
- 8.3%
45Δ
- Pseudo strike
- 75.31
- IV
- 52.9%
- B/E move
- 8.1%
- Pseudo strike
- 72.44
- IV
- 61.3%
- B/E move
- 7.1%
50Δ
- Pseudo strike
- 73.79
- IV
- 53.0%
- B/E move
- 6.9%
- Pseudo strike
- 74.01
- IV
- 59.6%
- B/E move
- 5.9%
55Δ
- Pseudo strike
- 72.40
- IV
- 54.1%
- B/E move
- 6.1%
- Pseudo strike
- 75.58
- IV
- 58.3%
- B/E move
- 4.8%
60Δ
- Pseudo strike
- 71.00
- IV
- 55.2%
- B/E move
- 5.2%
- Pseudo strike
- 77.15
- IV
- 57.5%
- B/E move
- 4.0%
65Δ
- Pseudo strike
- 69.54
- IV
- 56.0%
- B/E move
- 4.4%
- Pseudo strike
- 78.71
- IV
- 56.7%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 67.92
- IV
- 56.3%
- B/E move
- 3.7%
- Pseudo strike
- 80.39
- IV
- 56.1%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 66.30
- IV
- 56.6%
- B/E move
- 2.9%
- Pseudo strike
- 82.56
- IV
- 56.5%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 64.62
- IV
- 56.5%
- B/E move
- 2.2%
- Pseudo strike
- 84.73
- IV
- 57.0%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 48.73% | |
| 49.26% |