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Donegal Group, Inc. Class A Common Stock DGICA

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-07T05:05:27.071Z

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 · 2026-11-06T21:00:00.282672716Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T05:05:26.042925+00:00

Share price$18.73
1D-0.2%
AH$18.59$18.65$18.71$18.77$18.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGICA
Sold putSold callAH

Donegal Group, Inc. Class A Common Stock options

Live interpolated DGICA call and put midpoint premiums by absolute delta.Donegal Group, Inc. Class A Common Stock$1.03$1.48$1.94$2.39$2.85$14.26$15.84$17.43$19.02$20.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DGICA spot · $18.73DGICA PRICE$1.07$1.07$1.07$1.07$1.14$1.26$1.37$1.48$1.60$1.71$2.04$2.47$1.07$1.09$1.11$1.14$1.23$1.32$1.40$1.49$1.57$1.66$1.91$2.31$2.72
PutsExpensive3.13×
Calls——
Skew——
Implied moveBearish±$2.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.31219.5%29.4%
25Δ29.33249.5%62.3%15.67175.7%22.2%
30Δ24.32187.4%35.6%16.70144.7%16.8%
35Δ21.98148.6%23.1%17.58118.7%12.2%
40Δ20.59120.5%15.7%17.95110.3%10.7%
45Δ19.76105.0%11.6%18.33101.9%9.2%
50Δ19.3398.7%9.9%18.7093.5%7.6%
55Δ18.9192.4%8.3%19.0785.1%6.1%
60Δ18.4986.1%6.6%19.4476.7%4.6%
65Δ18.0679.8%5.0%19.8268.3%3.0%
70Δ17.6473.5%3.3%20.2564.0%2.1%
75Δ17.1571.6%2.4%20.7363.5%1.7%
80Δ16.6371.8%1.9%21.2163.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.31
IV
219.5%
B/E move
29.4%

25Δ

Calls
Pseudo strike
29.33
IV
249.5%
B/E move
62.3%
Puts
Pseudo strike
15.67
IV
175.7%
B/E move
22.2%

30Δ

Calls
Pseudo strike
24.32
IV
187.4%
B/E move
35.6%
Puts
Pseudo strike
16.70
IV
144.7%
B/E move
16.8%

35Δ

Calls
Pseudo strike
21.98
IV
148.6%
B/E move
23.1%
Puts
Pseudo strike
17.58
IV
118.7%
B/E move
12.2%

40Δ

Calls
Pseudo strike
20.59
IV
120.5%
B/E move
15.7%
Puts
Pseudo strike
17.95
IV
110.3%
B/E move
10.7%

45Δ

Calls
Pseudo strike
19.76
IV
105.0%
B/E move
11.6%
Puts
Pseudo strike
18.33
IV
101.9%
B/E move
9.2%

50Δ

Calls
Pseudo strike
19.33
IV
98.7%
B/E move
9.9%
Puts
Pseudo strike
18.70
IV
93.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
18.91
IV
92.4%
B/E move
8.3%
Puts
Pseudo strike
19.07
IV
85.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
18.49
IV
86.1%
B/E move
6.6%
Puts
Pseudo strike
19.44
IV
76.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
18.06
IV
79.8%
B/E move
5.0%
Puts
Pseudo strike
19.82
IV
68.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
17.64
IV
73.5%
B/E move
3.3%
Puts
Pseudo strike
20.25
IV
64.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
17.15
IV
71.6%
B/E move
2.4%
Puts
Pseudo strike
20.73
IV
63.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.63
IV
71.8%
B/E move
1.9%
Puts
Pseudo strike
21.21
IV
63.0%
B/E move
1.3%

Options history

IV · four-Friday blend55.11%
Daily EOD
DGICA47.3%55.1%62.9%2026-10-19: 52.34%2026-10-20: 51.31%2026-10-21: 48.37%2026-10-22: 55.20%2026-10-23: 57.16%2026-10-26: 59.56%2026-10-27: 59.83%2026-10-28: 61.85%2026-10-29: 53.48%2026-10-30: 55.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.34%
51.31%
48.37%
55.20%
57.16%
59.56%
59.83%
61.85%
53.48%
55.11%