DGICA · Donegal Group Inc

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$18.74 +0.30 (+1.60%) At close · Jul 24

Market Cap

$695.05M

37.05M

Options Chain

15-min delayed Underlying $18.74 · today Options Calculator

Positioning

Aug 21, 2026 · 25 days to expiry · 22 contracts

Put / call OI

0.00

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$5.00

$13.74 below spot

ATM implied vol

43%

market's expected move

Open interest by strike

Calls Puts

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 25d Sep 18 53d Dec 18 144d Mar 19 235d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
4	1	—	—	$13.92		—	—	—	—	0
Call · $5 In the money Last $13.92 Breakeven $18.92 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	202.5%	0.976	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol 202.5% Delta 0.976 ≈98% ITM Gamma 0.006 Theta -0.01 Vega 0.003 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	144.4%	0.967	—		—	—	—	—	0
Call · $10 In the money Last — Breakeven — Implied vol 144.4% Delta 0.967 ≈97% ITM Gamma 0.011 Theta -0.009 Vega 0.004 Open interest 0 Model this call Put · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	99.8%	0.953	—		—	—	—	—	0
Call · $12.5 In the money Last — Breakeven — Implied vol 99.8% Delta 0.953 ≈95% ITM Gamma 0.02 Theta -0.009 Vega 0.004 Open interest 0 Model this call Put · $12.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	64.4%	0.918	—		—	—	—	—	0
Call · $15 In the money Last — Breakeven — Implied vol 64.4% Delta 0.918 ≈92% ITM Gamma 0.048 Theta -0.009 Vega 0.008 Open interest 0 Model this call Put · $15 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	37.2%	0.773	—		$0.70	-0.276	48.8%	1	0
Call · $17.5 In the money Last — Breakeven — Implied vol 37.2% Delta 0.773 ≈77% ITM Gamma 0.166 Theta -0.01 Vega 0.017 Open interest 0 Model this call Put · $17.5 Last $0.70 Breakeven $16.80 Implied vol 48.8% Delta -0.276 ≈28% ITM Gamma 0.138 Theta -0.016 Vega 0.017 Open interest 0 Model this put
Underlying $18.74
12	12	44.4%	0.312	$0.10		—	-0.679	45.6%	—	0
Call · $20 Last $0.10 Breakeven $20.10 Implied vol 44.4% Delta 0.312 ≈31% ITM Gamma 0.16 Theta -0.015 Vega 0.018 Open interest 12 Model this call Put · $20 In the money Last — Breakeven — Implied vol 45.6% Delta -0.679 ≈68% ITM Gamma 0.157 Theta -0.016 Vega 0.018 Open interest 0 Model this put
0	—	—	—	—		—	-0.791	74.7%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 74.7% Delta -0.791 ≈79% ITM Gamma 0.077 Theta -0.021 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—		—	-0.841	96.7%	—	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last — Breakeven — Implied vol 96.7% Delta -0.841 ≈84% ITM Gamma 0.051 Theta -0.023 Vega 0.01 Open interest 0 Model this put
0	—	—	—	—		—	-0.873	133.4%	—	0
Call · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 In the money Last — Breakeven — Implied vol 133.4% Delta -0.873 ≈87% ITM Gamma 0.031 Theta -0.026 Vega 0.011 Open interest 0 Model this put
0	—	—	—	—		—	-0.869	173.2%	—	0
Call · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $35 In the money Last — Breakeven — Implied vol 173.2% Delta -0.869 ≈87% ITM Gamma 0.025 Theta -0.035 Vega 0.012 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 800457 CUSIP 257701201 13F (30d) 23 filings 23 filers Visit website Investor relations