DGICA · Expected Move
Donegal Group Inc
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).
DGICA straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current DGICA Expected Move
30-Day Straddle
$2.67
7-Day Straddle
$2.67
Avg IV
91.6%
IV Rank
45%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $2.67 | $2.67 | 91.6% | 45% |
| 20260928 | $1.62 | $1.62 | 125.0% | 74% |
| 20260925 | $2.67 | $2.67 | 77.2% | 32% |
| 20260924 | $2.70 | $2.70 | 135.5% | 84% |
| 20260923 | $1.85 | $1.85 | 143.8% | 91% |
| 20260922 | $2.90 | $2.90 | 123.6% | 73% |
| 20260921 | $2.40 | $2.40 | 115.9% | 66% |
| 20260918 | $2.95 | $2.83 | 114.7% | 65% |
| 20260917 | $2.88 | $2.83 | 60.0% | 17% |
| 20260916 | $2.75 | $2.42 | 139.5% | 87% |
| 20260915 | $2.12 | $2.42 | 40.7% | 0% |
| 20260914 | $2.55 | $2.08 | 59.1% | 9% |
| 20260911 | $2.88 | $2.47 | 110.8% | 58% |
| 20260910 | $2.88 | $2.55 | 86.6% | 33% |
| 20260909 | $2.83 | $2.67 | 111.2% | 56% |
| 20260908 | $2.38 | $2.08 | 154.1% | 95% |
| 20260904 | $2.95 | $2.55 | 50.1% | 0% |
| 20260903 | $2.90 | $2.50 | 102.8% | 48% |
| 20260902 | $2.38 | $2.38 | 119.5% | 63% |
| 20260901 | $2.42 | $2.42 | 111.5% | 56% |
| 20260831 | $2.20 | $2.20 | 105.1% | 50% |
| 20260828 | $2.45 | $2.45 | 87.2% | 34% |
| 20260827 | $2.58 | $2.58 | 130.9% | 74% |
| 20260826 | $2.48 | $2.48 | 106.7% | 52% |
| 20260825 | $2.00 | $2.00 | 79.7% | 27% |
| 20260824 | $2.53 | $2.53 | 100.0% | 46% |
| 20260821 | $2.75 | $2.48 | 71.8% | 20% |
| 20260820 | $2.53 | $2.05 | 74.5% | 22% |
| 20260819 | $2.77 | $2.52 | 93.1% | 39% |
| 20260818 | $2.80 | $2.88 | 77.1% | 24% |
| 20260817 | $2.62 | $2.45 | 104.9% | 50% |
| 20260814 | $2.92 | $2.52 | 75.0% | 23% |
| 20260813 | $3.00 | $2.60 | 50.4% | 0% |
| 20260812 | $2.95 | $2.60 | 83.5% | 29% |
| 20260811 | $2.62 | $2.02 | 109.9% | 53% |
| 20260810 | $3.30 | $2.23 | 110.6% | 54% |
| 20260806 | $3.15 | $2.77 | 80.9% | 26% |
| 20260805 | $2.47 | $2.47 | 67.9% | 14% |
| 20260804 | $1.95 | $1.95 | 103.0% | 47% |
| 20260803 | $2.72 | $2.72 | 153.7% | 95% |
| 20260731 | $2.45 | $2.45 | 129.2% | 72% |
| 20260730 | $2.48 | $2.48 | 135.0% | 82% |
| 20260729 | $3.80 | $3.80 | 137.5% | 84% |
| 20260728 | $3.90 | $3.90 | 122.4% | 73% |
| 20260727 | $3.95 | $3.95 | 116.8% | 69% |
| 20260724 | $4.10 | $4.10 | 93.3% | 52% |
| 20260723 | $3.95 | $3.95 | 108.5% | 63% |
| 20260722 | $3.95 | $3.95 | 90.5% | 50% |
| 20260721 | $3.02 | $3.02 | 111.6% | 66% |
| 20260720 | $2.23 | $2.23 | 94.2% | 54% |
| 20260716 | $3.17 | $2.40 | 65.0% | 33% |
| 20260715 | $2.17 | $1.65 | 131.4% | 80% |
| 20260714 | $3.08 | $2.42 | 85.4% | 48% |
| 20260713 | $3.08 | $2.40 | 60.8% | 30% |
| 20260710 | $3.17 | $2.55 | 85.5% | 48% |
| 20260709 | $3.27 | $2.55 | 68.2% | 36% |
| 20260708 | $3.15 | $2.42 | 95.3% | 55% |
| 20260707 | $3.10 | $2.40 | 67.1% | 35% |
| 20260706 | $3.12 | $2.50 | 83.6% | 44% |
More on DGICA
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.