DGICA (Donegal Group Inc)

Expected Move & Straddle Price History

The expected move for DGICA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current DGICA Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$2.52
Avg IV
0.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to DGICA's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
DGICA Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260814 $2.92 $2.52 0.8% 27%
20260813 $3.00 $2.60 0.5% 0%
20260812 $2.95 $2.60 0.8% 29%
20260811 $2.62 $2.02 1.1% 53%
20260810 $3.30 $2.23 1.1% 54%
20260806 $3.15 $2.77 0.8% 26%
20260805 $2.47 $2.47 0.7% 14%
20260804 $1.95 $1.95 1.0% 47%
20260803 $2.72 $2.72 1.5% 95%
20260731 $2.45 $2.45 1.3% 72%
20260730 $2.48 $2.48 1.4% 82%
20260729 $3.80 $3.80 1.4% 84%
20260728 $3.90 $3.90 1.2% 73%
20260727 $3.95 $3.95 1.2% 69%
20260724 $4.10 $4.10 0.9% 52%
20260723 $3.95 $3.95 1.1% 63%
20260722 $3.95 $3.95 0.9% 50%
20260721 $3.02 $3.02 1.1% 66%
20260720 $2.23 $2.23 0.9% 54%
20260716 $3.17 $2.40 0.7% 33%
20260715 $2.17 $1.65 1.3% 80%
20260714 $3.08 $2.42 0.9% 48%
20260713 $3.08 $2.40 0.6% 30%
20260710 $3.17 $2.55 0.9% 48%
20260709 $3.27 $2.55 0.7% 36%
20260708 $3.15 $2.42 1.0% 55%
20260707 $3.10 $2.40 0.7% 35%
20260706 $3.12 $2.50 0.8% 44%
20260702 $2.48 $2.48 1.5% 89%
20260701 $2.52 $2.52 1.0% 52%
20260630 $2.72 $2.72 0.9% 46%
20260629 $2.67 $2.67 0.9% 46%
20260626 $4.25 $4.25 1.1% 60%
20260625 $2.80 $2.80 1.3% 75%
20260624 $1.95 $1.95 0.8% 44%
20260623 $2.67 $2.67 1.1% 59%
20260622 $2.67 $2.67 1.0% 56%
20260618 $1.73 $1.50 1.2% 65%
20260617 $2.77 $2.05 0.6% 30%
20260616 $2.80 $2.12 0.7% 37%
20260615 $3.90 $3.10 1.1% 62%
20260613 $2.90 $2.27 0.7% 32%
20260612 $2.90 $2.27 0.9% 46%
20260611 $2.92 $2.30 0.9% 50%
20260610 $2.90 $2.17 0.7% 38%
20260609 $2.90 $2.22 0.8% 38%
20260608 $3.00 $2.17 0.5% 23%
20260605 $3.03 $2.25 0.8% 39%
20260604 $2.10 $2.47 0.8% 44%
20260603 $3.12 $1.95 1.0% 55%
20260602 $1.80 $1.80 1.2% 70%
20260601 $2.58 $2.58 1.2% 67%
20260529 $2.62 $2.62 1.2% 65%
20260528 $1.80 $1.80 1.1% 58%
20260527 $2.60 $2.60 1.2% 65%
20260526 $2.67 $2.67 0.8% 42%
20260522 $2.70 $2.70 1.0% 57%
20260521 $2.73 $2.73 0.9% 47%
20260520 $1.88 $1.88 0.9% 48%
20260519 $2.77 $2.77 1.0% 53%