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
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DGICA Expected Move
30-Day Straddle
$2.88
7-Day Straddle
$2.62
30-Day ATM IV
39.7%
IV Rank
17%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $2.88 | $2.62 | 39.7% | 17% |
| 20261112 | $2.92 | $2.67 | 46.5% | 37% |
| 20261111 | $2.92 | $2.67 | 36.9% | 10% |
| 20261110 | $2.92 | $2.72 | 36.8% | 9% |
| 20261109 | $3.12 | $2.85 | 39.2% | 16% |
| 20261106 | $3.17 | $2.88 | 41.0% | 21% |
| 20261105 | $2.88 | $2.55 | 53.4% | 57% |
| 20261104 | $2.70 | $2.70 | 40.3% | 19% |
| 20261103 | $2.90 | $2.90 | 41.1% | 21% |
| 20261102 | $2.80 | $2.80 | 46.6% | 37% |
| 20261030 | $2.83 | $2.83 | 63.8% | 86% |
| 20261029 | $2.85 | $2.85 | 52.5% | 54% |
| 20261028 | $3.90 | $3.90 | 54.7% | 63% |
| 20261027 | $3.95 | $3.95 | 68.7% | 100% |
| 20261026 | $4.00 | $4.00 | 46.9% | 49% |
| 20261023 | $3.90 | $3.90 | 38.7% | 28% |
| 20261022 | $3.85 | $3.85 | 51.2% | 60% |
| 20261021 | $2.40 | $2.40 | 58.1% | 78% |
| 20261020 | $2.98 | $2.98 | 55.5% | 72% |
| 20261019 | $2.88 | $2.88 | 56.2% | 73% |
| 20261016 | $2.92 | $2.62 | 52.0% | 63% |
| 20261015 | $2.95 | $2.62 | 49.4% | 57% |
| 20261014 | $2.92 | $2.45 | 52.7% | 65% |
| 20261013 | $2.95 | $2.58 | 52.8% | 65% |
| 20261012 | $3.02 | $2.58 | 38.7% | 26% |
| 20261009 | $3.05 | $2.60 | 43.4% | 36% |
| 20261008 | $3.00 | $2.60 | 50.3% | 50% |
| 20261007 | $3.02 | $2.70 | 39.3% | 27% |
| 20261006 | $3.08 | $2.65 | 39.4% | 27% |
| 20261005 | $3.12 | $2.73 | 42.0% | 33% |
| 20261002 | $2.75 | $2.75 | 43.3% | 35% |
| 20261001 | $2.58 | $2.58 | 56.3% | 63% |
| 20260930 | $2.58 | $2.58 | 35.0% | 18% |
| 20260929 | $2.67 | $2.67 | 36.6% | 21% |
| 20260928 | $1.62 | $1.62 | 35.4% | 19% |
| 20260925 | $2.67 | $2.67 | 41.6% | 32% |
| 20260924 | $2.70 | $2.70 | 41.0% | 30% |
| 20260923 | $1.85 | $1.85 | 59.0% | 68% |
| 20260922 | $2.90 | $2.90 | 55.0% | 60% |
| 20260921 | $2.40 | $2.40 | 50.6% | 51% |
| 20260918 | $2.95 | $2.83 | 49.8% | 49% |
| 20260917 | $2.88 | $2.83 | 49.7% | 49% |
| 20260916 | $2.75 | $2.42 | 60.6% | 72% |
| 20260915 | $2.12 | $2.42 | 45.7% | 40% |
| 20260914 | $2.55 | $2.08 | 56.9% | 64% |
| 20260911 | $2.88 | $2.47 | 51.0% | 52% |
| 20260910 | $2.88 | $2.55 | 45.1% | 39% |
| 20260909 | $2.83 | $2.67 | 54.6% | 59% |
| 20260908 | $2.38 | $2.08 | 53.1% | 56% |
| 20260904 | $2.95 | $2.55 | 47.4% | 44% |
| 20260903 | $2.90 | $2.50 | 42.6% | 34% |
| 20260902 | $2.38 | $2.38 | 37.8% | 24% |
| 20260901 | $2.42 | $2.42 | 52.8% | 55% |
| 20260831 | $2.20 | $2.20 | 33.5% | 15% |
| 20260828 | $2.45 | $2.45 | 41.0% | 31% |
| 20260827 | $2.58 | $2.58 | 48.6% | 46% |
| 20260826 | $2.48 | $2.48 | 51.2% | 52% |
| 20260825 | $2.00 | $2.00 | 52.2% | 54% |
| 20260824 | $2.53 | $2.53 | 35.4% | 19% |
| 20260821 | $2.75 | $2.48 | 46.3% | 42% |
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.