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Employers Holdings, Inc. EIG

i

Market dataready · fetched 2026-11-12T02:59:35.885Z

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 · 2026-11-12T00:00:00.003740771Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:59:35.455269+00:00

Share price$47.33
1D-0.8%
AH$47.18$47.37$47.57$47.77$47.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEIG
Sold putSold callAH

Employers Holdings, Inc. options

Live interpolated EIG call and put midpoint premiums by absolute delta.Employers Holdings, Inc.$2.46$2.83$3.19$3.56$3.92$37.83$41.16$44.49$47.82$51.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EIG spot · $47.33EIG PRICE$2.50$2.50$2.50$2.51$2.51$2.52$2.52$2.53$2.53$2.53$2.54$2.54$2.50$2.50$2.50$2.50$2.55$2.61$2.67$2.73$2.79$2.84$2.90$2.96$3.82
PutsExpensive3.70×
Calls——
Skew——
Implied moveBearish±$5.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.59255.4%28.0%
25Δ69.71279.6%52.6%40.32196.9%20.1%
30Δ59.43211.3%30.8%42.48163.8%15.5%
35Δ54.78171.3%21.0%44.64130.8%11.0%
40Δ53.81157.5%19.0%45.49117.1%9.3%
45Δ52.85143.7%17.0%46.08107.3%8.1%
50Δ51.88129.9%14.9%46.6797.5%7.0%
55Δ50.92116.1%12.9%47.2687.7%5.9%
60Δ49.95102.3%10.9%47.8577.9%4.8%
65Δ48.9988.5%8.8%48.4468.1%3.7%
70Δ48.0274.7%6.8%49.0358.3%2.5%
75Δ47.0660.9%4.8%49.6248.5%1.4%
80Δ46.0947.1%2.8%50.8447.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.59
IV
255.4%
B/E move
28.0%

25Δ

Calls
Pseudo strike
69.71
IV
279.6%
B/E move
52.6%
Puts
Pseudo strike
40.32
IV
196.9%
B/E move
20.1%

30Δ

Calls
Pseudo strike
59.43
IV
211.3%
B/E move
30.8%
Puts
Pseudo strike
42.48
IV
163.8%
B/E move
15.5%

35Δ

Calls
Pseudo strike
54.78
IV
171.3%
B/E move
21.0%
Puts
Pseudo strike
44.64
IV
130.8%
B/E move
11.0%

40Δ

Calls
Pseudo strike
53.81
IV
157.5%
B/E move
19.0%
Puts
Pseudo strike
45.49
IV
117.1%
B/E move
9.3%

45Δ

Calls
Pseudo strike
52.85
IV
143.7%
B/E move
17.0%
Puts
Pseudo strike
46.08
IV
107.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
51.88
IV
129.9%
B/E move
14.9%
Puts
Pseudo strike
46.67
IV
97.5%
B/E move
7.0%

55Δ

Calls
Pseudo strike
50.92
IV
116.1%
B/E move
12.9%
Puts
Pseudo strike
47.26
IV
87.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
49.95
IV
102.3%
B/E move
10.9%
Puts
Pseudo strike
47.85
IV
77.9%
B/E move
4.8%

65Δ

Calls
Pseudo strike
48.99
IV
88.5%
B/E move
8.8%
Puts
Pseudo strike
48.44
IV
68.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
48.02
IV
74.7%
B/E move
6.8%
Puts
Pseudo strike
49.03
IV
58.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
47.06
IV
60.9%
B/E move
4.8%
Puts
Pseudo strike
49.62
IV
48.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
46.09
IV
47.1%
B/E move
2.8%
Puts
Pseudo strike
50.84
IV
47.6%
B/E move
0.7%

Options history

IV · four-Friday blend42.29%
Daily close
EIG28.4%60.4%92.5%2026-08-14: 50.99%2026-08-19: 78.99%2026-08-21: 33.39%2026-08-24: 33.17%2026-08-25: 33.83%2026-08-26: 33.65%2026-08-27: 34.20%2026-08-28: 34.62%2026-09-02: 36.68%2026-09-04: 38.37%2026-09-08: 41.75%2026-09-10: 46.25%2026-09-11: 46.29%2026-09-14: 56.68%2026-09-16: 69.01%2026-09-17: 88.08%2026-09-18: 32.79%2026-09-21: 34.68%2026-09-22: 36.00%2026-09-23: 37.78%2026-09-24: 38.85%2026-09-25: 39.72%2026-09-28: 41.78%2026-09-29: 43.40%2026-09-30: 44.55%2026-10-01: 43.35%2026-10-02: 42.55%2026-10-05: 45.73%2026-10-06: 46.08%2026-10-07: 46.79%2026-10-09: 47.85%2026-10-12: 55.01%2026-10-13: 60.87%2026-10-16: 37.19%2026-10-19: 37.69%2026-10-20: 37.99%2026-10-21: 38.39%2026-10-22: 37.62%2026-10-23: 39.01%2026-10-26: 40.18%2026-10-27: 40.39%2026-10-28: 40.81%2026-10-29: 37.37%2026-10-30: 42.29%Aug 14Sep 25Oct 30
44 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
50.99%
78.99%
33.39%
33.17%
33.83%
33.65%
34.20%
34.62%
36.68%
38.37%
41.75%
46.25%
46.29%
56.68%
69.01%
88.08%
32.79%
34.68%
36.00%
37.78%
38.85%
39.72%
41.78%
43.40%
44.55%
43.35%
42.55%
45.73%
46.08%
46.79%
47.85%
55.01%
60.87%
37.19%
37.69%
37.99%
38.39%
37.62%
39.01%
40.18%
40.39%
40.81%
37.37%
42.29%