DGICA
DONEGAL GROUP INC19.45post−$0.01 (−0.05%)at close +$0.00 (+0.00%)
as of 19:59:54 UTCnext report Nov 5 · 92d
Earnings Room‹ back to DGICA
The report
fiscal Q3 2026 · from the company's noticeNov 592days out
Expected movement
market-implied · at the Aug 4 close±20.8%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 20straddle 4.75ATM IV 50%× 0.85 straddle-to-rangespot 19.45
Blast radius
2 linked · N-PORT + EDGARIf DGICA moves ±20.8% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first
0
Aug 21
18d
12
▼ −57%
▲ +0%
35
Sep 18
46d
32
▼ −11%
▲ +0%
4
Dec 18
137d
2
▼ −50%
The record
expected in pale · actual in full color1/7reports moved further than the options market had pricedtypically ±5.5% realized vs ±13.4% priced
Q2 FY26+2.3%Jul 30 '26
Apr 30 '26±19.6%→−4.6%×0.23
Feb 19 '26±17.5%→−5.6%×0.32
Jul 24 '25±10.8%→−6.2%×0.57
Apr 24 '25±14.1%→+5.4%×0.38
Feb 20 '25±8.1%→+2.7%×0.34
Oct 24 '24±8.4%→+8.6%×1.02
Jul 25 '24±15.5%→+5.6%×0.36
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 1.15 · rev $241M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.