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Descartes Systems Group Inc. (The) Common Stock DSGX

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Market datapartial · fetched 2026-11-04T00:53:02.549Z

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 · 2026-11-03T21:00:04.268507005Z

FundamentalsAlpha Vantage · unavailable

Share price$91.17
1D+1.9%
AH$88.41$89.25$90.10$90.94$91.785:30 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$0.73$3.15$5.56$7.98$10.39$80.63$85.98$91.33$96.68$102.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSGX spot · $91.17DSGX PRICE$1.00$1.33$1.66$2.00$2.36$2.73$3.09$3.46$4.03$5.16$6.29$7.42$9.70$1.22$1.56$1.96$2.36$2.76$3.18$3.62$4.06$4.50$4.94$5.70$6.77$7.84
PutsExpensive1.26×
CallsExpensive1.24×
SkewBullish-1.62 pp
Implied moveBearish±$6.71
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1747.9%11.0%83.3352.6%9.9%
25Δ98.4946.8%9.5%85.3649.9%8.1%
30Δ96.9246.0%8.1%86.7248.7%7.0%
35Δ95.3545.3%6.8%88.0747.4%6.0%
40Δ94.1444.0%5.8%89.4346.1%4.9%
45Δ93.0342.6%5.0%90.5744.6%4.1%
50Δ91.9241.2%4.2%91.5643.0%3.5%
55Δ90.8139.7%3.4%92.5541.3%2.9%
60Δ89.6239.5%2.7%93.5339.6%2.3%
65Δ88.2242.7%2.4%94.5237.9%1.7%
70Δ86.8245.8%2.1%95.6937.1%1.3%
75Δ85.4148.9%1.8%97.0337.2%1.0%
80Δ82.8453.3%1.5%98.3737.2%0.7%

20Δ

Calls
Pseudo strike
100.17
IV
47.9%
B/E move
11.0%
Puts
Pseudo strike
83.33
IV
52.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
98.49
IV
46.8%
B/E move
9.5%
Puts
Pseudo strike
85.36
IV
49.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
96.92
IV
46.0%
B/E move
8.1%
Puts
Pseudo strike
86.72
IV
48.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
95.35
IV
45.3%
B/E move
6.8%
Puts
Pseudo strike
88.07
IV
47.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
94.14
IV
44.0%
B/E move
5.8%
Puts
Pseudo strike
89.43
IV
46.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
93.03
IV
42.6%
B/E move
5.0%
Puts
Pseudo strike
90.57
IV
44.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
91.92
IV
41.2%
B/E move
4.2%
Puts
Pseudo strike
91.56
IV
43.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
90.81
IV
39.7%
B/E move
3.4%
Puts
Pseudo strike
92.55
IV
41.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
89.62
IV
39.5%
B/E move
2.7%
Puts
Pseudo strike
93.53
IV
39.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
88.22
IV
42.7%
B/E move
2.4%
Puts
Pseudo strike
94.52
IV
37.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
86.82
IV
45.8%
B/E move
2.1%
Puts
Pseudo strike
95.69
IV
37.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
85.41
IV
48.9%
B/E move
1.8%
Puts
Pseudo strike
97.03
IV
37.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
82.84
IV
53.3%
B/E move
1.5%
Puts
Pseudo strike
98.37
IV
37.2%
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%