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DGICA - Donegal Group - Class A
Implied Volatility Analysis

Implied Volatility:
74.8%

Donegal Group - Class A has an Implied Volatility (IV) of 74.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DGICA is 17 and the Implied Volatility Percentile (IVP) is 36. The current Implied Volatility Index for DGICA is -0.36 standard deviations away from its 1 year mean.

Market Cap$484.62M
Dividend Yield4.31% ($0.64)
Next Earnings Date2/16/2023 (78d)
Implied Volatility (IV) 30d
74.81
Implied Volatility Rank (IVR) 1y
17.23
Implied Volatility Percentile (IVP) 1y
36.16
Historical Volatility (HV) 30d
17.71
IV / HV
4.22
Open Interest
495.00
Option Volume
2.00

Data was calculated after the 11/29/2022 closing.

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