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Dollar General Corp. DG

i

Market dataready · fetched 2026-11-07T06:47:53.295Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002708222Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-07T06:47:52.876128+00:00

Share price$133.75
1D+0.0%
AH$133$134$135$136$1375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDG
Sold putSold callAH

Dollar General Corp. options

Live interpolated DG call and put midpoint premiums by absolute delta.Dollar General Corp.$0.64$2.38$4.12$5.86$7.61$120.94$127.60$134.26$140.92$147.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DG spot · $133.75DG PRICE$0.83$1.12$1.44$1.73$2.08$2.37$2.99$3.51$3.84$5.03$5.90$6.46$7.10$0.87$1.21$1.42$1.78$2.08$2.59$3.49$4.10$4.52$4.99$5.52$6.03$6.97
PutsCheap0.77×
CallsCheap0.74×
SkewBullish-1.41 pp
Implied moveBearish±$6.48
TiltBalanced1.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ140.6444.4%5.8%127.8144.1%5.1%
25Δ139.3344.6%5.0%128.8645.8%4.6%
30Δ138.2345.5%4.4%130.3042.0%3.6%
35Δ137.0144.2%3.7%131.2342.7%3.2%
40Δ135.9743.9%3.2%132.2541.1%2.7%
45Δ134.9341.9%2.7%133.1342.8%2.4%
50Δ134.0645.2%2.5%134.1049.0%2.3%
55Δ133.0845.7%2.1%135.1749.3%2.0%
60Δ132.1943.1%1.7%136.1346.9%1.6%
65Δ130.8749.4%1.6%137.0644.9%1.3%
70Δ129.6550.5%1.3%137.9943.1%1.0%
75Δ128.6547.9%1.0%138.8540.9%0.7%
80Δ127.6345.5%0.7%140.0540.8%0.5%

20Δ

Calls
Pseudo strike
140.64
IV
44.4%
B/E move
5.8%
Puts
Pseudo strike
127.81
IV
44.1%
B/E move
5.1%

25Δ

Calls
Pseudo strike
139.33
IV
44.6%
B/E move
5.0%
Puts
Pseudo strike
128.86
IV
45.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
138.23
IV
45.5%
B/E move
4.4%
Puts
Pseudo strike
130.30
IV
42.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
137.01
IV
44.2%
B/E move
3.7%
Puts
Pseudo strike
131.23
IV
42.7%
B/E move
3.2%

40Δ

Calls
Pseudo strike
135.97
IV
43.9%
B/E move
3.2%
Puts
Pseudo strike
132.25
IV
41.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
134.93
IV
41.9%
B/E move
2.7%
Puts
Pseudo strike
133.13
IV
42.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
134.06
IV
45.2%
B/E move
2.5%
Puts
Pseudo strike
134.10
IV
49.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
133.08
IV
45.7%
B/E move
2.1%
Puts
Pseudo strike
135.17
IV
49.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
132.19
IV
43.1%
B/E move
1.7%
Puts
Pseudo strike
136.13
IV
46.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
130.87
IV
49.4%
B/E move
1.6%
Puts
Pseudo strike
137.06
IV
44.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
129.65
IV
50.5%
B/E move
1.3%
Puts
Pseudo strike
137.99
IV
43.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
128.65
IV
47.9%
B/E move
1.0%
Puts
Pseudo strike
138.85
IV
40.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
127.63
IV
45.5%
B/E move
0.7%
Puts
Pseudo strike
140.05
IV
40.8%
B/E move
0.5%

Options history

IV · four-Friday blend38.50%
Daily close
DG27.0%54.6%82.2%2026-08-10: 47.22%2026-08-11: 46.36%2026-08-12: 47.17%2026-08-13: 48.68%2026-08-14: 48.81%2026-08-17: 55.09%2026-08-18: 57.26%2026-08-19: 58.11%2026-08-20: 60.93%2026-08-21: 60.14%2026-08-24: 69.41%2026-08-25: 74.18%2026-08-26: 78.40%2026-08-27: 43.12%2026-08-28: 33.09%2026-08-31: 35.11%2026-09-01: 36.68%2026-09-02: 34.72%2026-09-03: 34.14%2026-09-04: 30.80%2026-09-08: 35.60%2026-09-09: 39.49%2026-09-10: 36.80%2026-09-11: 33.27%2026-09-14: 36.45%2026-09-15: 39.37%2026-09-16: 38.65%2026-09-17: 36.54%2026-09-18: 32.49%2026-09-21: 34.64%2026-09-22: 34.39%2026-09-23: 35.99%2026-09-24: 37.34%2026-09-25: 33.09%2026-09-28: 35.31%2026-09-29: 35.46%2026-09-30: 35.46%2026-10-01: 36.69%2026-10-02: 33.60%2026-10-05: 35.18%2026-10-06: 37.22%2026-10-07: 35.90%2026-10-08: 37.40%2026-10-09: 33.21%2026-10-12: 34.58%2026-10-13: 35.17%2026-10-14: 35.96%2026-10-15: 37.94%2026-10-16: 33.56%2026-10-19: 35.16%2026-10-20: 34.86%2026-10-21: 33.73%2026-10-22: 40.01%2026-10-23: 34.85%2026-10-26: 40.87%2026-10-27: 40.25%2026-10-28: 40.16%2026-10-29: 41.85%2026-10-30: 38.50%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.22%
46.36%
47.17%
48.68%
48.81%
55.09%
57.26%
58.11%
60.93%
60.14%
69.41%
74.18%
78.40%
43.12%
33.09%
35.11%
36.68%
34.72%
34.14%
30.80%
35.60%
39.49%
36.80%
33.27%
36.45%
39.37%
38.65%
36.54%
32.49%
34.64%
34.39%
35.99%
37.34%
33.09%
35.31%
35.46%
35.46%
36.69%
33.60%
35.18%
37.22%
35.90%
37.40%
33.21%
34.58%
35.17%
35.96%
37.94%
33.56%
35.16%
34.86%
33.73%
40.01%
34.85%
40.87%
40.25%
40.16%
41.85%
38.50%