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Digi International Inc. Common Stock DGII

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Market datapartial · fetched 2026-10-23T04:09:30.393Z

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 · 2026-10-22T20:00:02.470055291Z

FundamentalsAlpha Vantage · unavailable

Share price$72.80
1D-1.5%
AH$70.62$71.51$72.41$73.30$74.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGII
Sold putSold callAH

Digi International Inc. Common Stock options

Live interpolated DGII call and put midpoint premiums by absolute delta.Digi International Inc. Common Stock$1.62$4.64$7.67$10.69$13.72$56.50$64.67$72.84$81.01$89.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGII spot · $72.80DGII PRICE$1.94$2.46$2.68$2.91$3.14$3.37$4.07$4.84$5.60$6.47$7.55$8.64$9.81$2.45$2.46$2.98$3.51$4.12$4.79$5.47$6.26$7.24$8.23$9.34$11.09$12.85
PutsExpensive1.31×
CallsExpensive1.41×
SkewBullish-0.39 pp
Implied moveBearish±$9.54
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.7794.5%32.9%60.4694.8%20.3%
25Δ89.8191.4%26.7%65.0272.5%14.1%
30Δ84.8079.5%20.2%67.0569.5%12.0%
35Δ79.9167.7%13.8%69.0866.4%9.9%
40Δ77.6160.8%10.9%70.8664.1%8.3%
45Δ75.3053.9%8.1%72.4362.4%7.1%
50Δ73.7954.0%6.9%74.0060.6%5.9%
55Δ72.3955.1%6.1%75.5759.2%4.8%
60Δ70.9956.2%5.2%77.1358.4%4.0%
65Δ69.5357.1%4.4%78.7057.6%3.2%
70Δ67.9157.4%3.7%80.3657.0%2.4%
75Δ66.2957.7%2.9%82.5257.4%1.9%
80Δ64.6057.6%2.2%84.6957.8%1.3%

20Δ

Calls
Pseudo strike
94.77
IV
94.5%
B/E move
32.9%
Puts
Pseudo strike
60.46
IV
94.8%
B/E move
20.3%

25Δ

Calls
Pseudo strike
89.81
IV
91.4%
B/E move
26.7%
Puts
Pseudo strike
65.02
IV
72.5%
B/E move
14.1%

30Δ

Calls
Pseudo strike
84.80
IV
79.5%
B/E move
20.2%
Puts
Pseudo strike
67.05
IV
69.5%
B/E move
12.0%

35Δ

Calls
Pseudo strike
79.91
IV
67.7%
B/E move
13.8%
Puts
Pseudo strike
69.08
IV
66.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
77.61
IV
60.8%
B/E move
10.9%
Puts
Pseudo strike
70.86
IV
64.1%
B/E move
8.3%

45Δ

Calls
Pseudo strike
75.30
IV
53.9%
B/E move
8.1%
Puts
Pseudo strike
72.43
IV
62.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
73.79
IV
54.0%
B/E move
6.9%
Puts
Pseudo strike
74.00
IV
60.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
72.39
IV
55.1%
B/E move
6.1%
Puts
Pseudo strike
75.57
IV
59.2%
B/E move
4.8%

60Δ

Calls
Pseudo strike
70.99
IV
56.2%
B/E move
5.2%
Puts
Pseudo strike
77.13
IV
58.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
69.53
IV
57.1%
B/E move
4.4%
Puts
Pseudo strike
78.70
IV
57.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
67.91
IV
57.4%
B/E move
3.7%
Puts
Pseudo strike
80.36
IV
57.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
66.29
IV
57.7%
B/E move
2.9%
Puts
Pseudo strike
82.52
IV
57.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
64.60
IV
57.6%
B/E move
2.2%
Puts
Pseudo strike
84.69
IV
57.8%
B/E move
1.3%

Options history

DGII48.6849.0049.312026-10-20: 48.73%2026-10-21: 49.26%Oct 20Oct 21
Table
DateIV
48.73%
49.26%