How often does Donegal move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

DGICANasdaqFire, Marine & Casualty Insurance

Donegal Group Inc (DGICA) earnings date, market-implied expected move, and options open interest by expiry

18.82

+0.14 · +0.74%

Regular session12:40 ET

Open18.91Volume126,107Mkt cap$687.7MP/E9.67

Day18.82 – 18.910%52-wk15.79 – 20.2169%

DGICA

Donegal Group Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 18

before open · in 106 days

est.Q4 FY26

Calendar

Next report

Last report

+1.07%

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+5.72%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

153 managers

Top fund weight

0.01%

DGICA weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Donegal (DGICA) is expected to report on Feb 18 before open (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±13.6%
avg realized: ±5.1%

Oct 24 '24Oct 24 '24confirmed±8.4%▲+8.60%×1.02

Feb 20 '25Feb 20 '25confirmed±8.1%▲+2.70%×0.34

Apr 24 '25Apr 24 '25confirmed±14.1%▲+5.39%×0.38

Jul 24 '25Jul 24 '25confirmed±10.8%▼−6.16%×0.57

Feb 19 '26Feb 19 '26confirmed±17.5%▼−5.64%×0.32

Q1 FY26Apr 30 '26confirmed±19.6%▼−4.59%×0.23

Q2 FY26Jul 30 '26confirmed±16.7%▲+2.33%×0.14

Oct 29 '26Oct 29 '26confirmed—▲+1.07%—

quarterimplied−20%0+20%realized×

Oct '26—▲+1.07%—

Q2 FY26±16.7%▲+2.33%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

2.00OI · 1 expiry · Aug 28 closeP/C open interest · Dec 18 · nearest expiry

PUTS · chgexpiry · days · P/CCALLS · chgP/C

40%Dec 1844d20%

ExpiryPutsCallsP/C

Dec 1844d40%20%2.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

9.26%as filednet margin · revenue +2.17% QoQ · −2.44% YoY

Revenue$241M+2.17%

Pre-tax income$28M+95.06%

Net income$22M9.26%+93.78%

Tax$5M+100.67%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:30 ET

Intraday

Event sensitivity

PCE ×1.17· ±1.3% vs ±1.1% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.3%11 of 19×1.17

CPIconsumer prices±1.3%4 of 10×1.16

PPIproducer prices±1.3%5 of 10×1.11

GDPgross domestic product±1.2%9 of 19×1.06

FOMCrate decision±1.0%7 of 24×0.85

NFPjobs report±0.9%5 of 10×0.79

CPROFcorporate profits±0.9%7 of 12×0.77

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 1.15 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	1.15	—
Q1 FY26	Apr 30 '26 · confirmed	0.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod