Digi Power X Inc. (DGXX) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Digi Power X Inc. (DGXX) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $616.1M, listed on NASDAQ, employing roughly 15 people, carrying a beta of 5.71 to the broader market. Digi Power X Inc. Led by Michel Thierry Amar, public since 2021-01-08.
Snapshot as of May 15, 2026.
- Spot Price
- $7.70
- Expected Move
- 46.6%
- Implied High
- $11.29
- Implied Low
- $4.11
- Front DTE
- 34 days
As of May 15, 2026, Digi Power X Inc. (DGXX) has an expected move of 46.62%, a one-standard-deviation implied price range of roughly $4.11 to $11.29 from the current $7.70. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
DGXX Strategy Sizing to the Expected Move
With Digi Power X Inc. pricing an expected move of 46.62% from $7.70, risk-defined strategies sized to the implied range structurally target the modal outcome distribution. Iron condors with wings at the ±1σ expected move boundaries collect premium against the ~68% probability that spot stays inside the range under lognormal assumptions; strangles set wider at ±1.5σ or ±2σ target the tails but pay smaller per-trade premium. Long-vol structures (long straddles, ratio backspreads) profit when realized move exceeds the implied move, the inverse trade: they bet against the lognormal assumption itself, capitalizing on the empirically fatter equity-return tails.
Learn how expected move is reported and how to read the data →
Per-expiration expected move for DGXX derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $7.70 × (1 ± expected move %). One standard-deviation range under lognormal assumptions, roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| Jun 18, 2026 | 34 | 162.6% | 49.6% | $11.52 | $3.88 |
| Jul 17, 2026 | 63 | 165.1% | 68.6% | $12.98 | $2.42 |
| Sep 18, 2026 | 126 | 165.8% | 97.4% | $15.20 | $0.20 |
| Dec 18, 2026 | 217 | 163.9% | 126.4% | $17.43 | $-2.03 |
| Jan 15, 2027 | 245 | 165.1% | 135.3% | $18.12 | $-2.72 |
| Jan 21, 2028 | 616 | 140.0% | 181.9% | $21.70 | $-6.30 |
Frequently asked DGXX expected move questions
- What is the current DGXX expected move?
- As of May 15, 2026, Digi Power X Inc. (DGXX) has an expected move of 46.62% over the next 34 days, implying a one-standard-deviation price range of $4.11 to $11.29 from the current $7.70. The expected move is derived from at-the-money straddle pricing and represents the market consensus for a ±1σ price move.
- What does the DGXX expected move mean for traders?
- Roughly 68% of outcomes should fall within ±1 expected move and 95% within ±2 under lognormal assumptions, though equity returns have empirically fatter tails than log-normal predicts. Strategies sized to the expected move (iron condors at ±1σ, strangles at ±1.5σ) target the typical outcome distribution; strategies that profit from tail moves (long-vol structures, ratio backspreads) target the tails the lognormal model under-prices.
- How is DGXX expected move calculated?
- The expected move displayed here is derived from at-the-money implied volatility scaled to the chosen tenor: expected move % is approximately ATM IV times sqrt(T / 365), where T is days to expiration. An equivalent straddle-based form: the ATM straddle (call + put at the same strike) is roughly sqrt(2/pi) times spot times IV times sqrt(T/365), so the implied one-standard-deviation move is approximately 1.25 times ATM straddle divided by spot. The two formulations agree once the sqrt(2/pi) constant is reconciled.