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Descartes Systems Group Inc. (The) Common Stock DSGX

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T14:46:35.467Z

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 · 2026-11-11T14:45:37.826205091Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T14:46:34.936906+00:00

Share price$95.42
1D+0.2%
$95.21$95.33$95.46$95.58$95.705:30 AM6:30 AM9:00 AM1:00 PMDSGX
Sold putSold call

Descartes Systems Group Inc. (The) Common Stock options

Live interpolated DSGX call and put midpoint premiums by absolute delta.Descartes Systems Group Inc. (The) Common Stock$0.70$2.60$4.50$6.39$8.29$85.60$90.20$94.80$99.40$104.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSGX spot · $95.42DSGX PRICE$0.91$0.98$1.24$1.55$1.86$2.18$2.49$2.82$3.37$3.91$4.45$5.00$5.54$1.15$1.50$1.81$2.13$2.44$2.75$3.26$3.80$4.34$4.88$5.42$6.41$7.75
PutsExpensive1.41×
CallsFair0.97×
SkewBearish+9.67 pp
Implied moveBearish±$5.75
TiltBearish13.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.7957.2%9.7%88.0462.3%8.9%
25Δ100.7346.2%6.6%89.7362.4%7.5%
30Δ99.3343.4%5.4%91.0660.0%6.5%
35Δ98.4543.1%4.8%92.3157.2%5.5%
40Δ97.5742.9%4.2%93.5654.4%4.5%
45Δ96.6842.6%3.6%94.8151.6%3.5%
50Δ95.8042.4%3.0%95.8150.5%3.0%
55Δ94.9242.1%2.4%96.7549.7%2.6%
60Δ94.0841.5%2.1%97.7048.8%2.2%
65Δ93.2441.0%1.8%98.6548.0%1.7%
70Δ92.4040.4%1.5%99.5947.2%1.3%
75Δ91.5639.9%1.2%100.9047.4%1.0%
80Δ90.7239.3%0.9%102.4748.2%0.7%

20Δ

Calls
Pseudo strike
103.79
IV
57.2%
B/E move
9.7%
Puts
Pseudo strike
88.04
IV
62.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
100.73
IV
46.2%
B/E move
6.6%
Puts
Pseudo strike
89.73
IV
62.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
99.33
IV
43.4%
B/E move
5.4%
Puts
Pseudo strike
91.06
IV
60.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
98.45
IV
43.1%
B/E move
4.8%
Puts
Pseudo strike
92.31
IV
57.2%
B/E move
5.5%

40Δ

Calls
Pseudo strike
97.57
IV
42.9%
B/E move
4.2%
Puts
Pseudo strike
93.56
IV
54.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
96.68
IV
42.6%
B/E move
3.6%
Puts
Pseudo strike
94.81
IV
51.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
95.80
IV
42.4%
B/E move
3.0%
Puts
Pseudo strike
95.81
IV
50.5%
B/E move
3.0%

55Δ

Calls
Pseudo strike
94.92
IV
42.1%
B/E move
2.4%
Puts
Pseudo strike
96.75
IV
49.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
94.08
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
97.70
IV
48.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
93.24
IV
41.0%
B/E move
1.8%
Puts
Pseudo strike
98.65
IV
48.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
92.40
IV
40.4%
B/E move
1.5%
Puts
Pseudo strike
99.59
IV
47.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
91.56
IV
39.9%
B/E move
1.2%
Puts
Pseudo strike
100.90
IV
47.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
90.72
IV
39.3%
B/E move
0.9%
Puts
Pseudo strike
102.47
IV
48.2%
B/E move
0.7%

Options history

IV · four-Friday blend41.59%
Daily EOD
DSGX38.2%40.0%41.8%2026-10-19: 38.75%2026-10-20: 38.72%2026-10-21: 38.80%2026-10-22: 38.41%2026-10-23: 39.43%2026-10-26: 39.62%2026-10-27: 40.81%2026-10-28: 40.24%2026-10-29: 40.34%2026-10-30: 41.59%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.75%
38.72%
38.80%
38.41%
39.43%
39.62%
40.81%
40.24%
40.34%
41.59%