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Diginex Limited Ordinary Shares DGNX

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Market datapartial · fetched 2026-11-06T21:48:36.977Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:48:03.556031265Z

FundamentalsAlpha Vantage · unavailable

Share price$1.20
1D-2.4%
AH$1.17$1.18$1.20$1.22$1.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGNX
Sold putSold callAH

Diginex Limited Ordinary Shares options

Live interpolated DGNX call and put midpoint premiums by absolute delta.Diginex Limited Ordinary Shares$0.36$1.23$2.11$2.99$3.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDGNX PRICE$0.45$0.47$1.96$2.51$3.06$3.61
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ2.79414.2%31.4%
50Δ3.38411.9%27.4%
55Δ7.02590.5%522.8%3.98409.6%23.5%
60Δ3.28483.4%212.3%4.58407.3%19.5%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
414.2%
B/E move
31.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
411.9%
B/E move
27.4%

55Δ

Calls
Pseudo strike
7.02
IV
590.5%
B/E move
522.8%
Puts
Pseudo strike
3.98
IV
409.6%
B/E move
23.5%

60Δ

Calls
Pseudo strike
3.28
IV
483.4%
B/E move
212.3%
Puts
Pseudo strike
4.58
IV
407.3%
B/E move
19.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations