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
$2.98
7-Day Straddle
$2.12
Avg IV
0.6%
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
20260605 $2.98 $2.12 0.6% 27%
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%
20260518 $2.78 $2.78 1.0% 56%
20260515 $2.83 $2.05 1.1% 61%
20260514 $2.88 $2.12 0.9% 46%
20260513 $2.97 $2.25 0.8% 45%
20260512 $2.88 $2.23 0.9% 46%
20260511 $2.85 $2.20 0.9% 45%
20260510 $2.95 $2.25 0.7% 38%
20260508 $2.95 $2.25 0.7% 37%
20260507 $2.95 $2.25 0.7% 37%
20260506 $2.83 $2.45 0.8% 43%
20260505 $2.90 $1.73 0.7% 31%
20260504 $2.40 $2.23 0.9% 46%
20260502 $2.60 $2.60 1.6% 93%
20260501 $2.60 $2.60 1.6% 91%
20260430 $2.70 $2.70 1.0% 57%
20260429 $3.65 $3.65 1.5% 85%
20260428 $3.75 $3.75 0.6% 30%
20260427 $2.52 $2.52 1.4% 80%
20260424 $3.85 $3.85 1.2% 69%
20260423 $3.80 $3.80 0.9% 49%
20260422 $3.95 $3.95 1.2% 70%
20260421 $3.90 $3.90 1.2% 68%
20260420 $4.00 $4.00 1.1% 60%
20260417 $3.55 $2.10 1.2% 65%
20260416 $4.05 $2.22 1.1% 63%
20260415 $1.75 $1.95 1.3% 77%
20260414 $2.90 $2.25 0.9% 45%
20260413 $2.92 $2.27 0.6% 28%
20260410 $2.92 $2.30 0.7% 33%
20260409 $2.95 $2.35 0.8% 39%
20260408 $3.05 $2.45 0.6% 27%
20260407 $2.47 $2.47 0.8% 41%
20260406 $3.10 $2.50 0.6% 28%
20260402 $2.95 $2.45 0.9% 47%
20260401 $2.60 $2.60 1.1% 60%
20260331 $2.58 $2.58 1.2% 68%
20260330 $2.62 $2.62 1.3% 74%
20260327 $2.62 $2.62 1.2% 68%
20260326 $2.65 $2.65 0.8% 42%
20260325 $2.67 $2.67 0.9% 49%
20260324 $2.72 $2.72 0.2% 2%
20260323 $2.77 $2.77 0.7% 36%
20260320 $2.90 $2.33 0.8% 41%
20260319 $2.85 $2.33 0.8% 40%
20260318 $2.83 $2.22 0.9% 46%
20260317 $2.85 $2.17 0.6% 28%
20260316 $2.88 $2.27 0.8% 43%