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Descartes Systems Group Inc. (The) Common Stock DSGX

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Market datapartial · fetched 2026-10-22T13:15:55.118Z

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 · 2026-10-21T20:00:00.596083133Z

FundamentalsAlpha Vantage · unavailable

Share price$92.39
1D+1.9%
AH$90.47$91.25$92.03$92.81$93.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSGX
Sold putSold callAH

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$0.87$3.89$6.90$9.91$12.92$73.01$81.13$89.26$97.38$105.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSGX spot · $92.39DSGX PRICE$1.20$1.32$1.74$2.16$2.59$3.09$3.67$4.25$4.83$5.56$6.57$7.58$8.60$1.30$1.64$1.98$2.32$2.81$3.37$3.92$4.48$5.35$6.86$8.37$10.12$12.05
PutsExpensive1.20×
CallsFair0.97×
SkewBearish+0.89 pp
Implied moveBearish±$7.59
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.9244.0%13.8%84.2742.5%10.2%
25Δ99.6235.2%9.3%86.2439.9%8.4%
30Δ98.3035.6%8.3%87.8737.8%7.0%
35Δ96.9836.0%7.3%89.5135.8%5.6%
40Δ95.6736.4%6.3%90.8035.0%4.8%
45Δ94.4036.6%5.5%91.9534.7%4.1%
50Δ93.2036.5%4.8%93.0934.5%3.5%
55Δ91.9936.4%4.2%94.2434.2%2.8%
60Δ90.7836.3%3.5%95.6034.9%2.3%
65Δ89.4936.4%2.9%97.4037.6%2.0%
70Δ88.0736.8%2.4%99.1940.4%1.7%
75Δ86.6437.2%2.0%101.2742.1%1.3%
80Δ85.2137.6%1.5%103.5842.9%0.9%

20Δ

Calls
Pseudo strike
103.92
IV
44.0%
B/E move
13.8%
Puts
Pseudo strike
84.27
IV
42.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
99.62
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
86.24
IV
39.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
98.30
IV
35.6%
B/E move
8.3%
Puts
Pseudo strike
87.87
IV
37.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
96.98
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
89.51
IV
35.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
95.67
IV
36.4%
B/E move
6.3%
Puts
Pseudo strike
90.80
IV
35.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
94.40
IV
36.6%
B/E move
5.5%
Puts
Pseudo strike
91.95
IV
34.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
93.20
IV
36.5%
B/E move
4.8%
Puts
Pseudo strike
93.09
IV
34.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
91.99
IV
36.4%
B/E move
4.2%
Puts
Pseudo strike
94.24
IV
34.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
90.78
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
95.60
IV
34.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
89.49
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
97.40
IV
37.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
88.07
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
99.19
IV
40.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
86.64
IV
37.2%
B/E move
2.0%
Puts
Pseudo strike
101.27
IV
42.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
85.21
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
103.58
IV
42.9%
B/E move
0.9%

Options history

No recorded observations