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Assurant, Inc. AIZ

i

Market dataready · fetched 2026-11-11T14:54:54.382Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:54:44.842515054Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:54:53.811178+00:00

Share price$322.27
1D+0.4%
$319.34$319.97$320.60$321.22$321.855:30 AM6:30 AM9:00 AM1:00 PMAIZ
Sold putSold call

Assurant, Inc. options

Live interpolated AIZ call and put midpoint premiums by absolute delta.Assurant, Inc.$1.09$5.41$9.73$14.05$18.37$286.98$302.38$317.79$333.19$348.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIZ spot · $322.27AIZ PRICE$1.56$1.82$2.22$2.72$3.23$3.74$4.24$4.75$5.26$6.28$7.42$8.55$9.69$1.88$2.42$2.97$3.52$4.07$4.92$5.93$6.94$7.95$8.97$10.04$13.59$17.13
PutsFair1.03×
CallsCheap0.54×
SkewBearish+7.11 pp
Implied moveBearish±$10.18
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ338.9931.1%5.7%309.2632.2%4.6%
25Δ332.8825.8%3.9%312.0430.8%3.9%
30Δ329.2123.1%2.8%314.4329.7%3.4%
35Δ327.7222.5%2.5%316.8128.6%2.8%
40Δ326.2321.9%2.2%319.2027.4%2.2%
45Δ324.7421.3%1.9%321.1827.0%1.9%
50Δ323.2520.8%1.6%322.9527.0%1.6%
55Δ321.7620.2%1.3%324.7326.9%1.4%
60Δ320.2719.6%1.0%326.5026.9%1.2%
65Δ318.7519.2%0.9%328.2726.8%0.9%
70Δ317.2318.8%0.7%330.1026.8%0.7%
75Δ315.7018.3%0.6%334.0229.9%0.6%
80Δ314.1817.9%0.5%337.9333.0%0.5%

20Δ

Calls
Pseudo strike
338.99
IV
31.1%
B/E move
5.7%
Puts
Pseudo strike
309.26
IV
32.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
332.88
IV
25.8%
B/E move
3.9%
Puts
Pseudo strike
312.04
IV
30.8%
B/E move
3.9%

30Δ

Calls
Pseudo strike
329.21
IV
23.1%
B/E move
2.8%
Puts
Pseudo strike
314.43
IV
29.7%
B/E move
3.4%

35Δ

Calls
Pseudo strike
327.72
IV
22.5%
B/E move
2.5%
Puts
Pseudo strike
316.81
IV
28.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
326.23
IV
21.9%
B/E move
2.2%
Puts
Pseudo strike
319.20
IV
27.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
324.74
IV
21.3%
B/E move
1.9%
Puts
Pseudo strike
321.18
IV
27.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
323.25
IV
20.8%
B/E move
1.6%
Puts
Pseudo strike
322.95
IV
27.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
321.76
IV
20.2%
B/E move
1.3%
Puts
Pseudo strike
324.73
IV
26.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
320.27
IV
19.6%
B/E move
1.0%
Puts
Pseudo strike
326.50
IV
26.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
318.75
IV
19.2%
B/E move
0.9%
Puts
Pseudo strike
328.27
IV
26.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
317.23
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
330.10
IV
26.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
315.70
IV
18.3%
B/E move
0.6%
Puts
Pseudo strike
334.02
IV
29.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
314.18
IV
17.9%
B/E move
0.5%
Puts
Pseudo strike
337.93
IV
33.0%
B/E move
0.5%

Options history

IV · four-Friday blend25.99%
Daily close
AIZ19.8%26.4%33.0%2026-08-14: 22.05%2026-08-19: 25.05%2026-08-21: 21.29%2026-08-24: 21.57%2026-08-25: 22.16%2026-08-26: 21.69%2026-08-27: 21.34%2026-08-28: 20.70%2026-08-31: 21.63%2026-09-01: 22.37%2026-09-02: 21.18%2026-09-03: 20.81%2026-09-04: 21.47%2026-09-08: 23.42%2026-09-09: 23.77%2026-09-10: 23.98%2026-09-11: 23.31%2026-09-15: 26.33%2026-09-18: 22.14%2026-09-21: 23.07%2026-09-22: 23.63%2026-09-23: 23.25%2026-09-24: 24.09%2026-09-25: 23.38%2026-09-28: 23.79%2026-09-29: 23.73%2026-09-30: 23.58%2026-10-01: 23.60%2026-10-02: 23.27%2026-10-05: 23.74%2026-10-06: 23.28%2026-10-07: 24.19%2026-10-08: 24.49%2026-10-09: 24.20%2026-10-12: 25.20%2026-10-13: 27.82%2026-10-15: 32.14%2026-10-16: 24.53%2026-10-19: 24.46%2026-10-20: 24.45%2026-10-21: 24.45%2026-10-22: 24.88%2026-10-23: 25.18%2026-10-26: 25.39%2026-10-27: 25.29%2026-10-28: 25.02%2026-10-29: 25.33%2026-10-30: 25.99%Aug 14Sep 25Oct 30
48 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.05%
25.05%
21.29%
21.57%
22.16%
21.69%
21.34%
20.70%
21.63%
22.37%
21.18%
20.81%
21.47%
23.42%
23.77%
23.98%
23.31%
26.33%
22.14%
23.07%
23.63%
23.25%
24.09%
23.38%
23.79%
23.73%
23.58%
23.60%
23.27%
23.74%
23.28%
24.19%
24.49%
24.20%
25.20%
27.82%
32.14%
24.53%
24.46%
24.45%
24.45%
24.88%
25.18%
25.39%
25.29%
25.02%
25.33%
25.99%