Share price$1.35
1D+10.4%
Sold putSold callAH
Diginex Limited Ordinary Shares DGNX
INDUSTRIALS · CONSULTING SERVICESi
Market dataready · fetched 2026-10-25T16:35:10.842Z
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 · 2026-10-23T23:58:09.430929395Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:35:10.994283+00:00
Diginex Limited Ordinary Shares options
PutsExpensive2.57×
CallsExpensive2.02×
SkewBearish+64.17 pp
Implied moveBearish±$2.72
TiltBearish71.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.09 | 543.0% | 57.5% | |||
| 25Δ | 1.22 | 483.6% | 49.7% | |||
| 30Δ | 1.36 | 424.3% | 41.9% | |||
| 35Δ | 1.49 | 365.0% | 34.1% | |||
| 40Δ | 7.24 | 776.4% | 53.8% | |||
| 45Δ | 5.27 | 597.4% | 40.5% | |||
| 50Δ | 4.42 | 562.9% | 256.9% | 3.30 | 418.4% | 27.3% |
| 55Δ | 3.35 | 532.5% | 181.0% | 2.26 | 328.5% | 18.5% |
| 60Δ | 2.34 | 487.3% | 108.9% | |||
| 65Δ | 1.57 | 383.4% | 51.7% | |||
| 70Δ | 1.33 | 326.7% | 34.2% | |||
| 75Δ | 1.14 | 274.9% | 20.9% | |||
| 80Δ | ||||||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.09
- IV
- 543.0%
- B/E move
- 57.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.22
- IV
- 483.6%
- B/E move
- 49.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.36
- IV
- 424.3%
- B/E move
- 41.9%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.49
- IV
- 365.0%
- B/E move
- 34.1%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.24
- IV
- 776.4%
- B/E move
- 53.8%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.27
- IV
- 597.4%
- B/E move
- 40.5%
50Δ
- Pseudo strike
- 4.42
- IV
- 562.9%
- B/E move
- 256.9%
- Pseudo strike
- 3.30
- IV
- 418.4%
- B/E move
- 27.3%
55Δ
- Pseudo strike
- 3.35
- IV
- 532.5%
- B/E move
- 181.0%
- Pseudo strike
- 2.26
- IV
- 328.5%
- B/E move
- 18.5%
60Δ
- Pseudo strike
- 2.34
- IV
- 487.3%
- B/E move
- 108.9%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 1.57
- IV
- 383.4%
- B/E move
- 51.7%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 1.33
- IV
- 326.7%
- B/E move
- 34.2%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.14
- IV
- 274.9%
- B/E move
- 20.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations