DGII · Expected Move
Digi International Inc
The expected move for DGII 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).
DGII 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 DGII Expected Move
30-Day Straddle
$10.70
7-Day Straddle
$5.12
30-Day ATM IV
49.6%
IV Rank
53%
Implied one-standard-deviation move through the next 30 days. Compare to DGII'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.
DGII Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $10.70 | $5.12 | 49.6% | 53% |
| 20261002 | $5.62 | $5.62 | 48.9% | 51% |
| 20261001 | $5.43 | $5.43 | 47.8% | 47% |
| 20260930 | $6.35 | $6.35 | 49.4% | 53% |
| 20260929 | $6.20 | $6.20 | 45.9% | 41% |
| 20260928 | $5.78 | $5.78 | 47.0% | 45% |
| 20260925 | $6.80 | $6.80 | 47.4% | 46% |
| 20260924 | $6.55 | $6.55 | 46.3% | 42% |
| 20260923 | $6.50 | $6.50 | 46.2% | 42% |
| 20260922 | $7.15 | $7.15 | 47.2% | 48% |
| 20260921 | $5.80 | $5.80 | 42.5% | 33% |
| 20260918 | $8.05 | $3.70 | 46.9% | 47% |
| 20260917 | $7.57 | $2.88 | 43.1% | 35% |
| 20260916 | $6.55 | $3.83 | 41.2% | 29% |
| 20260915 | $6.67 | $4.28 | 42.9% | 34% |
| 20260914 | $7.30 | $5.38 | 44.8% | 40% |
| 20260911 | $7.65 | $4.78 | 46.5% | 46% |
| 20260910 | $7.75 | $5.25 | 46.8% | 47% |
| 20260909 | $8.07 | $5.12 | 46.8% | 47% |
| 20260908 | $8.85 | $5.58 | 50.5% | 59% |
| 20260904 | $8.25 | $5.20 | 45.8% | 44% |
| 20260903 | $8.93 | $5.05 | 45.9% | 44% |
| 20260902 | $5.00 | $5.00 | 42.9% | 34% |
| 20260901 | $5.75 | $5.75 | 42.8% | 34% |
| 20260831 | $5.80 | $5.80 | 44.0% | 38% |
| 20260828 | $5.97 | $5.97 | 42.4% | 33% |
| 20260827 | $6.70 | $6.70 | 45.0% | 41% |
| 20260826 | $7.10 | $7.10 | 45.8% | 43% |
| 20260825 | $7.10 | $7.10 | 46.2% | 45% |
| 20260824 | $6.90 | $6.90 | 45.7% | 43% |
| 20260821 | $8.10 | $2.77 | 48.4% | 52% |
| 20260820 | $7.45 | $4.80 | 44.5% | 39% |
| 20260819 | $7.45 | $5.00 | 42.4% | 33% |
| 20260818 | $8.73 | $4.25 | 45.0% | 41% |
| 20260817 | $8.60 | $4.25 | 43.1% | 35% |
| 20260814 | $7.90 | $4.68 | 38.4% | 19% |
| 20260813 | $8.43 | $4.72 | 40.2% | 25% |
| 20260812 | $9.38 | $5.25 | 43.7% | 37% |
| 20260811 | $9.75 | $6.30 | 46.2% | 45% |
| 20260810 | $10.35 | $6.03 | 45.7% | 43% |
| 20260807 | — | — | 43.9% | 37% |
| 20260806 | $10.45 | $7.20 | 50.2% | 58% |
| 20260805 | $8.65 | $8.65 | 61.5% | 95% |
| 20260804 | $10.00 | $10.00 | 62.5% | 98% |
| 20260803 | $8.62 | $8.62 | 60.4% | 91% |
| 20260731 | $9.40 | $9.40 | 63.1% | 100% |
| 20260730 | $8.70 | $8.70 | 59.6% | 92% |
| 20260729 | $8.88 | $8.88 | 61.8% | 99% |
| 20260728 | $8.80 | $8.80 | 61.1% | 97% |
| 20260727 | $9.80 | $9.80 | 61.8% | 99% |
| 20260724 | $8.95 | $8.95 | 59.1% | 90% |
| 20260723 | $9.30 | $9.30 | 62.1% | 100% |
| 20260722 | $9.10 | $9.10 | 60.0% | 95% |
| 20260721 | $9.40 | $9.40 | 60.1% | 95% |
| 20260720 | $9.30 | $9.30 | 61.5% | 100% |
| 20260716 | $9.35 | $2.52 | 57.3% | 91% |
| 20260715 | $9.85 | $3.20 | 59.7% | 100% |
| 20260714 | $10.85 | $5.50 | 58.9% | 97% |
| 20260713 | $9.70 | $4.43 | 56.3% | 88% |
| 20260710 | $10.20 | $5.15 | 58.2% | 94% |
More on DGII
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.